<SEC-DOCUMENT>0000891092-15-003745.txt : 20150501
<SEC-HEADER>0000891092-15-003745.hdr.sgml : 20150501
<ACCEPTANCE-DATETIME>20150501110728
ACCESSION NUMBER:		0000891092-15-003745
CONFORMED SUBMISSION TYPE:	N-CSRS
PUBLIC DOCUMENT COUNT:		11
CONFORMED PERIOD OF REPORT:	20150228
FILED AS OF DATE:		20150501
DATE AS OF CHANGE:		20150501
EFFECTIVENESS DATE:		20150501

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-CSRS
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21413
		FILM NUMBER:		15822586

	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-CSRS
<SEQUENCE>1
<FILENAME>e63781ncsrs.htm
<DESCRIPTION>FORM N-CSRS
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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 Arial, Helvetica, Sans-Serif; margin: 0 0 0 77.75pt; text-align: center; text-indent: -77.75pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-weight: normal; vertical-align: baseline">UNITED
STATES</FONT></P>

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

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 77.75pt; text-align: center; text-indent: -77.75pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; 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; text-align: center; text-indent: 0in"><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 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&rsquo;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: 08/31/2015</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: 02/28/2015</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 &ndash; Report to Stockholders</P>

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<P STYLE="text-align: right"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: right">FEBRUARY 28, 2015</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">SEMI-ANNUAL REPORT (UNAUDITED) </FONT></FONT></TD>
<TD STYLE="text-align: left; width: 3%; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 18px; text-align: left"><B>BlackRock Defined
                                         Opportunity Credit Trust (BHL)</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 18px; text-align: left"><B>BlackRock Floating
                                         Rate Income Strategies Fund, Inc. (FRA)</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 18px; text-align: left"><B>BlackRock Limited
                                         Duration Income Trust (BLW)</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B></B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B></B></FONT></DIV></P>
<DIV STYLE="border: WINDOWTEXT 1px solid; padding: 4px; margin-top: 12px; width: 50%">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: center; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Not FDIC Insured&nbsp;&#149;&nbsp;May Lose Value&nbsp;&#149;&nbsp;No Bank Guarantee</B></DIV></FONT></TD>
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Contents</FONT></P>
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<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">The
Markets in Review</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Semi-Annual Report:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Fund Summaries </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">10</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Derivative Financial Instruments</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">10</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Financial Statements<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Schedules of Investments </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">11</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">51</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Statements of Operations </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">52</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">53</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">56</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Financial Highlights </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">57</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">60</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Officers and Directors </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">74</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Additional Information</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">75</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>

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<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">The Markets in Review</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
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<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">&nbsp;</DIV>

<DIV STYLE="text-align: left">Dear Shareholder,</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Market volatility, while remaining below the long-term average
level, increased over the course of 2014 and into 2015, driven largely by higher valuations in risk assets (such as equities and high yield bonds),
geopolitical risks, uneven global economic growth and uncertainty around policy moves from the world&#146;s largest central banks. As the U.S. Federal
Reserve (the &#147;Fed&#148;) gradually reduced its bond buying program (which ultimately ended in October 2014), U.S. interest rates surprisingly
trended lower during the period.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The first half of 2014 was generally a strong period for most
asset classes; however, volatility ticked up in the summer as geopolitical tensions intensified in Ukraine and the Middle East and investors feared
that better U.S. economic indicators may compel the Fed to increase short-term interest rates sooner than previously anticipated. Global credit markets
tightened as the U.S. dollar strengthened versus other currencies, ultimately putting a strain on investor flows, and financial markets broadly
weakened in the third quarter.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Several themes dominated the markets in the fourth quarter that
resulted in the strong performance of U.S. markets versus other areas of the world. Economic growth strengthened considerably in the United States
while the broader global economy showed signs of slowing. The European Central Bank and the Bank of Japan took aggressive measures to stimulate growth
while the Fed moved toward tighter policy, causing further strengthening in the U.S. dollar. Fixed income investors piled into U.S. Treasuries where
yields remained persistently low, but were comparatively higher than yields on international sovereign debt, while equity investors favored the
relative stability of U.S.-based companies amid rising global risks.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Oil prices, which had been gradually declining since mid-summer,
plummeted in the fourth quarter due to a global supply-and-demand imbalance. Energy-related assets sold off sharply and emerging markets struggled as
many of those economies rely heavily on oil exports. Conversely, the consumer sectors benefited from lower oil prices as savings at the gas pumps freed
up discretionary income for other goods and services.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">These trends shifted in early 2015. U.S. equities underperformed
international markets given high valuations and the anticipation of a rate hike from the Fed. Oil prices showed signs of stabilizing as suppliers
became more disciplined in their exploration and production efforts. Markets in Europe and Japan rebounded, driven largely by central bank policy
accommodation and improving economic data.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 markets.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Sincerely,</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">&nbsp;&nbsp;
<IMG SRC="robkapito_sig.jpg">
<BR></FONT></DIV></P>
<P STYLE="text-align: left"><DIV STYLE="text-align: left"><FONT STYLE="font-size: 10pt"><B>Rob
                                         Kapito</B><BR> President, BlackRock Advisors, LLC</FONT></DIV></P>
<BR></DIV>

<DIV STYLE="margin-left: 2%; width: 48%; float: right">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>
<DIV STYLE="text-align: left"><IMG SRC="robkapito_photo.jpg">
<BR>&nbsp;</DIV></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><I></I></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Rob Kapito<BR> </B>President, BlackRock Advisors,
LLC</FONT></DIV></P>
<P STYLE="text-align: left"><DIV STYLE="text-indent: 0px; text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B><HR SIZE="4" NOSHADE STYLE="color: #000000">Total Returns as of February 28, 2015</B></FONT></DIV></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="background-color: Black">
     <TD NOWRAP STYLE="width: 100%; text-align: center"></TD>
     <TD><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif; color: White"><B>6-month</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif; color: White"><B>12-month</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">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 STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">6.12</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">15.51</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">U.S.
                                         small cap equities (Russell 2000<SUP>&#174;</SUP> Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">5.70</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">5.63</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">International
                                         equities (MSCI Europe, Australasia, Far East Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">(1.26</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">(0.03</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">Emerging
                                         market equities (MSCI Emerging Markets Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">(8.30</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">5.01</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">3-month
                                         Treasury bills (BofA Merrill Lynch 3-Month U.S. Treasury Bill Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">0.01</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">0.03</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">U.S.
                                         Treasury securities (BofA Merrill Lynch 10-Year U.S. Treasury Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">4.14</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">8.66</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">U.S.
                                         investment grade bonds (Barclays U.S. Aggregate Bond Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">2.25</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">5.05</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">Tax-exempt
                                         municipal bonds (S&amp;P Municipal Bond Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">2.17</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">6.47</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 10pt">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 STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">(0.08</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">2.81</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 10pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<P STYLE="text-align: left"><DIV STYLE="text-indent: 0px; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Past performance is no guarantee of future results. Index performance is shown for illustrative purposes only. You cannot invest directly
in an index.</FONT><BR> <HR SIZE="2" NOSHADE STYLE="color: #000000"></DIV></DIV></P>


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REPORT</TD>
<TD STYLE="text-align: center; width: 34%">&nbsp;</TD>
<TD STYLE="text-align: right; width: 33%">3<BR></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 9"><FONT STYLE="color: gray">Fund Summary</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;as of February 28, 2015</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top; padding-top: 6pt"><B><FONT STYLE="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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Fund Overview</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 12px; text-align: left">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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Portfolio Management Commentary</FONT></B></P>
<DIV STYLE="margin-right: 2%; width: 48%; float: left">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>How did the Fund perform?</B></FONT></DIV></P>
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     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font: normal 10pt Arial, Helvetica, Sans-Serif">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: normal 10pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: normal 10pt Arial, Helvetica, Sans-Serif">For the six-month period ended
     February 28, 2015, the Fund returned (0.79)% based on market price and 1.51% based on net asset value (&#147;NAV&#148;).
     For the same period, the closed-end Lipper Loan Participation Funds category posted an average return of (0.11)% based on
     market price and 0.30% 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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>What factors influenced performance?</B></FONT></DIV></P>
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     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">During the six months ended February 28, 2015, the loan market
     declined at the end of 2014, before experiencing a recovery that began around the latter part of January 2015. Overall, this
     resulted in a modest positive return on loans for the full period. Positive performance within the Fund was spread broadly
     throughout the portfolio, with the most significant contributions generally from among the Fund&#146;s top 25 holdings. Given
     the positive returns experienced, the Fund&#146;s use of leverage added to performance for the period.</FONT></TD>
</TR>

</TABLE>
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     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">During the six-month period, oil prices experienced a significant
     decline and most commodity prices came under pressure as well. As a result, prices for the Fund&#146;s holdings within the
     energy sector fell notably during the period and detracted from returns. The metals &amp; mining sector, while a smaller
     component of the portfolio, detracted as well. The electric segment, and in particular Texas Utilities, was also a detractor.
     Finally, the Fund&#146;s modest position in equities was a negative contributor.</FONT></TD>
</TR>

</TABLE>
<BR></DIV>

<DIV STYLE="margin-left: 2%; width: 48%; float: right">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
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     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><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. Since the average
     loan has recently been trading at a slight discount to par (i.e., with limited upside), the Fund has concentrated its investments
     in strong companies with stable cash flows, high quality collateral, and the ability to meet interest obligations and ultimately
     return principal. The Fund has been actively participating in the new-issue market when possible, however, new issuance for
     loans is at its lowest level in years. In view of limited upside within the CCC-rated loans space, the Fund reduced its exposure
     there to a modest amount in line with the benchmark. The Fund added fixed-coupon high yield bonds as valuations in that market
     moved to a more attractive point during the period.</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
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     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">At period end, the Fund held a majority of its total portfolio
     in floating rate loan interests (bank loans), with the small remainder in corporate bonds and other interests. The Fund maintained
     its highest concentration in higher coupon B-rated loans of select issuers while limiting exposure to low coupon BB-rated
     loans. Additionally, the Fund held a modest position in CCC-rated loans, while generally maintaining low exposure to lower
     quality, less liquid loans.</FONT></TD>
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</DIV><BR STYLE="clear: both">
<P STYLE="text-align: justify"><FONT STYLE="font: xx-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
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<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px">&nbsp;&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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%">4</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>
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<TD STYLE="width: 36%"></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="color: gray; font-size: 10pt"></FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Fund Information</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-align: left"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Symbol on New York Stock Exchange (&#147;NYSE&#148;)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BHL</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Initial Offering Date</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">January 31, 2008</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Distribution Rate on Closing Market Price as of February 28, 2015 ($13.17)<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5.31%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">$0.0583</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Annualized Distribution per Common Share<SUP>2</SUP> </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">$0.6996</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Economic Leverage as of February 28, 2015<SUP>3</SUP></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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">29%</DIV></FONT></TD>

</TABLE>
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<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The distribution rate is not constant and is subject
to change.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Market Price and Net Asset Value Per Share Summary</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-align: left"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Change</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>High</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Low</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Market Price </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.17</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.84</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4.84</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.89</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12.61</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Net Asset Value</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.03</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.41</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2.64</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)%&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.42</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.72</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>

</TABLE>
<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>Market Price and Net Asset Value History For the Past Five Years</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>
<DIV STYLE="text-align: center"><IMG SRC="defoppcredit.jpg" STYLE="width: 600px">
&nbsp;
 &nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Overview of the Fund&#146;s Total Investments</FONT></B></P>
<DIV STYLE="margin-right: 2%; width: 48%; float: left">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Portfolio Composition<BR></B><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14<SUP>4</SUP></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">93</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">94</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Asset-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Short-Term Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Other<SUP>6</SUP> </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Information has been revised to conform to current
year presentation.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Representing less than 1% of the Fund&#146;s total
investments.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>6</SUP></FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes a less than 1% holding in each
     of the following investment types: Investment Companies, Non-Agency Mortgage-Backed Securities and Warrants.</FONT></TD>
</TR>

</TABLE>
<BR></DIV>

<DIV STYLE="margin-left: 2%; width: 48%; float: right">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Credit Quality
Allocation<SUP>7,8</SUP><BR></B><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BBB/Baa</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BB/Ba</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">45</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">43</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">B</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">42</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">44</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">CCC/Caa</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">N/R </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>7</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 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>
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<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>8</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Excludes short-term securities.</FONT></TD>
</TR>

</TABLE>
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<P STYLE="text-align: justify"><FONT STYLE="font: xx-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
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<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">5<BR></TD></TR>
</TABLE></DIV>
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<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Fund Summary</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;as of February 28, 2015</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Fund Overview</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 12px; text-align: left">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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Portfolio Management Commentary</FONT></B></P>
<DIV STYLE="margin-right: 2%; width: 48%; float: left">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>How did the Fund perform?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">For the six-month period ended February 28, 2015, the Fund returned
     (0.09)% based on market price and 1.48% based on net asset value (&#147;NAV&#148;). For the same period, the closed-end Lipper
     Loan Participation Funds category posted an average return of (0.11)% based on market price and 0.30% 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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>What factors influenced performance?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">During the six months ended February 28, 2015, the loan market
     declined at the end of 2014, before experiencing a recovery that began around the latter part of January 2015. Overall, this
     resulted in a modest positive return on loans for the full period. Positive performance within the Fund was spread broadly
     throughout the portfolio, with the most significant contributions generally from among the Fund&#146;s top 25 holdings. Given
     the positive returns experienced, the Fund&#146;s use of leverage added to performance for the period.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">During the six-month period, oil prices experienced a significant
     decline and most commodity prices came under pressure as well. As a result, prices for the Fund&#146;s holdings within the
     energy sector fell notably during the period and detracted from returns. The metals &amp; mining sector, while a smaller
     component of the portfolio, detracted as well. The electric segment, and in particular Texas Utilities, was also a detractor.
     Finally, the Fund&#146;s modest position in equities was a negative contributor.</FONT></TD>
</TR>

</TABLE>
<BR></DIV>

<DIV STYLE="margin-left: 2%; width: 48%; float: right">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><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. Since the average
     loan has recently been trading at a slight discount to par (i.e., with limited upside), the Fund has concentrated its investments
     in strong companies with stable cash flows, high quality collateral and with the ability to meet interest obligations and
     ultimately return principal. The Fund has been actively participating in the new-issue market when possible, however, new
     issuance for loans is at its lowest level in years. In view of limited upside within the CCC-rated loans space, the Fund
     reduced its exposure there to a modest amount in line with the benchmark. The Fund added fixed-coupon high yield bonds as
     valuations in that market moved to a more attractive point during the period.</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">At period end, the Fund held a majority of its total portfolio
     in floating rate loan interests (bank loans), with the small remainder in corporate bonds and other interests. The Fund maintained
     its highest concentration in higher coupon B-rated loans of select issuers while limiting exposure to low coupon BB-rated
     loans. Additionally, the Fund held a modest position in CCC-rated loans, while generally maintaining low exposure to lower
     quality, less liquid loans.</FONT></TD>
</TR>

</TABLE>
</DIV><BR STYLE="clear: both">
<P STYLE="text-align: justify"><FONT STYLE="font: xx-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px">&nbsp;&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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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<TR>
<TD STYLE="text-align: left; width: 33%">6</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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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    <TD STYLE="text-align: right; width: 50%">&nbsp;</TD></TR>
</TABLE></DIV>
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<DIV STYLE="text-align: left">
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<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="color: gray; font-size: 10pt"></FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="color: gray">BlackRock Floating Rate
Income Strategies Fund, Inc.<BR></FONT></B></TD></TR>
</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-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; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Fund Information</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-align: left"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Symbol on NYSE</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">FRA</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Initial Offering Date</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">October 31, 2003</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Distribution Rate on Closing Market Price as of February 28, 2015 ($13.83)<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5.85%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">$0.0674</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Annualized Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">$0.8088</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Economic Leverage as of February 28, 2015<SUP>3</SUP></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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">29%</DIV></FONT></TD>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The distribution rate is not constant and is subject
to change.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Market Price and Net Asset Value Per Share Summary</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-align: left"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Change</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>High</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Low</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Market Price </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.83</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.26</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3.02</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.32</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12.96</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Net Asset Value</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.15</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.38</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1.50</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)%&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.38</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.69</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>

</TABLE>
<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"><B><FONT STYLE="color: gray">Market Price and Net Asset Value History For the Past Five Years</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>
<DIV STYLE="text-align: center"><IMG SRC="floatrateincomestrat.jpg" STYLE="width: 600px">
&nbsp;</DIV>
 &nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>

<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Overview of the Fund&#146;s Total Investments</FONT></B></P>
<DIV STYLE="margin-right: 2%; width: 48%; float: left">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>

<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Portfolio Composition<BR></B><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14<SUP>4</SUP></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">92</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">93</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Asset-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Other<SUP>5</SUP> </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Information has been revised to conform to current
year presentation.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes a less than 1% holding in each of the
following investment types: Investment Companies, Non-Agency Mortgage-Backed Securities, Options Purchased, Other Interests, Short-Term Securities and
Warrants.</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-align: left"></FONT></DIV></P>
<BR></DIV>

<DIV STYLE="margin-left: 2%; width: 48%; float: right">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Credit Quality
Allocation<SUP>6,7</SUP><BR></B><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BBB/Baa</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BB/Ba</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">44</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">43</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">B</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">41</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">43</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">CCC/Caa</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">N/R</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>

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<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>6</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><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>

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     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>7</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Excludes short-term securities.</FONT></TD>
</TR>

</TABLE>
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<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">7<BR></TD></TR>
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<TD STYLE="width: 36%"></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Fund Summary</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;as of February 28, 2015</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Fund Overview</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><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">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px">&#149;</DIV></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">intermediate duration, investment grade corporate bonds,
mortgage-related securities, asset-backed securities and U.S. Government and agency securities;</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px">&#149;</DIV></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">senior, secured floating rate loans made to corporate and other
business entities; and</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px">&#149;</DIV></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">U.S. dollar-denominated securities of U.S. and non-U.S. issuers
rated below investment grade and, to a limited extent, non-U.S. dollar denominated securities of non-U.S. issuers rated below investment
grade.</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 12px; text-align: left">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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Portfolio Management Commentary</FONT></B></P>
<DIV STYLE="margin-right: 2%; width: 48%; float: left">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>How did the Fund perform?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">For the six-month period ended February 28, 2015, the Fund returned
     (0.71)% based on market price and 1.32% based on net asset value (&#147;NAV&#148;). For the same period, the closed-end Lipper
     High Yield Funds (Leveraged) category posted an average return of (2.46)% based on market price and (1.60)% 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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>What factors influenced performance?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">The main contributors to the Fund&#146;s absolute performance
     were its exposure to non-U.S. dollar securities, high yield, term loans, asset-backed securities (&#147;ABS&#148;) and commercial
     mortgage-backed securities (&#147;CMBS&#148;). Other contributors included agency mortgage-backed securities (&#147;MBS&#148;)
     15-year pass-throughs and emerging market debt.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">The main detractors from the Fund&#146;s absolute performance
     during the period were its positions in preferred equities, its duration exposure through U.S. Treasuries and its positions
     in investment grade credit</FONT>.</TD>
</TR>

</TABLE>
<BR></DIV>

<DIV STYLE="margin-left: 2%; width: 48%; float: right">

<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">The Fund held derivatives during the reporting period, which had a neutral effect on performance.</FONT>.</TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">The Fund&#146;s allocations remained consistent throughout the
     six-month period, with its largest positions in high yield and investment grade corporate credit, followed by allocations
     in securitized credit, including ABS and CMBS.</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font-size: 10pt">At period end, the Fund maintained a diversified exposure to non-government
     spread sectors including high yield and investment grade corporate credit, as well as CMBS, ABS and agency and non-agency
     residential MBS.</FONT></TD>
</TR>

</TABLE>
</DIV><BR STYLE="clear: both">
<P STYLE="text-align: justify"><FONT STYLE="font: xx-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px">&nbsp;&nbsp;
</DIV></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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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<TR>
<TD STYLE="text-align: left; width: 33%">8</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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>
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    <TD STYLE="text-align: right; width: 50%">&nbsp;</TD></TR>
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<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="color: gray; font-size: 10pt"></FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Fund Information</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-align: left"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Symbol on NYSE</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BLW</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Initial Offering Date</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">July 30, 2003</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Distribution Rate on Closing Market Price as of February 28, 2015 ($15.98)<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">7.47%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">$0.0995</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Annualized Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">$1.1940</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Economic Leverage as of February 28, 2015<SUP>3</SUP></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 COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">30%</DIV></FONT></TD>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The distribution rate is not constant and is subject
to change.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="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-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Change</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>High</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Low</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Market Price </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.98</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.81</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4.94</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.84</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.99</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Net Asset Value</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.55</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18.09</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2.99</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)%&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18.10</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.12</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>

</TABLE>

<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"><B><FONT STYLE="color: gray">Market Price and Net Asset Value History For the Past Five Years</FONT></B></P>

<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>
<DIV STYLE="text-align: center"><IMG SRC="limiteddurationincome.jpg" STYLE="width: 600px">
&nbsp;</DIV>
 &nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Overview of the Fund&#146;s Total Investments</FONT></B></P>
<DIV STYLE="margin-right: 2%; width: 48%; float: left">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>

<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Portfolio Composition<BR></B><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14<SUP>4</SUP></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">38</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">42</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">30</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">32</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Asset-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">11</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Non-Agency Mortgage-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">9</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Preferred Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">8</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 10px; text-indent: -10px">U.S. Government Sponsored Agency Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Foreign Agency Obligations</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Short-Term Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Other<SUP>6</SUP></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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>7</SUP>&nbsp;&nbsp;</FONT></TD>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-align: left"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Information has been revised to conform to current
year presentation.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Representing less than 1% of the Fund&#146;s total
investments.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>6</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes a less than 1% holding in each of the
following investment types: Options Purchased, Options Written, Other Interests and Warrants.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>7</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes a less than 1% holding in each of the
following investment types: Options Purchased, Other Interests and Warrants.</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-align: left"></FONT></DIV></P>
<BR></DIV>

<DIV STYLE="margin-left: 2%; width: 48%; float: right">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Credit Quality
Allocation<SUP>8, 9</SUP><BR></B><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2/28/15</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">AAA/Aaa<SUP>10</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">AA/Aa</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">A</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BBB/Baa</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BB/Ba</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">31</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">32</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">B</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">29</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">31</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">CCC/Caa</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">N/R </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>8</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><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>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>9</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Excludes short-term securities.</FONT></TD>
</TR>

</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt">
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>10</SUP></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">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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<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">9<BR></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">The Benefits and Risks of Leveraging</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">&nbsp;&nbsp;&nbsp;&nbsp;<BR></FONT></B></TD></TR>
</TABLE></DIV>


<BR>



<DIV STYLE="margin-right: 2%; width: 48%; float: left">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 such
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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 is 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 the value</FONT></DIV></P>
<BR></DIV>

<DIV STYLE="margin-left: 2%; width: 48%; float: right">
<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 NAV 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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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>
</DIV><BR STYLE="clear: both">



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<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 9"><FONT STYLE="color: gray">Derivative Financial Instruments</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">&nbsp;<BR></FONT></B></TD></TR>
</TABLE></DIV>





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

<P STYLE="text-align: justify"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: justify"></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The Funds may invest in various derivative financial instruments.
Derivative financial instruments are used to obtain exposure to a security, index and/or market without owning or taking physical custody of securities
or to manage market, equity, credit, interest rate, foreign currency exchange rate, commodity and/or other risks. Derivative financial instruments may
give rise to a form of economic leverage. 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</FONT></DIV></P>


</DIV>

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

<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">financial instrument. The Funds&#146; ability to use a 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 limit the amount of appreciation a Fund can realize on an investment and/or may result in lower distributions paid to
shareholders. The Funds&#146; investments in these instruments are discussed in detail in the Notes to Financial Statements.</FONT></DIV></P>

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<TD STYLE="text-align: left; width: 33%">10</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;February 28, 2015 (Unaudited)</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="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>

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<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 STYLE="vertical-align: bottom">
     <TD STYLE="border-bottom: Black 2pt solid; width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;<BR> Common Stocks
(a)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Shares</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Consumer Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,922</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;192,385</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">24,355</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">481,742</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; 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; 0.5%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">674,127</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Asset-Backed Securities (b)</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>&nbsp;</B>&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR>
(000</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)</B>&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ALM Loan Funding, Series 2013-7RA, Class C, 3.71%, 4/24/24 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">485,153</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ALM XIV Ltd., Series 2014-14A, Class C, 3.71%, 7/28/26 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">713</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">676,264</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Atlas Senior Loan Fund Ltd., Series 2014-6A, Class D, 3.96%, 10/15/26 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">237,940</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Atrium CDO Corp., Series 9A, Class D, 3.76%, 2/28/24 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240,265</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Carlyle Global Market Strategies CLO Ltd., Series 2012-4A, Class D, 4.76%, 1/20/25 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">252,739</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cent CLO 22, Ltd., Series 2014-22A, Class C, 3.98%, 11/07/26 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">237,350</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.26%, 4/20/23 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">215</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">212,614</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">LCM LP, 0.00%, 4/20/27 (d)(e)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">431,250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">North End CLO Ltd., Series 2013-1A, Class D, 3.76%, 7/17/25 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">234,781</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Octagon Investment Partners XVII Ltd., Series 2013-1A, Class D, 3.46%, 10/25/25 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">233,021</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Octagon Investment Partners XX Ltd., Series 2014-1A, Class C, 3.06%, 8/12/26 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">242,313</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Symphony CLO Ltd., Series 2012-10A, Class D, 5.51%, 7/23/23 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350,322</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Voya CLO, Ltd., Series 2014-4A, Class SUB, 0.00%, 10/14/26 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">940,700</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Asset-Backed Securities &#151; 3.8%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,774,712</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Corporate Bonds</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Airlines &#151; 0.7%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">252,500</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">44</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">49,397</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">590</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">609,175</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">911,072</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Auto Components &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Icahn Enterprises LP/Icahn Enterprises Finance Corp.:</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">164</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">166,050</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">334,360</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500,410</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Chemicals &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">INEOS Finance PLC, 8.38%, 2/15/19 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">110</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">117,315</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Services &amp; Supplies &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 3.01%, 12/01/17 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">68</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">68,340</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>


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

<!-- 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 STYLE="vertical-align: bottom">
     <TD STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Corporate
Bonds</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Services &amp; Supplies (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">232</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;236,526</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">80</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">83,050</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">387,916</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Communications 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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">101</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">102,010</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">342</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">362,520</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">464,530</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Reynolds Group Issuer, Inc., 7.13%, 4/15/19</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">120</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">124,575</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Diversified Telecommunication Services &#151; 0.3%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">3.83%, 1/15/18 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">228</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">230,850</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">127</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">134,461</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">365,311</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services &#151; 0.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CHS/Community Health Systems, Inc., 6.88%, 2/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">71</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">75,926</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.88%, 5/01/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">85</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">93,075</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.38%, 2/01/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">185</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">196,100</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Tenet Healthcare Corp. (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 3/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">326,625</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.50%, 3/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">244,500</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">936,226</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 0.3%</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 STYLE="vertical-align: bottom">
     <TD 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">Dynegy Finance I, Inc./Dynegy Finance II, Inc., 6.75%, 11/01/19 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">340,031</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Altice Financing SA, 6.63%, 2/15/23 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208,250</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">96</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">99,240</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">203,500</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">510,990</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Metals &amp; Mining &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">Novelis, Inc., 8.38%, 12/15/17</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">60</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">62,700</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Oil, Gas &amp; Consumable Fuels &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Antero Resources Finance Corp., 5.38%, 11/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">150</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">151,125</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CONSOL Energy, Inc., 5.88%, 4/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">140</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">134,400</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">EP
Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">145</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">148,625</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">434,150</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Pharmaceuticals &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD 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">Endo Finance LLC/Endo Finco, Inc., 6.00%, 2/01/25 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238,219</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Road &amp; Rail &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD 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">Florida East Coast Holdings Corp., 6.75%,<BR> 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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">196</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">202,125</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Wireless Telecommunication Services &#151; 1.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Digicel Group Ltd., 8.25%, 9/30/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">310</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">313,565</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sprint Communications, Inc., 7.00%, 3/01/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">886,248</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">T-Mobile USA, Inc., 6.13%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">50</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">52,625</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,252,438</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Corporate Bonds &#151; 5.4%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,848,008</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>


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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; border-bottom-color: Black; border-bottom-style: solid; border-bottom-width: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Portfolio Abbreviations</FONT></B></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 3%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>&nbsp;</B>&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;</TD>
<TD STYLE="width: 9%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 20%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 27%">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>ABS<BR> ADS<BR> BROIS<BR> CAD<BR> CLO</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Asset-Backed Security<BR> American Depositary Shares<BR> Brazilian Overnight Indexed Swap<BR> Canadian Dollar<BR> Collateralized Loan
Obligation<BR> </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>CR<BR> DIP<BR> EUR<BR> GBP<BR> OTC</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Custodian Receipt<BR> Debtor-In-Possession<BR> Euro<BR> British Pound<BR> Over-the-Counter</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>PIK<BR> REMIC<BR> SGD<BR> USD</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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 STYLE="text-align: left">
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<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 6pt">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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><!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Aerospace &amp; Defense &#151; 2.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">BE
Aerospace, Inc., 2014 Term Loan B, 4.00%, 12/16/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">670</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;671,394</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">506</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">505,198</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">275</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">288,406</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">221</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">219,481</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">199</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">198,222</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,082</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,076,870</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,959,571</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Air Freight &amp; Logistics &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">144,061</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CEVA Intercompany BV, Synthetic LC, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">163</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">150,780</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">26</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">23,615</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CEVA Logistics US Holdings, Inc., Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">207,973</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">526,429</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Airlines &#151; 0.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">322</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">321,832</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">148</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">145,166</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">218</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208,190</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">257</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">256,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">931,703</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">282</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">281,271</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Armored Autogroup, Inc., Term Loan B, 6.00%, 11/05/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">57</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">56,999</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 6.50%, 7/29/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">622,638</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">194,014</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">356</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">353,282</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">327</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">322,175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,005</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,989,436</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">958</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">962,531</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">INA Beteiligungsgesellschaft mbH, Term Loan B, 4.25%, 5/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">575</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">578,594</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">336,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,696,940</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">3.25%, 12/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">189</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">188,070</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">198</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">198,334</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">386,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">257</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">257,078</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">69</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">69,300</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">326,378</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Building Products &#151; 3.9%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">329,406</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,264</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,241,603</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">318</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">310,454</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">392</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;387,463</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Jeld-Wen, Inc., Term Loan B, 5.25%, 10/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">701,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">478</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">473,722</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">223</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">219,498</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">383</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">381,499</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">107,901</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> &nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">784</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right; width: 5%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">776,812</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left; width: 5%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>

</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,930,108</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">39</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">34,474</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">299</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">284,119</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">195</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">194,386</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">512,979</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">253</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">252,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">131</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">130,960</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445,900</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CeramTec Acquisition Corp., Term Loan B2, 4.25%, 8/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">27</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">26,623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Charter NEX US Holdings, Inc., Term Loan B, 5.25%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">270</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">270,508</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">128</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">127,721</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">257</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">254,504</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">110</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">108,625</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">473</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">463,756</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">193</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">192,360</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">MacDermid, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 4.50%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">654</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">655,701</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B2, 4.75%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">167</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">167,447</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Minerals Technologies, Inc., Term Loan B, 4.00%, 5/07/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">461</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">462,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">578</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">562,637</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">315</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">296,494</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">578</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">558,555</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155,118</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 4.25%, 7/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">354</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">349,686</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 7.75%, 7/31/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">390</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">377,976</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">133</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">131,978</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">221</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">219,272</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,210,629</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Services &amp; Supplies &#151; 6.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">726</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">717,743</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13,718</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,277</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">645</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">643,297</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan F, 3.25%, 2/24/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">195</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">193,598</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">863</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">841,877</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
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</TR>


</TABLE>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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 STYLE="text-align: left">
<!-- agabop mode="main" last-style="text" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 6pt">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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><!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Services &amp; Supplies (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Catalent Pharma Solutions, Inc., Term Loan B, 4.25%, 5/20/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,035</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,037,370</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">672</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">674,567</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">320,937</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Creative Artists Agency LLC, Term Loan B, 5.50%, 12/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">241,200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dealer Tire LLC, Term Loan B, 5.50%, 12/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">182</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">183,845</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">308</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">304,983</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Koosharem LLC, Exit Term Loan, 7.50%, 5/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">547</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">541,093</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Livingston International, Inc., 1st Lien Term Loan, 5.00%, 4/18/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">295,426</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">984</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975,910</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">214</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">213,596</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Waste Industries USA, Inc., Term Loan B, 4.25%, 2/20/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">207</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">207,248</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">598</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">596,430</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,012,115</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Communications Equipment &#151; 1.6%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">327</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">326,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 7.50%, 1/24/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">85</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">84,235</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Avaya, Inc., Extended Term Loan B3, 4.67%, 10/26/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">343</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">332,684</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CommScope, Inc., Term Loan B3, 2.83%, 1/21/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">156</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155,904</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Riverbed Technology, Inc., Term Loan B, 6.00%, 2/19/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">136,012</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,033</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,032,043</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,067,278</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction &amp; Engineering &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AECOM Technology Corp., Term Loan B, 3.75%, 10/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">192</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">192,852</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Centaur Acquisition LLC, 2nd Lien Term Loan, 8.75%, 2/20/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">280</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">281,750</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">474,602</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction Materials &#151; 1.5%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">218</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">217,460</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,596</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,591,353</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">148</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">142,941</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,951,754</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Containers &amp; Packaging &#151; 1.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">207,643</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">571</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">570,420</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">BWAY Holding Company, Inc., Term Loan B, 5.50%, 8/14/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">343</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">344,562</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">PODS LLC, 1st Lien Term Loan, 5.25%, 1/08/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250,520</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">169</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">169,150</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,542,295</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Distributors &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">666</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">661,884</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">328</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">329,277</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">230</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">226,558</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">VWR Funding, Inc., Term Loan, 3.42%, 4/03/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">204</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">203,220</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,420,939</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>


</TABLE>

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

<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Consumer Services &#151; 2.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">651</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;649,979</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">91</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">90,378</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bright Horizons Family 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan B1, 4.25%, 1/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">80</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">80,100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 3.75%, 1/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">632</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">631,013</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CT
Technologies Intermediate Holdings, Inc., 2014 Term Loan, 6.00%, 12/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135,506</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,543</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">42</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">41,215</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">247</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">234,119</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">813</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">812,670</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">295</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155,216</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,840,739</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#151; 2.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AssuredPartners Capital, Inc., 1st Lien Term Loan, 5.00%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">599</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">594,297</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Diamond US Holding LLC, Term Loan B, 4.75%, 12/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">223,969</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Onex Wizard US Acquisition, Inc., Term Loan, 5.50%, 1/14/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">465</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">467,823</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">742</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">743,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">589</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">587,430</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">TransFirst, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 1st Lien Term Loan, 5.50%, 11/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">313</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">315,017</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 2nd Lien Term Loan, 9.00%, 11/12/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">165</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">163,098</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,095,284</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Diversified Telecommunication Services &#151; 5.1%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Altice Financing 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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Delayed Draw, 5.50%, 7/02/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">395</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">397,499</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.25%, 2/04/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">160</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">160,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">686</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">687,734</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">GCI Holdings, Inc., Term Loan B, 4.75%, 2/02/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">540</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">540,448</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">518</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">519,597</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 9.75%, 2/21/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">190</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">188,337</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">457</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">453,664</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Level 3 Financing Inc., Incremental Term Loan B5, 4.50%, 1/31/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">835</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">838,482</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">349,289</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,330</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,328,835</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,464,535</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electric Utilities &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">209</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">177,519</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">52</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">45,875</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">215,290</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">52</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">45,882</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">484,566</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electrical Equipment &#151; 1.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">263</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">256,876</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">448</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">450,132</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Extended Term Loan, 4.66%, 10/10/17 (a)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,705</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,088,353</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,795,361</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>


</TABLE>
<!-- agabop mode="ep" last-style="text" -->
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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"><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 STYLE="text-align: left">
<!-- agabop mode="main" last-style="text" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 6pt">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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><!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electronic Equipment, Instruments &amp; Components &#151; 0.5%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CDW LLC, Term Loan, 3.25%, 4/29/20</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;643,834</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Energy Equipment &amp; Services &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">256</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">255,260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Exgen Texas Power LLC, Term Loan B, 5.75%, 9/16/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">264</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">264,264</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">956</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">918,498</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,438,022</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Food &amp; Staples Retailing &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">334</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">333,578</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">235</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">237,204</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">509</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">509,706</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">US
Foods, Inc., Refinancing Term Loan, 4.50%, 3/31/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">378,989</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,459,477</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Food Products &#151; 3.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">257</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">256,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">678</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">676,776</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">587</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">585,383</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">54</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">54,142</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">468</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">468,235</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Pabst Brewing Company, Inc., Term Loan, 5.75%, 10/21/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">439</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">439,175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">372</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">371,807</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan H, 3.00%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">123</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">122,710</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan G, 3.00%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">605</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">601,492</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">560</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">484,422</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">270</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">205,200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,266,092</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Equipment &amp; Supplies &#151; 5.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Auris Luxembourg III Sarl, Term Loan B, 5.50%, 1/17/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">265</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">267,539</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Biomet, Inc., Term Loan B2, 3.67%, 7/25/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">707</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">705,712</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">438</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">435,754</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">970</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">969,883</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">614</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">614,869</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">798</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">797,426</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">506</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">505,228</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">572</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">574,270</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">National Vision, Inc., 1st Lien Term Loan, 4.00%, 3/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">704</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">693,512</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">695</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">686,923</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sage Products Holdings III LLC, Refinancing Term Loan B2, 5.00%, 12/13/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100,623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,351,739</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services &#151; 7.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Acadia Healthcare Co., Inc., Term Loan B, 4.25%, 2/11/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">112</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">112,373</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">335</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">331,650</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>




</TABLE>

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

<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom"><TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">299</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;298,688</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">241</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">241,499</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CHG Healthcare Services Inc., Term Loan, 4.25%, 11/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">392</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">391,588</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,945</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,949,085</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">540</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">538,988</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Curo Health Services LLC, 2015 1st Lien Term Loan, 6.50%, 2/02/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">351,971</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,204</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,206,129</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Envision Acquisition Co. LLC, Term Loan, 5.75%, 11/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">237</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">237,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">422</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">421,398</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Genesis HealthCare Corp., Term Loan B, 10.00%, 12/04/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">265</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">270,212</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">HCA, Inc., Term Loan B5, 2.92%, 3/31/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">315</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">314,962</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ikaria, Inc., 1st Lien Term Loan, 5.00%, 2/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">81</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">80,395</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">MPH Acquisition Holdings LLC, Term Loan, 3.75%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">480</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">475,832</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">National Mentor Holdings, Inc., Term Loan B, 4.25%, 1/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">318</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">315,266</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Surgery Center Holdings, Inc., 1st Lien Term Loan, 5.25%, 11/03/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">226</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">223,909</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">419</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">416,184</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">U.S. Renal Care, Inc., 2013 Term Loan, 4.25%, 7/03/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">195</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">194,187</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,371,316</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Technology &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">754</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">749,587</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">434</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">431,610</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,181,197</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 11.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">190</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">188,104</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,225</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,217,723</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">252</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">252,119</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">678</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650,965</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Burger King Newco Unlimited Liability Co., 2014 Term Loan B, 4.50%, 12/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,280</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,286,630</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Caesars Entertainment Operating Co., Inc., Term Loan B7, 9.75%, 1/28/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">39</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">36,217</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Caesars Entertainment Resort Properties LLC, Term Loan B, 7.00%, 10/11/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,001</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">964,094</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CCM Merger, Inc., Term Loan B, 4.50%, 8/08/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">376</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">376,651</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dave &amp; Buster&#146;s, Inc., Term Loan, 4.25%, 7/25/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">154</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">154,151</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">452</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">454,511</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">941</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">940,186</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Intrawest ULC, Term Loan, 5.50%, 12/09/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">366</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">367,216</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,977</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,974,460</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">594</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">593,875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">782</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">778,657</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">370</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">369,328</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">294</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">294,182</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>


</TABLE>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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 STYLE="text-align: left">
<!-- agabop mode="main" last-style="text" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 6pt">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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><!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Hotels, Restaurants &amp; Leisure (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan, 4.50%, 2/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">114</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;113,563</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">524</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">522,851</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Scientific Games International, Inc., 2014 Term Loan B1, 6.00%, 10/18/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">348</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">347,001</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,142</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,140,154</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">763</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">768,811</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">258</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">258,634</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">366</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">364,761</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14,414,844</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Household Products &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">631</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">629,520</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Prestige Brands, Inc., Term Loan, 4.13%, 1/31/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">237,841</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan A, 3.00%, 9/04/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">176</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">175,077</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">339</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">338,182</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,380,620</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Independent Power and Renewable Electricity Producers &#151; 2.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">873</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">872,948</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">648</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650,821</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Granite Acquisition 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 5.00%, 12/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">710</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">717,697</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan C, 5.00%, 12/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">31</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">31,579</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Terra-Gen Finance Company, LLC, Term Loan B, 5.25%, 12/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">376,406</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,649,451</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Industrial Conglomerates &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">629</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">613,068</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Insurance &#151; 2.5%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Alliant Holdings I, Inc., Term Loan B, 5.00%, 12/20/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">412</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">411,131</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AmWINS Group LLC, 2014 2nd Lien Term Loan, 9.50%, 9/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">249</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">242,316</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">215</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">214,174</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B2, 3.75%, 9/28/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">512,028</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cooper Gay Swett &amp; Crawford of Delaware Holding 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">414</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380,604</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">172,334</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Onex York Acquisition Corp., Term Loan B, 4.75%, 10/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">483</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">480,869</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sedgwick Claims Management Services, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">457</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">449,930</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">254,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,117,536</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Internet Software &amp; Services &#151; 1.9%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dealertrack Technologies, Inc., Term Loan B, 3.25%, 2/28/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">420</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">417,146</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">572</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">572,394</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">862</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">864,255</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">403</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">362,543</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">145,722</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,362,060</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>



</TABLE>

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

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



<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">





<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>IT Services &#151; 3.8%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2018 Extended Term Loan, 3.67%, 3/24/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,845</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,839,533</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2018 Term Loan, 3.67%, 9/24/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">295</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">294,723</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">428</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">426,577</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">InfoGroup, Inc., Term Loan, 7.50%, 5/26/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">228,254</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">123</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">108,988</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan C, 3.92%, 2/28/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">349,671</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">126</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">126,356</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Vantiv, LLC, 2014 Term Loan B, 3.75%, 6/13/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">392</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">392,233</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,766,335</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Leisure Products &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">364</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">361,231</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">93</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">89,778</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">451,009</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Machinery &#151; 2.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">131</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">131,073</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">344</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">342,857</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B1, 4.25%, 8/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">266</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">265,798</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B3, 4.25%, 8/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">79</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">78,799</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">302,689</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">191</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">188,481</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mueller Water Products, Inc., Term Loan B, 4.00%, 11/25/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">180</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">180,164</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">564</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">562,443</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">664</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">638,146</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">237</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">235,539</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,925,989</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media &#151; 13.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,365</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,364,346</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan, 0.00%, 7/03/15 (a)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">591</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">458</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">456,307</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan G, 4.25%, 9/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">935</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">942,003</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Clear Channel Communications, Inc., Term Loan D, 6.92%, 1/30/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,364</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,304,683</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">525</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">521,575</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">254</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">252,721</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">453</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">451,460</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">343</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">343,395</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">983</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975,046</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Liberty Cablevision of Puerto Rico LLC, 2014 1st Lien Term Loan, 4.50%, 1/07/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">344,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">114</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">112,995</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan I, 2.65%, 6/30/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">249</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">247,506</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">124</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">123,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">637</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">638,557</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
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</TR>


</TABLE>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_02-63073-bhl PAGE POSITION: 6 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="text" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 6pt">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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><!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mediacom Communications Corp., Term Loan F, 2.65%, 3/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">253</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;249,038</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mediacom ILLC, Term Loan E, 3.15%, 10/23/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">478</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">474,315</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mediacom Illinois LLC, Term Loan G, 3.75%, 6/30/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">309</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">306,037</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">509</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">509,312</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">440</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">440,624</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">365</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">362,290</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">706</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">701,251</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">368</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">364,607</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,144</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,142,916</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">519</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">518,068</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">UPC Financing Partnership, Term Loan AG, 3.75%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">281</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">313,775</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">780</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">777,598</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,002,981</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">947</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">946,917</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">William Morris Endeavor Entertainment LLC, 1st Lien Term Loan, 5.25%, 5/06/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">57</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">56,647</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ziggo Financing Partnership:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B1, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">425</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">420,928</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B2A, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">276</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">273,051</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B3, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">453</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">449,071</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">17,388,523</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Metals &amp; Mining &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">92,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">780</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">778,517</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">580</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">579,655</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,450,672</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Multiline Retail &#151; 2.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV>99&cent; Only Stores, Term Loan, 4.50%, 1/11/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">449</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">449,378</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,035</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,030,665</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">198,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dollar Tree, Inc., Term Loan B, 4.25%, 1/26/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">470</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">473,408</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">151</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">151,465</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">580</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">574,650</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,877,816</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Oil, Gas &amp; Consumable Fuels &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">426</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">340,504</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CITGO Holding, Inc., 2015 Term Loan B, 9.50%, 1/26/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">430</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">427,493</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Drillships Financing Holding, Inc., Term Loan B1, 6.00%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">848</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">660,897</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">440</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">424,235</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">311</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">297,340</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">103,179</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Green Energy Partners/Stonewall LLC, Term Loan B1, 6.50%, 11/13/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">205</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">206,281</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">119</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">118,271</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">27</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">16,306</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>



</TABLE>

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

<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Oil, Gas &amp; Consumable Fuels (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Packers Holdings LLC, Term Loan B, 5.00%, 12/02/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;376,875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">328,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">360</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">352,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">105</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">101,325</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Samchully Midstream 3 LLC, Term Loan B, 5.75%, 10/20/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">405</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">384,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">61</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">55,019</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">269</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">261,262</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Southcross Holdings Borrower LP, Term Loan B, 6.00%, 8/04/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">214</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">199,752</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Stonewall Gas Gathering LLC, Term Loan B, 8.75%, 1/08/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">248,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">TPF II Power LLC, Term Loan B, 5.50%, 10/02/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">360</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">363,449</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Veresen Midstream Limited Partnership, Term Loan B, 6.00%, 2/19/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">378,100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">134</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">132,648</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,777,486</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Personal Products &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Prestige Brands, Inc., Term Loan B2, 4.50%, 9/03/21</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">93</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">93,027</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Pharmaceuticals &#151; 6.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Akorn, Inc., Term Loan B, 4.50%, 4/16/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">569</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">570,235</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Amneal Pharmaceuticals LLC, Term Loan, 5.00%, 11/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">277</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">277,084</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">211</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208,066</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Endo Luxembourg Finance Co. I Sarl, 2014 Term Loan B, 3.25%, 3/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">357</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">356,407</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.17%, 2/27/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">976</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">973,772</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">363</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">360,360</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan B1, 3.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">329</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">328,283</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 3.25%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">526</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">522,869</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">845</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">839,365</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">981</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">979,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">568</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">568,397</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Salix Pharmaceuticals, Ltd., Term Loan, 4.25%, 1/02/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">469</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">468,540</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series C2, 3.50%, 12/11/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">524</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">523,157</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series D2, 3.50%, 2/13/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">568</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">566,214</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series E, 3.50%, 8/05/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">326</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325,399</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,867,552</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Professional Services &#151; 2.5%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Acosta Holdco, Inc., 2014 Term Loan, 5.00%, 9/26/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">306,439</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 1st Lien Term Loan, 4.25%, 7/23/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">469</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">466,364</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 2nd Lien Term Loan, 7.50%, 7/25/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">160</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">159,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ceridian LLC, 2014 Term Loan, 4.50%, 9/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">393</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">388,262</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">717</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">715,008</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">275</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">273,166</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
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</TR>


</TABLE>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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 STYLE="text-align: left">
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<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 6pt">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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><!-- 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 STYLE="vertical-align: bottom">
     <TD STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Professional Services (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">422</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;418,250</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">391</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">386,080</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,113,019</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Real Estate Management &amp; Development &#151; 1.8%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">523</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">522,989</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">DTZ US Borrower LLC, 1st Lien Term Loan, 5.50%, 11/04/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">492</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">493,219</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">40</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">39,643</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,182</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,180,191</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,236,042</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Road &amp; Rail &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Hertz Corp., Term Loan B2, 3.50%, 3/11/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">328</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325,765</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">462</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">447,667</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200,250</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">973,682</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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; 1.7%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,169</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,169,791</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">529</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">527,709</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">163</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">163,694</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">326</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">323,431</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,184,625</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software &#151; 3.8%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">241</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">236,800</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">176</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">174,240</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">386</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">384,964</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">196</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">193,758</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">980</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">970,637</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">202</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">192,275</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">114</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">114,232</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Kronos, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 9.75%, 4/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">409</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">417,822</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Initial Incremental Term Loan, 4.50%, 10/30/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">243</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">243,276</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">505</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">501,697</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">345,551</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Regit Eins GmbH, 1st Lien Term Loan, 6.00%, 1/08/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">219</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">213,188</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">638</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">637,362</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Tibco Software, Inc., Term Loan B, 6.50%, 12/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">75</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">74,696</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">130</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">124,962</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,825,460</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Specialty Retail &#151; 4.8%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">519</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">517,821</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Equinox Holdings, Inc., Repriced Term Loan B, 5.00%, 1/31/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">298</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">299,118</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">329</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">322,582</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">548</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">543,817</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>




</TABLE>

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

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



<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">




<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Specialty Retail (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">662</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">659,710</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">515</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">511,680</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">944</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">937,429</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">771</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">770,211</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">PetSmart, Inc., 1st Lien Term Loan, 5.00%, 2/18/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,165</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,172,805</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">369</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">311,916</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,047,089</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Technology Hardware, Storage &amp; Peripherals &#151; 0.7%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dell, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan C, 3.75%, 10/29/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">385</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">385,686</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 4.50%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">447</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">448,727</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">834,413</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 1.8%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">496</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">496,250</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">527</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445,680</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">466</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">439,186</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">502</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">498,078</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">379</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">379,050</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,258,244</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Thrifts &amp; Mortgage Finance &#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 STYLE="vertical-align: bottom">
     <TD 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">IG Investment Holdings LLC, Term Loan B, 6.00%, 10/29/21</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">441</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">438,795</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Wireless Telecommunication Services &#151; 0.5%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">601</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">594,841</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="8" 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; 133.2%</B></DIV>

</FONT> <FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">168,984,484</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="15" 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>Non-Agency Mortgage Backed Securities &#151; 0.2%</B></DIV>

</FONT> <FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV>

</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Collateralized Mortgage Obligations &#151; 0.2%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.22%, 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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">304</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">309,564</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">173</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,347</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">21,856</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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 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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">22,029</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>Warrants (g)</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">HMH Holdings/EduMedia (Issued/exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price
$42.27)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">691</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,687</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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; $182,519,416) &#151; 143.1%</B></DIV></FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">181,616,611</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="12" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities in Excess of Other Assets &#151; (43.1)%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(54,697,640</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="12" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Net Assets &#151; 100.0%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">126,918,971</FONT></TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
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<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>

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    <TD STYLE="text-align: right; width: 50%">&nbsp;</TD></TR>

</TABLE></DIV>
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<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">BlackRock Defined
Opportunity Credit Trust (BHL)<BR>&nbsp;<BR></FONT></B></TD></TR>

</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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-color: Black; border-bottom-style: solid; border-bottom-width: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Notes to Schedule of Investments</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
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<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(a)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Non-income producing security.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(b)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(c)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(d)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">When-issued security. Unsettled when-issued transactions were as follows:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 100%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Unrealized<BR>
Appreciation</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Deutsche Bank Securities, 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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,293,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(e)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Zero-coupon bond.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(f)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(g)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 of the warrants, if any.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">During the six months ended February 28, 2015, investments in issuers considered to be an affiliate of the Fund for purposes of
Section 2(a)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 100%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Affiliate</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Shares<BR> Held at<BR> August 31,
2014</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Net<BR> Activity</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Shares<BR> Held at<BR> February 28,
2015</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Income</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,958,501</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(2,958,501</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">142</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, forward foreign currency exchange contracts outstanding were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="8" NOWRAP STYLE="width: 2%; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Currency Purchased</B></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Currency Sold</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Settlement<BR> Date</B></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unrealized<BR> Depreciation</B></FONT></TD>

</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">120,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">USD</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135,638</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1,275</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">405,054</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">EUR</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">351,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Citibank N.A.</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 2%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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">&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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">813,069</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; width: 2%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">GBP</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">536,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(14,156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Total</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(3,389</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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. 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. 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. The three levels of the fair value hierarchy are as follows:</DIV></FONT></TD>


</TABLE>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#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; text-align: left; width: 96%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Level 1 &#151; unadjusted quoted prices in active markets/exchanges for identical assets or liabilities that the Fund has the ability
to access</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#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; text-align: left; width: 96%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#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; text-align: left; width: 96%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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. For information about the Fund&#146;s policy regarding valuation of investments and derivative financial
instruments, refer to Note 2 of the Notes to Financial Statements.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, the following tables summarize the Fund&#146;s investments and derivative financial instruments categorized
in the disclosure hierarchy:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 2</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; 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; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Investments:<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Asset-Backed Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,596,662</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,178,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,774,712</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">481,742</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">192,385</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">674,127</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,848,008</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,848,008</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">157,949,885</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11,034,599</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">168,984,484</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Investment Companies </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">22,029</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">22,029</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Non-Agency Mortgage-Backed Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">309,564</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">309,564</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Warrants </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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,687</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,687</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;503,771</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">168,896,504</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;12,216,336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">181,616,611</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


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<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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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<TD STYLE="text-align: left; width: 33%">18</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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>

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<DIV STYLE="text-align: left">
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<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 6pt">
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<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Schedule of Investments (concluded)</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">BlackRock Defined
Opportunity Credit Trust (BHL)<BR>&nbsp;<BR></FONT></B></TD></TR>

</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 3</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Total</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Derivative Financial Instruments<SUP>1<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities:<BR></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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(15,431</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(15,431</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;(3,389</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;(3,389</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="20" STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">&nbsp;</DIV></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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">


     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 February 28, 2015, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 3</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Total</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Cash</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">99,981</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">99,981</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Foreign currency at value</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,102</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,102</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities:<BR></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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Bank borrowings payable </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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(52,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(52,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;102,083</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;(52,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;(51,897,917</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">During the six months ended February 28, 2015, there were no
transfers between level 1 and level 2.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 35%; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Asset-Backed<BR> Securities</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate<BR> Loan Interests</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unfunded<BR> Floating Rate<BR> Loan
Interests<BR> (Liabilities)</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Warrants</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Total</B></FONT></TD>

</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Opening Balance, as of August 31, 2014 </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 921,580</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 13,599,109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> (85</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 14,520,604</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Transfers into Level 3<SUP>2</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,360,933</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,360,933</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Transfers out of Level 3<SUP>3</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(921,580</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(5,813,003</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,214</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(6,731,369</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,851</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,718</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11,569</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net
realized gain</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,630</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,630</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net
change in unrealized appreciation/ depreciation<SUP>4,5 </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,649</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(225,441</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">85</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">473</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(212,234</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Purchases </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,163,550</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,028,676</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,192,226</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sales</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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(2,931,023</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(2,931,023</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Closing Balance, as of February 28, 2015<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 1,178,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 11,034,599</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 3,687</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 12,216,336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 35%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net
change in unrealized appreciation/depreciation on investments still held at February 28, 2015<SUP>4</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 12,649</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> (250,310</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 85</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 473</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> (237,103</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&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
</TD>
        <TD STYLE="width: 5pt"></TD>
    <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">As of August 31, 2014, the Fund used observable inputs in determining the value of certain investments. As of February 28, 2015, 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
$4,360,933 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, 2014, the Fund used significant unobservable
inputs in determining the value of certain investments. As of February 28, 2015, the Fund used observable inputs in determining the value of the same
investments. As a result, investments with a beginning of period value of $6,731,369 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">Any difference between Net change in unrealized
appreciation/depreciation and Net change in unrealized appreciation/depreciation on investments still held at February 28, 2015 is generally due to
investments no longer held or categorized as Level 3 at period end.</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">Included in the related net change in unrealized
appreciation/depreciation in the Statements of Operations.</FONT></TD>
</TR>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">

     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>

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<TR>
<TD STYLE="width: 63%; padding-bottom: 6pt"></TD>
<TD STYLE="width: 36%; padding-bottom: 6pt"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 6pt"><FONT STYLE="color: gray">Consolidated Schedule of Investments</FONT><BR>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;February 28, 2015 (Unaudited)</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-bottom: 6pt"><B><FONT STYLE="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>

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






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     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;<BR> Common Stocks
(a)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
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     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD>
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     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Chemicals &#151; 0.0%</B></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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     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">GEO Specialty Chemicals, Inc. (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">23,849</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;20,749</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Consumer Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
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     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
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     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">116,627</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,306,882</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#151; 0.0%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
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     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">217,833,983</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">217,834</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electrical Equipment &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">260,833</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media &#151; 0.2%</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>
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<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">37,579</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">810,316</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Paper &amp; Forest Products &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">393,892</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,061,848</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">346,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">932,741</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,994,589</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,860</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">60,747</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; 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</B> &#151; <B>1.0%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,411,120</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Asset-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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>&nbsp;</B>&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR>
(000)</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></B>&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ALM Loan Funding (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2013-7RA, Class C, 3.71%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,075</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,043,079</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2013-7RA, Class D, 5.26%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">900</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">835,245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2013-8A, Class B, 3.01%, 1/20/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,113,486</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ALM XIV Ltd., Series 2014-14A, Class C, 3.71%, 7/28/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">713</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">676,264</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AMMC CLO 15 Ltd., Series 2014-15A, Class D, 4.44%, 12/09/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">960,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ares CLO Ltd., Series 2014-32A, Class C, 4.45%, 11/15/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">993,340</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Atlas Senior Loan Fund Ltd., Series 2014-6A, Class D, 3.96%, 10/15/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">860</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">818,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Atrium CDO Corp., Series 9A, Class D, 3.76%, 2/28/24 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,057,166</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class C, 3.75%, 7/15/24 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">615,010</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Carlyle Global Market Strategies 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2012-4A, Class D, 4.76%, 1/20/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">707,670</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2013-1A, Class C, 4.26%, 2/14/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">247,241</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cent CLO 22, Ltd., Series 2014-22A, Class C, 3.98%, 11/07/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">625</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">593,375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CIFC Funding 2014-V, Ltd., Series 2014-5A, Class D2, 4.74%, 1/17/27 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">980,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CIFC Funding Ltd., Series 2014-3A, Class C1, 3.06%, 7/22/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">242,359</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.26%, 4/20/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">950</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">939,458</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">LCM LP, 0.00%, 4/20/27 (b)(d)(e)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,156,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Madison Park Funding XI Ltd., Series 2013-11A, Class D, 3.76%, 10/23/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">370</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">349,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">North End CLO Ltd., Series 2013-1A, Class D, 3.76%, 7/17/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">704,343</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Octagon Investment Partners XVII Ltd., Series 2013-1A, Class D, 3.46%, 10/25/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">932,083</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Octagon Investment Partners XX Ltd., Series 2014-1A, Class C, 3.06%, 8/12/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">242,313</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Octagon Investment Partners XXI Ltd., Series 2014-1A, Class C, 3.90%, 11/14/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">480,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">OZLM Funding Ltd., Series 2012-2A, Class C, 4.60%, 10/30/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">501,333</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238,605</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<BR>

<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Asset-Backed
Securities</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Regatta Funding LP, Series 2013-2A, Class C, 4.25%, 1/15/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;483,752</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sound Point CLO, Ltd., Series 2014-3A, Class D, 3.89%, 1/23/27 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,144,375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Symphony CLO Ltd., Series 2012-10A, Class D, 5.51%, 7/23/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,501,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Voya CLO Ltd., Series 2014-3A, Class C, 3.86%, 7/25/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240,345</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Voya CLO, Ltd., Series 2014-4A (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class C, 4.23%, 10/14/26 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">987,030</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class SUB, 0.00%, 10/14/26 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">940,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Asset-Backed Securities</B> &#151; <B>4.0%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">22,725,432</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Corporate Bonds</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Airlines &#151; 0.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,140</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,151,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">197,588</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,605</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,689,663</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,038,651</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Auto Components &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">717</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">725,962</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,415</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,455,752</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,181,714</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Banks &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CIT Group, Inc., 5.00%, 8/01/23</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">142,425</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">928</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">918,510</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">129</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325,245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,243,755</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Chemicals &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">GEO Specialty Chemicals, Inc., 7.50%, 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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,559</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,554,720</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Services &amp; Supplies &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 3.01%, 12/01/17 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">295</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">296,475</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">939</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">958,686</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">363,344</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,618,505</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Communications Equipment &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">390</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">393,900</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,323</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,402,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,796,280</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction &amp; Engineering &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">335</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">338,350</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Consumer Finance &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">128</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">152,320</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.13%, 9/30/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">142,594</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">621</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">804,280</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,099,194</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services &#151; 0.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CHS/Community Health Systems, Inc., 6.88%, 2/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">314</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">335,784</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.88%, 5/01/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">370</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">405,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.38%, 2/01/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">810</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">858,600</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" -->
</DIV><BR STYLE="clear: both"><BR STYLE="clear: both">


<!-- agabop mode="frill" last-style="soi_footnote" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">20</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_03-63073-fra PAGE POSITION: 1 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_03-63073-fra PAGE POSITION: 2 -->
     <TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%; padding-bottom: 6pt"></TD>
<TD STYLE="width: 36%; padding-bottom: 6pt"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 6pt"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top; padding-bottom: 6pt"><B><FONT STYLE="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>



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


<!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P>
<!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Corporate
Bonds</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Tenet Healthcare Corp. (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 3/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,407,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.50%, 3/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,040</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,059,500</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,066,034</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">Tropicana Entertainment LLC/Tropicana Finance Corp., 9.63%, 12/15/15 (a)(g)</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">120</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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<BR> Producers &#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 STYLE="vertical-align: bottom">
     <TD 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">Dynegy Finance I, Inc./Dynegy Finance II, Inc., 6.75%, 11/01/19 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,400</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,464,750</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Altice Financing SA, 6.63%, 2/15/23 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">550</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">572,687</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">514</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">531,348</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">842</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">856,735</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,960,770</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Metals &amp; Mining &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">Novelis, Inc., 8.38%, 12/15/17</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">255</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">266,475</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Oil, Gas &amp; Consumable Fuels &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Antero Resources Finance Corp., 5.38%, 11/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">600</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">604,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CONSOL Energy, Inc., 5.88%, 4/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">620</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">595,200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">EP
Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">635</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650,875</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,850,575</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Pharmaceuticals &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD 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">Endo Finance LLC/Endo Finco, Inc., 6.00%, 2/01/25 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,005</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,064,044</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Road &amp; Rail &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">884</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">911,625</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Wireless Telecommunication Services &#151; 1.0%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Digicel Group Ltd., 8.25%, 9/30/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,355</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,370,582</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sprint Communications, Inc., 7.00%, 3/01/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,510</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,888,413</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">T-Mobile USA, Inc., 6.13%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">236,813</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,495,808</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 5.9%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">33,093,675</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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>Floating Rate Loan Interests (c)</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Aerospace &amp; Defense &#151; 2.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">BE
Aerospace, Inc., 2014 Term Loan B, 4.00%, 12/16/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,945</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,951,126</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,201</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,197,367</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,175</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,232,281</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">882</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">877,925</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">821</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">817,665</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,754</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,732,301</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,808,665</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Air Freight &amp; Logistics &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">693</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">640,062</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CEVA Intercompany BV, Synthetic LC, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">725</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">669,913</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">114</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">104,875</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CEVA Logistics US Holdings, Inc., Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">924,018</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,338,868</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Airlines &#151; 0.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,422</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,420,542</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<BR>

<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Airlines (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">653</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;635,917</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">958</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">914,254</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,139</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,134,583</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,105,296</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,236</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,234,469</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Armored Autogroup, Inc., Term Loan B, 6.00%, 11/05/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">243</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">242,245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 6.50%, 7/29/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,779</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,777,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">907</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">881,571</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,579</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,565,233</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,544</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,522,277</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,798</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,729,766</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,179</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,197,471</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,097</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">INA Beteiligungsgesellschaft mbH, Term Loan B, 4.25%, 5/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,520</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,535,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,440</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,440,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">25,126,707</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">3.25%, 12/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">819</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">816,618</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">868</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">867,714</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,684,332</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,153</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,151,908</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">307</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">306,900</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,458,808</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Building Products &#151; 3.9%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,461</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,434,359</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,735</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,635,048</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,372,789</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,742</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,721,510</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Jeld-Wen, Inc., Term Loan B, 5.25%, 10/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,065</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,072,663</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,080</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,062,664</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,012</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">995,059</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,679</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,672,027</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">495,365</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,386</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,354,854</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">21,816,338</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">186</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">162,919</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,359</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,290,527</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">870</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">866,239</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,319,685</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>

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</DIV><BR STYLE="clear: both"><BR STYLE="clear: both">



<!-- agabop mode="frill" last-style="soi_footnote" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_03-63073-fra PAGE POSITION: 2 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_03-63073-fra PAGE POSITION: 3 -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%; padding-bottom: 6pt"></TD>
<TD STYLE="width: 36%; padding-bottom: 6pt"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 6pt"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top; padding-bottom: 6pt"><B><FONT STYLE="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>


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


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<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt"><TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Chemicals &#151; 4.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,099</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,096,985</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">570</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">569,173</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,986</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,969,876</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CeramTec Acquisition Corp., Term Loan B2, 4.25%, 8/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">116</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">115,827</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Charter NEX US Holdings, Inc., Term Loan B, 5.25%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,015</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,016,908</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">499</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">498,210</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,139</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,125,692</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,049</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,008,007</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">856</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">853,288</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">MacDermid, 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>
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<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 4.50%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,858</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,866,168</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B2, 4.75%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">747</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">751,249</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Minerals Technologies, Inc., Term Loan B, 4.00%, 5/07/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,074</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,080,820</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,441</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,377,194</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>
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<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,365</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,284,806</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,518</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,434,725</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">677</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">678,643</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 4.25%, 7/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,541</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,521,873</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 7.75%, 7/31/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,725</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,671,818</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">581</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">576,791</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">979</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">971,013</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">26,469,066</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Services &amp; Supplies &#151; 6.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,191</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,153,373</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">46</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">45,668</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">32</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">31,877</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,848</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,839,112</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan F, 3.25%, 2/24/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">863</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">858,780</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,790</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,695,113</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Catalent Pharma Solutions, Inc., Term Loan B, 4.25%, 5/20/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,540</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,548,528</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,985</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,998,074</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,481,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Creative Artists Agency LLC, Term Loan B, 5.50%, 12/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">960</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">964,800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dealer Tire LLC, Term Loan B, 5.50%, 12/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">870</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">877,360</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,350</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,337,989</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Koosharem LLC, Exit Term Loan, 7.50%, 5/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,388</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,361,135</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Livingston International, Inc., 1st Lien Term Loan, 5.00%, 4/18/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,340</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,296,063</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,305</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,271,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">906</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">901,851</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Waste Industries USA, Inc., Term Loan B, 4.25%, 2/20/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">923</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">924,646</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,606</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,597,498</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">35,184,517</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>


</TABLE>

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


<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>


<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Communications Equipment &#151; 1.9%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,429</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,424,301</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 7.50%, 1/24/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">376,580</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Avaya, Inc., Extended Term Loan B3, 4.67%, 10/26/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,506</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,462,085</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CommScope, Inc., Term Loan B3, 2.83%, 1/21/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">689</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">687,841</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Riverbed Technology, Inc., Term Loan B, 6.00%, 2/19/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">605</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">609,537</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Telesat Canada, Term Loan A, 4.40%, 3/24/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">CAD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,125</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,689,240</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,550</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,543,948</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,793,532</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction &amp; Engineering &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">AECOM Technology Corp., Term Loan B, 3.75%, 10/15/21</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">845</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">848,547</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction Materials &#151; 1.5%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">960</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">958,802</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,153</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,132,549</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">657</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">633,703</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,725,054</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Containers &amp; Packaging &#151; 1.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">918</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">914,620</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,496</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,492,931</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">BWAY Holding Company, Inc., Term Loan B, 5.50%, 8/14/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,502</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,508,084</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">PODS LLC, 1st Lien Term Loan, 5.25%, 1/08/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,002,080</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">771</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">771,125</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,688,840</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Distributors &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,962</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,945,416</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,445</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,451,813</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,009</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">992,997</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">VWR Funding, Inc., Term Loan, 3.42%, 4/03/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">880</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">878,202</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,268,428</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Consumer Services &#151; 2.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,869</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,862,830</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">417</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">415,741</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bright Horizons Family 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan B1, 4.25%, 1/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240,300</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 3.75%, 1/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,769</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,763,738</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CT
Technologies Intermediate Holdings, Inc., 2014 Term Loan, 6.00%, 12/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">575</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">577,156</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">47</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">46,054</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">182</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">180,028</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,067</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,011,394</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,696</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,694,407</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,352</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">712,042</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,503,690</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#151; 2.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AssuredPartners Capital, Inc., 1st Lien Term Loan, 5.00%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,671</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,649,572</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Diamond US Holding LLC, Term Loan B, 4.75%, 12/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">970,535</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>


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</DIV><BR STYLE="clear: both"><BR STYLE="clear: both">




<!-- agabop mode="frill" last-style="soi_footnote" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_03-63073-fra PAGE POSITION: 3 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_03-63073-fra PAGE POSITION: 4 -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%; padding-bottom: 6pt"></TD>
<TD STYLE="width: 36%; padding-bottom: 6pt"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 6pt"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top; padding-bottom: 6pt"><B><FONT STYLE="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><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P><!-- agabop mode="main" last-style="soi_footnote" -->


<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Onex Wizard US Acquisition, Inc., Term Loan, 5.25%, 1/14/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,090</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,102,686</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,245</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,253,506</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,569</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,561,985</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">TransFirst, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 1st Lien Term Loan, 5.50%, 11/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,373</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,381,227</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 2nd Lien Term Loan, 9.00%, 11/12/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">741</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">733,937</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13,653,448</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Diversified Telecommunication Services &#151; 4.9%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Altice Financing SA, Term Loan, 5.25%, 2/04/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,104,466</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,018</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,025,555</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">GCI Holdings, Inc., Term Loan B, 4.75%, 2/02/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,410</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,412,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,703</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,710,726</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 9.75%, 2/21/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">850</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">842,562</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,004</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,990,270</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Level 3 Financing Inc., Incremental Term Loan B5, 4.50%, 1/31/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,675</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,690,325</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,647</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,645,448</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,260</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,254,870</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">27,676,222</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electric Utilities &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">915</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">777,113</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">224</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">197,260</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,049</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">949,235</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">224</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">197,291</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,120,899</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electrical Equipment &#151; 1.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,171</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,143,827</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,971</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,979,708</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Extended Term Loan, 4.66%, 10/10/17 (a)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,510</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,793,858</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,917,393</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electronic Equipment, Instruments &amp;<BR> Components &#151; 0.4%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">CDW LLC, Term Loan, 3.25%, 4/29/20</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,012</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,993,957</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Energy Equipment &amp; Services &#151; 1.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,812</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,806,455</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Exgen Texas Power LLC, Term Loan B, 5.75%, 9/16/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,167</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,166,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,969</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,773,002</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,746,207</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Food &amp; Staples Retailing &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,471</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,468,738</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,040</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,049,755</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,222</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,225,063</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">US
Foods, Inc., Refinancing Term Loan, 4.50%, 3/31/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,670</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,665,558</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,409,114</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>


</TABLE>

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


<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>


<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Food Products &#151; 3.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,121</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,120,813</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,986</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,978,823</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,575</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,568,912</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">227</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">227,396</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,149</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,151,886</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Pabst Brewing Company, Inc., Term Loan, 5.75%, 10/21/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,939</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,941,382</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,452</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,451,746</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan H, 3.00%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">528</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">525,201</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan G, 3.00%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,638</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,620,787</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,451</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,120,407</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,195</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">908,200</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18,615,553</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Equipment &amp; Supplies &#151; 5.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Auris Luxembourg III Sarl, Term Loan B, 5.50%, 1/17/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,255</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,267,023</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Biomet, Inc., Term Loan B2, 3.67%, 7/25/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,096,777</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,923</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,913,566</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,247,781</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,740</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,741,329</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,518</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,513,507</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,188</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,184,370</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,612</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,621,670</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">National Vision, Inc., 1st Lien Term Loan, 4.00%, 3/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,180</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,131,090</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,080</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,042,405</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sage Products Holdings III LLC, Refinancing Term Loan B2, 5.00%, 12/13/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">444</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">447,772</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">28,207,290</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services &#151; 7.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Acadia Healthcare Co., Inc., Term Loan B, 4.25%, 2/11/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">469</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">470,562</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,470</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,455,300</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,298</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,299,293</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,057</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,057,128</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CHG Healthcare Services Inc., Term Loan, 4.25%, 11/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,717</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,715,058</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,578</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,594,820</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,339</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,335,614</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Curo Health Services LLC, 2015 1st Lien Term Loan, 6.50%, 2/02/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,600</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,609,008</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,666</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,676,091</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Envision Acquisition Co. LLC, Term Loan, 5.75%, 11/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,032</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,031,937</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,902</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,899,503</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Genesis HealthCare Corp., Term Loan B, 10.00%, 12/04/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,193</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,217,025</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" -->
</DIV><BR STYLE="clear: both"><BR STYLE="clear: both">


<!-- agabop mode="frill" last-style="soi_footnote" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_03-63073-fra PAGE POSITION: 4 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_03-63073-fra PAGE POSITION: 5 -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top"><B><FONT STYLE="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><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P>


<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">HCA, Inc., Term Loan B5, 2.92%, 3/31/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,402</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,401,404</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ikaria, Inc., 1st Lien Term Loan, 5.00%, 2/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">363</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">361,778</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">MPH Acquisition Holdings LLC, Term Loan, 3.75%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,115</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,098,488</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">National Mentor Holdings, Inc., Term Loan B, 4.25%, 1/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,322</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,309,981</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Surgery Center Holdings, Inc., 1st Lien Term Loan, 5.25%, 11/03/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">990</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">980,131</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,837</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,826,315</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">U.S. Renal Care, Inc., 2013 Term Loan, 4.25%, 7/03/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">884</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">879,892</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">41,219,328</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Technology &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,345</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,323,827</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,902</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,889,858</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,213,685</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 11.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">833</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">826,666</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,815</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,780,459</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,316</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,315,356</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,966</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,846,888</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Burger King Newco Unlimited Liability Co., 2014 Term Loan B, 4.50%, 12/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,620</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,649,112</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Caesars Entertainment Operating Co., Inc., Term Loan B7, 9.75%, 1/28/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">151</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">138,945</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Caesars Entertainment Resort Properties LLC, Term Loan B, 7.00%, 10/11/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,908</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,763,257</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CCM Merger, Inc., Term Loan B, 4.50%, 8/08/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,661</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,663,132</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dave &amp; Buster&#146;s, Inc., Term Loan, 4.25%, 7/25/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">669</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">669,340</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,923</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,932,866</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,119</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,115,833</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Intrawest ULC, Term Loan, 5.50%, 12/09/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,604</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,607,810</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,056</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,046,129</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,475</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,474,480</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,447</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,433,151</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,618</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,615,812</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,279</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,281,439</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan, 4.50%, 2/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">504</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">503,625</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,312</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,308,494</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Scientific Games International, Inc., 2014 Term Loan B1, 6.00%, 10/18/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,530</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,526,851</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,023</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,016,677</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,337</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,361,662</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,106</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,107,736</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,626</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,618,901</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">63,604,621</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Household Products &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,741</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,734,149</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Prestige Brands, Inc., Term Loan, 4.13%, 1/31/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,039</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,039,261</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan A, 3.00%, 9/04/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">777</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">774,810</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,458</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,454,469</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,002,689</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>


</TABLE>

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


<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>


<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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<BR> Producers &#151; 2.0%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,569</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,569,889</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,845</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,857,326</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Granite Acquisition 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 5.00%, 12/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,115</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,148,468</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan C, 5.00%, 12/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">137</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">138,532</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Terra-Gen Finance Company, LLC, Term Loan B, 5.25%, 12/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,655</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,661,206</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11,375,421</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Industrial Conglomerates &#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 STYLE="vertical-align: bottom">
     <TD 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">Sequa Corp., Term Loan B, 5.25%, 6/19/17</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,801</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,729,221</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Insurance &#151; 2.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Alliant Holdings I, Inc., Term Loan B, 5.00%, 12/20/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,784</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,779,954</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AmWINS Group LLC, 2014 2nd Lien Term Loan, 9.50%, 9/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,090</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,062,463</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">945</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">940,275</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B2, 3.75%, 9/28/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,249</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,235,553</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cooper Gay Swett &amp; Crawford of Delaware Holding Corp., 1st Lien Term Loan, 5.00%, 4/16/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,817</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,671,939</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Onex York Acquisition Corp., Term Loan B, 4.75%, 10/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,117</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,106,997</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sedgwick Claims Management Services, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,015</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,985,561</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,155</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,129,013</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,911,755</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Internet Software &amp; Services &#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>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dealertrack Technologies, Inc., Term Loan B, 3.25%, 2/28/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,856</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,843,975</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,537</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,538,442</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,820</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,829,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,764</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,587,229</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,799,046</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>IT Services &#151; 3.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2018 Extended Term Loan, 3.67%, 3/24/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,519</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,497,576</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2018 Term Loan, 3.67%, 9/24/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,150</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,148,919</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,847</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,841,667</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">InfoGroup, Inc., Term Loan, 7.50%, 5/26/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,015</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">945,207</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">539</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">479,227</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan C, 3.92%, 2/28/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,515</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,513,576</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">567</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">566,423</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Vantiv, LLC, 2014 Term Loan B, 3.75%, 6/13/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,726</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,726,676</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">20,719,271</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Leisure Products &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,616</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,605,473</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">396</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">381,131</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,986,604</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Machinery &#151; 2.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">573</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">573,443</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,522</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,515,659</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B1, 4.25%, 8/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,159</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,156,396</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B3, 4.25%, 8/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">344</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">342,829</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,353</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,342,079</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>


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</DIV><BR STYLE="clear: both"><BR STYLE="clear: both">



<!-- agabop mode="frill" last-style="soi_footnote" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_03-63073-fra PAGE POSITION: 5 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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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<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top"><B><FONT STYLE="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><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P>


<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Machinery (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">967</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">952,253</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mueller Water Products, Inc., Term Loan B, 4.00%, 11/25/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800,728</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,403</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,395,890</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,929</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,813,242</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,043</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,037,724</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,930,243</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media &#151; 13.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,636</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,635,071</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan, 0.00%, 7/03/15 (a)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,489</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,004</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,996,958</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan G, 4.25%, 9/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,130,709</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Clear Channel Communications, Inc., Term Loan D, 6.92%, 1/30/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,175</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,906,441</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,267</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,251,677</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,104</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,099,556</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,981</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,972,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,372</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,373,581</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,313</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,278,778</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Liberty Cablevision of Puerto Rico LLC, 2014 1st Lien Term Loan, 4.50%, 1/07/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,490</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,467,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">494</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">491,281</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan I, 2.65%, 6/30/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,075</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,069,227</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">522</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">519,763</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,687</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,693,364</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mediacom Communications Corp., Term Loan F, 2.65%, 3/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,112</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,093,814</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mediacom Illinois LLC, Term Loan G, 3.75%, 6/30/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,357</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,342,614</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,236</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,238,557</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,934</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,936,656</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,607</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,594,077</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,035</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,012,414</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,862</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,842,482</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,794,345</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,271</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,264,649</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">UPC Financing Partnership, Term Loan AG, 3.75%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,272</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,421,172</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,415</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,404,482</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,840</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,382,256</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,964</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,963,038</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">William Morris Endeavor Entertainment LLC, 1st Lien Term Loan, 5.25%, 5/06/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">249,317</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ziggo Financing Partnership:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B1, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,879</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,861,115</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B2A, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,219</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,207,123</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B3, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,004</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,985,287</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">73,480,104</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>


</TABLE>

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



<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>


<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Metals &amp; Mining &#151; 1.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,383</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,377,566</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,515</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,514,812</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,892,378</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Multiline Retail &#151; 2.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">99&cent; Only Stores, Term Loan, 4.50%, 1/11/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,959</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,961,868</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,843</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,820,938</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">870</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">862,387</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dollar Tree, Inc., Term Loan B, 4.25%, 1/26/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,085</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,100,116</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">661</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">662,863</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,580</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,557,324</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,965,496</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Oil, Gas &amp; Consumable Fuels &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,867</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,492,646</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CITGO Holding, Inc., 2015 Term Loan B, 9.50%, 1/26/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,050</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,038,048</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Drillships Financing Holding, Inc., Term Loan B1, 6.00%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,701</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,884,624</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,920</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,851,206</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,353</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,293,188</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">390</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">298,073</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Green Energy Partners/Stonewall LLC, Term Loan B1, 6.50%, 11/13/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">895</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">900,594</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">532</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">526,756</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">110</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">67,228</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Packers Holdings LLC, Term Loan B, 5.00%, 12/02/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,658,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,435</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,449,350</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,560</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,528,800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">470</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">453,550</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Samchully Midstream 3 LLC, Term Loan B, 5.75%, 10/20/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,710,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">267</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240,829</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,169</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,136,974</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Southcross Holdings Borrower LP, Term Loan B, 6.00%, 8/04/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">945</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">882,627</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Stonewall Gas Gathering LLC, Term Loan B, 8.75%, 1/08/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,105</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,099,475</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">TPF II Power LLC, Term Loan B, 5.50%, 10/02/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,565</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,579,993</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Veresen Midstream Limited Partnership, Term Loan B, 6.00%, 2/25/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,685</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,676,575</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">599</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">594,458</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">25,363,244</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Personal Products &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Prestige Brands, Inc., Term Loan B2, 4.50%, 9/03/21</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">419</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">418,620</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Pharmaceuticals &#151; 6.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Akorn, Inc., Term Loan B, 4.50%, 4/16/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,484</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,491,028</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Amneal Pharmaceuticals LLC, Term Loan, 5.00%, 11/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,221</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,222,137</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">911</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">900,007</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Endo Luxembourg Finance Co. I Sarl, 2014 Term Loan B, 3.25%, 3/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,568</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,564,230</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" -->
</DIV><BR STYLE="clear: both"><BR STYLE="clear: both">



<!-- agabop mode="frill" last-style="soi_footnote" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_03-63073-fra PAGE POSITION: 6 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_03-63073-fra PAGE POSITION: 7 -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top"><B><FONT STYLE="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><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P>


<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Pharmaceuticals (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.17%, 2/27/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,262</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;4,250,795</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,587</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,574,725</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan B1, 3.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,436</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,432,507</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 3.25%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,308</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,293,717</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,717</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,692,506</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,312</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,303,930</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,608</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,607,937</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Salix Pharmaceuticals, Ltd., Term Loan, 4.25%, 1/02/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,023</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,022,122</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series C2 Term Loan B, 3.50%, 12/11/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,303</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,296,786</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series D2 Term Loan B, 3.50%, 2/13/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,008</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,003,331</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series E Term Loan B, 3.50%, 8/05/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,436</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,432,621</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">34,088,379</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Professional Services &#151; 2.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Acosta Holdco, Inc., 2014 Term Loan, 5.00%, 9/26/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,365</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,371,443</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 1st Lien Term Loan, 4.25%, 7/23/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,030</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,019,255</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 2nd Lien Term Loan, 7.50%, 7/25/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">880</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">876,973</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ceridian LLC, 2014 Term Loan, 4.50%, 9/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,699</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,677,941</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,228</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,217,535</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">968,497</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,827</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,809,175</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,634</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,613,607</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13,554,426</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Real Estate Management &amp; Development &#151; 1.7%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,296</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,296,605</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">DTZ US Borrower LLC, 1st Lien Term Loan, 5.50%, 11/04/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,157</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,160,226</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">115</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">112,876</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,185</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,176,700</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,746,407</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Road &amp; Rail &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Hertz Corp., Term Loan B2, 3.50%, 3/11/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,448</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,436,327</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,025</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,963,959</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">867,750</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,268,036</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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; 1.9%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,129</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,132,149</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,544</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,535,168</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">706</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">709,338</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,412</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,401,534</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,778,189</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software &#151; 3.8%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,054</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,034,189</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">780</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">772,200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,683</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,679,841</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 COLSPAN="3" 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></TR>


</TABLE>

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



<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Floating Rate Loan Interests
(c)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD></TR>


<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">846</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">838,003</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,988</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,949,512</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">887</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">842,348</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">506</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">506,595</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Kronos, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 9.75%, 4/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,787</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,824,149</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Initial Incremental Term Loan, 4.50%, 10/30/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,469</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,469,785</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,184</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,169,049</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,600</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,579,664</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Regit Eins GmbH, 1st Lien Term Loan, 6.00%, 1/08/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">959</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">933,200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,795</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,790,162</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Tibco Software, Inc., Term Loan B, 6.50%, 12/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">323,681</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">575</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">552,719</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">21,265,097</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Specialty Retail &#151; 4.8%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,766</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,762,336</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Equinox Holdings, Inc., Repriced Term Loan B, 5.00%, 1/31/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,316</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,319,535</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,451</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,422,293</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,365</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,345,397</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,905</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,896,771</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,242</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,226,946</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,137</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,109,124</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,352</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,347,173</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">PetSmart, Inc., 1st Lien Term Loan, 5.00%, 2/18/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,170</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,204,639</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,601</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,352,930</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">26,987,144</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Technology Hardware, Storage &amp; Peripherals &#151; 0.7%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dell, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan C, 3.75%, 10/29/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,679</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,680,830</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 4.50%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,987</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,994,694</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,675,524</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Textiles, Apparel &amp; Luxury Goods &#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>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,134</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,133,875</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,287</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,932,232</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,050</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,929,616</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,214</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,194,504</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,667</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,669,553</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,859,780</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Thrifts &amp; Mortgage Finance &#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 STYLE="vertical-align: bottom">
     <TD 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">IG Investment Holdings LLC, Term Loan B, 6.00%, 10/29/21</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,921</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,911,196</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Wireless Telecommunication Services &#151; 0.5%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,650</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,623,154</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 131.0%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">738,849,514</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>


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<!-- agabop mode="frill" last-style="soi_footnote" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">26</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_03-63073-fra PAGE POSITION: 7 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_03-63073-fra PAGE POSITION: 8 -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top"><B><FONT STYLE="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><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P>


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<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 STYLE="vertical-align: bottom">
     <TD STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Non-Agency Mortgage-Backed
Securities</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: 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>Collateralized Mortgage Obligations &#151; 0.3%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.22%, 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 COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD&nbsp;<BR></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,336</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,360,450</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">54</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">776</FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13,945</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">91,061</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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 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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">91,837</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Beneficial<BR>
Interest<BR> (000)</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Auto Components &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD&nbsp;<BR></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">256</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Household Durables &#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 STYLE="vertical-align: bottom">
     <TD 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">Stanley Martin, Class B Membership Units (j)</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,250</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,758,750</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 0.3%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,758,753</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<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>


</TABLE>

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



<!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Preferred
Securities</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Shares</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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>Preferred Stock &#151; 0.0%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Consumer Finance &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">Ally Financial, Inc., Series A, 8.50% (c)(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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,976</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">132,063</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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>Trust Preferreds &#151; 0.3%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">60,894</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,579,573</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,711,636</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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>Warrants (l)</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Chemicals &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">143,928</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">123,778</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,406</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,839</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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 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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">136,617</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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 Long-Term Investments<BR> (Cost &#151; $815,002,691) &#151; 142.8%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">805,139,034</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>Options Purchased<BR> (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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="8" 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; $815,045,713) &#151; 142.8%</B></DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">805,139,034</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities in Excess of Other Assets &#151; (42.8)%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(241,186,594</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">563,952,440</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>


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</DIV><BR STYLE="clear: both"><BR STYLE="clear: both">


<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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-color: Black; border-bottom-style: solid; border-bottom-width: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Notes to Schedule of Investments</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(a)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Non-income producing security.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(b)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(c)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(d)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">When-issued security. Unsettled when-issued transactions were as follows:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 100%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unrealized<BR> Appreciation</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Deutsche Bank Securities, 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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,156,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(e)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Zero-coupon bond.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(f)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Convertible security.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(g)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(h)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(i)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(j)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(k)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Security is perpetual in nature and has no stated maturity date.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(l)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 of the warrants, if any.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">During the six months ended February 28, 2015, investments in issuers considered to be an affiliate of the Fund for purposes of
Section 2(b)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 100%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Affiliate</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares<BR> Held at<BR> August 31,
2014</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Net<BR> Activity</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares<BR> Held at<BR> February 28,
2015</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Income</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,456,864</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(3,456,864</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> 144</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>

</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>
<!-- END DIVISION: DIV_03-63073-fra PAGE POSITION: 8 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_03-63073-fra PAGE POSITION: 9 -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top"><B><FONT STYLE="color: gray">BlackRock
Floating Rate Income Strategies Fund, Inc. (FRA)</b><BR></TD></TR>

</TABLE><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P><!-- agabop mode="main" last-style="table" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, forward foreign currency exchange contracts outstanding were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 10pt">
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="8" NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Currency
     Purchased</B></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD NOWRAP COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Currency
     Sold</B></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Counterparty</B></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Settlement<BR>
     Date</B></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized<BR>
     Appreciation/<BR>
     (Depreciation)</B></FONT></TD></TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">529,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">USD&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">598,031</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Royal Bank of Scotland PLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(5,714</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,423,774</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">CAD&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,900,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS AG</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">105,601</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,447,116</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">EUR&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,254,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Citibank N.A.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">43,022</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,159,744</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">GBP&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,083,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(55,014</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Total</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">87,895</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, OTC options purchased outstanding were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 25%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Description</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10.5%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Put/<BR> Call</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Strike<BR> Price</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Expiration<BR> Date</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 14%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Contracts</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Notional<BR> Amount<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 7%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 25%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; width: 10.5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Call</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; width: 2%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">942.86</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/14/19</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; width: 14%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">44<BR></DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 7%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#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="text-align: left; width: 98%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#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="text-align: left; width: 98%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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. 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. 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. The three levels of the fair value hierarchy are as follows:</DIV></FONT></TD>


</TABLE> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#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="text-align: left; width: 96%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Level 1 &#151; unadjusted quoted prices in active markets/exchanges for identical assets or liabilities that the Fund has the ability
to access</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#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="text-align: left; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#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="text-align: left; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</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="text-align: left; width: 98%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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. For information about the Fund&#146;s policy regarding valuation of investments and derivative financial
instruments, refer to Note 2 of the Notes to Financial Statements.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</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="text-align: left; width: 98%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, the following tables summarize the Fund&#146;s investments and derivative financial instruments categorized
in the disclosure hierarchy:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 2</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; 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; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Investments:<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Long-Term Investments:<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Asset-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18,106,282</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,619,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">22,725,432</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,429,477</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,743,057</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238,586</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,411,120</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">28,620,445</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,473,230</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">33,093,675</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">691,361,761</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">47,487,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">738,849,514</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Investment Companies </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">91,837</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">91,837</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Non-Agency Mortgage-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,360,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,360,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Other Interests </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,758,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,758,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Preferred Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,711,636</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,711,636</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Warrants </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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">136,617</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">136,617</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;5,232,950</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;741,191,995</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;58,714,089</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;805,139,034</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 2</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; 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; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Derivative Financial Instruments<SUP>1</SUP><BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;148,623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;148,623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(60,728</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(60,728</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">
87,895</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">
87,895</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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">Derivative financial instruments are forward foreign
currency exchange contracts, which are valued at the unrealized appreciation/depreciation on the instrument.</FONT></TD>
</TR>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 16px; text-align: left"></FONT></DIV></P>
<!-- agabop mode="frill" last-style="soi_footnote2" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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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<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top"><B><FONT STYLE="color: gray">BlackRock
Floating Rate Income Strategies Fund, Inc. (FRA)<BR></B></TD></TR>

</TABLE><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P><!-- agabop mode="main" last-style="soi_footnote2" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 February 28, 2015, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 2</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; 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; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Cash</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,119,964</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,119,964</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Foreign currency at value </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,192</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,192</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities:<BR></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 STYLE="text-align: center">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Bank borrowings payable </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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(231,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(231,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,122,156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(231,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(227,877,844</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">During the six months ended February 28, 2015, there were no transfers between Level 1 and Level 2.</DIV></FONT></TD>
</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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 30%; text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Common</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Stocks</B></FONT></FONT></TD>
     <TD STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Asset-Backed</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Securities</B></FONT></FONT></TD>
     <TD STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Bonds</B></FONT></FONT></TD>
     <TD STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Loan Interests</B></FONT></FONT></TD>
     <TD STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Other</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Interests</B></FONT></FONT></TD>
     <TD STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unfunded</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Floating Rate</B></FONT><BR><FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>
     Loan Interests</B></FONT><BR><FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B> (Liabilities)</B></FONT></FONT></TD>
     <TD STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Warrants</B></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;Total</B></FONT></TD>
     <TD STYLE="text-align: center; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt"><B>Assets:</B><BR></FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
<TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Opening Balance, as of August 31, 2014</FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,510,942</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,159,180</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,766,957</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">58,688,498</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,858,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(374</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">138,171</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="padding-right: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">$&nbsp;68,122,127</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Transfers into Level 3<SUP>1</SUP></FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18,772,312</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11,191</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="padding-right: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">18,783,503</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Transfers out of Level 3<SUP>2</SUP></FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1,159,180</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(26,062,679</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">(27,221,859)</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Accrued discounts/Premiums</FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,491</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">43,508</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">33,217</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="padding-right: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">81,216</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Net
                                         realized gain (loss)</FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">64,178</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="padding-right: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">64,178</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Net
                                         change in unrealized appreciation/<BR> depreciation<SUP>3,4</SUP></FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1,272,356</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">29,399</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(444,061</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(962,745</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(100,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">374</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(12,745</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">(2,762,134)</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Purchases</FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,585,260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225,926</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,970,164</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="padding-right: 3pt; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">13,781,350</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Sales</FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(119,100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(12,015,192</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">(12,134,292)</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt"><B>Closing Balance, as of February 28, 2015</B></FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238,586</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,619,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,473,230</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">47,487,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,758,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">136,617</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 3pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">$&nbsp;58,714,089</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Net
                                         change in unrealized appreciation/depreciation<BR> on investments still held at February
                                         28, 2015<SUP>4</SUP></FONT></DIV></FONT></TD>
     <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1,272,357</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">29,399</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(444,060</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1,065,570</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(100,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(12,746</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">$&nbsp;(2,865,334)</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&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">As of August 31, 2014, the Fund used observable
inputs in determining the value of certain investments. As of February 28, 2015, 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 $18,783,503 transferred from Level 2 to Level 3 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>2</SUP></TD>
        <TD STYLE="width: 5pt"></TD>
        <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">As of August 31, 2014, the Fund used significant
unobservable inputs in determining the value of certain investments. As of February 28, 2015, the Fund used observable inputs in determining the value
of the same investments. As a result, investments with a beginning of period value of $27,221,859 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>3</SUP></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 Consolidated 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>4</SUP></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 February 28, 2015 is generally due to
investments no longer held or categorized as Level 3 at period end.</FONT></TD>
</TR>


</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote2" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_03-63073-fra PAGE POSITION: 10 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_03-63073-fra PAGE POSITION: 11 -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (concluded)</FONT>
<FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top"><B><FONT STYLE="color: gray">BlackRock
Floating Rate Income Strategies Fund, Inc. (FRA)<BR></B></TD></TR>

</TABLE><!-- agabop mode="main" last-style="soi_footnote" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"></FONT></P><!-- agabop mode="main" last-style="soi_footnote2" -->
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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
February 28, 2015. The table does not include Level 3 investments with values based upon unadjusted third party pricing information in the amount of
$50,651,609. A significant change in third party pricing information could result in a significantly lower or higher value of such Level 3
investments.</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<HR SIZE="2" 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 STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Value</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Valuation Techniques</B></FONT></TD>
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unobservable Inputs</B></FONT></TD>
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Range of Unobservable<BR> Inputs
Utilized</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; width: 25%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 8%">&nbsp;</TD>
<TD STYLE="width: 8%">&nbsp;</TD>
<TD STYLE="width: 8%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 8%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">20,749</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Market Comparable Companies</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Last
12 Months EBITDA Multiple<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">6.75x</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Illiquidity Discount<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">17.50%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">217,834</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Last
12 Months EBITDA Multiple<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">3.88x-4.63x</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Current Fiscal Year EBITDA Multiple<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">3.88x-4.63x</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Discontinued Operations Expected Sale Proceeds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">$60<SUP>3</SUP></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,554,720</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Market Comparable Companies</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Last
12 Months EBITDA Multiple<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">6.75x</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Illiquidity Discount<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">17.50%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">918,510</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Discounted Cash Flow</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Internal Rate of Return<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10.00%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,455,300</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Discounted Cash Flow</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Internal Rate of Return<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10.00%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Other Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,758,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Market Comparable Companies</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Tangible Book Value Multiple<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1.25x</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Warrants</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">123,778</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Market Comparable Companies</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Last
12 Months EBITDA Multiple<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">6.75x</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Illiquidity Discount<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">17.50%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,839</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Last Dealer Mark-Adjusted</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Delta Adjustment Based on Daily Movement in the Common Equity<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: center; vertical-align: bottom">120%</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;<DIV STYLE="margin-left: 0px; text-indent: 0px"></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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: windowtext 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,062,480</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&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>1</SUP></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>2</SUP></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>3</SUP></TD>
        <TD STYLE="width: 5pt"></TD>
        <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Amount is stated in millions.</FONT></TD>
</TR>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 16px; text-align: left"></FONT></DIV></P>
<!-- agabop mode="frill" last-style="soi_footnote2" -->
<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_03-63073-fra PAGE POSITION: 11 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 50%">&nbsp;</TD></TR>

</TABLE></DIV>

<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="soi_footnote2" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;February 28, 2015 (Unaudited)</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="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> <!-- 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; margin-top: 2pt">
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="3" NOWRAP STYLE="text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Common Stocks</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;<BR>
Shares</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Chemicals &#151;
0.0%</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">37</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,179</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction &amp; Engineering &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,454</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">180,711</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Consumer Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">128,441</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,540,563</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">384,412,912</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">384,413</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Household Durables &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,155</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">38,155</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">822,736</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,931,602</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>Asset-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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR>
(000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>)</B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Asset-Backed Securities &#151; 15.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ACAS CLO Ltd., Series 2014-1A, Class C, 3.16%, 7/18/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,444,800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Adirondack Park CLO Ltd., Series 2013-1A, Class D, 3.90%, 4/15/24 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,695,469</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Aircraft Lease Securitisation Ltd., Series 2007-1A, Class G3, 0.43%, 5/10/32 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">411</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">406,860</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class C, 3.71%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,210</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,174,070</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class D, 5.26%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,040</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">965,172</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ALM XIV Ltd., Series 2014-14A, Class C, 3.71%, 7/28/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,140</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,980,306</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,850</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,873,484</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AMMC CLO 15 Ltd., Series 2014-15A, Class D, 4.44%, 12/09/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,920,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Apidos CLO XVII, Series 2014-17A, Class B, 3.11%, 4/17/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,935,496</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ares CLO, Ltd., ARES 2014 32A B 144A, 3.50%, 11/15/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,245,888</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Atrium CDO Corp., Series 9A, Class D, 3.76%, 2/28/24 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,057,166</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Babson CLO Ltd., Series 2014-3A, Class C1, 3.23%, 1/15/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,955,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Battalion CLO IV Ltd., Series 2013-4A, Class C, 3.61%, 10/22/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">462,723</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class C, 3.75%, 7/15/24 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">709,627</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class B, 3.06%, 7/20/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,196,520</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Benefit Street Partners CLO V Ltd., Series 2014-VA, Class C, 3.36%, 10/20/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,436,290</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Carlyle Global Market Strategies CLO 2014-5, Ltd., Series 2014-5A, Class C, 4.43%, 10/16/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,993,118</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Carlyle Global Market Strategies CLO 2015-1, Ltd., Series 2015-1A, Class C, 3.41%, 4/20/27 (b)(c)(d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">993,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class C, 4.26%, 2/14/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">247,242</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,530</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,563,178</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cent CLO, Series 2014-21A, Class C, 3.76%, 7/27/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">961,140</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Central Park CLO Ltd., Series 2011-1A, Class D, 3.46%, 7/23/22 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">494,114</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CIFC Funding 2014-IV, Ltd., Series 2014-4A, Class C1, 3.16%, 10/17/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,850</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,776,715</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CIFC Funding 2014-V, Ltd., Series 2014-5A (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class C, 3.59%, 1/17/27</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">437,925</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class D2, 4.74%, 1/17/27</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">436,412</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%">&nbsp;</TD>
     <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD>&nbsp;</TD>

     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; width: 5%">&nbsp;</TD>
     <TD STYLE="text-align: right; width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 5%">&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></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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Asset-Backed
Securities</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>

<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Asset-Backed Securities (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CIFC Funding 2015-1, Ltd., Series 2015-1A, Class D, 4.26%, 1/22/27 (b)(c)(d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">963,700</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CIFC Funding Ltd., Series 2014-3A, Class D, 3.66%, 7/22/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">420</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">395,936</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Countrywide Asset-Backed Certificates, Series 2007-7, Class 2A2, 0.33%, 10/25/47 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">696</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">690,538</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,306</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,244,828</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">DCP Rights LLC, Series 2014-1A, Class A, 5.46%, 10/25/44 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,230</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,261,543</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Flagship CLO, Series 2014-8A, Class C, 3.33%, 1/16/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,966,758</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.26%, 4/20/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,090</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,077,904</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Gramercy Park CLO, Ltd., Series 2012-1AR, Class CR, 4.30%, 7/17/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,973,185</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">GSAA Trust, Series 2007-3, Class 1A2, 0.34%, 3/25/47 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,671</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,380,640</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Halcyon Loan Advisors Funding Ltd., Series 2013-1A, Class C, 3.75%, 4/15/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">935,697</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Jamestown CLO IV Ltd., Series 2014-4A, Class C, 3.75%, 7/15/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,165</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,108,928</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Madison Park Funding Ltd., Series 2012-10A, Class D, 4.51%, 1/20/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">700</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">700,062</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Madison Park Funding XI Ltd., Series 2013-11A, Class D, 3.76%, 10/23/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">420</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">396,730</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Neuberger Berman CLO XVIII, Ltd., Series 2014-18A, Class B, 3.38%, 11/14/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,199,479</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Octagon Investment Partners XVI Ltd., Series 2013-1A, Class D, 3.61%, 7/17/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,857,488</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">OneMain Financial Issuance Trust 2015-1, Series 2015-1A, Class D, 6.63%, 3/18/26 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,350</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,349,130</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">OZLM Funding Ltd., Series 2012-2A, Class C, 4.60%, 10/30/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">501,333</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">OZLM IX, Ltd., Series 2014-9A, Class C, 3.85%, 1/20/27 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,431,306</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">780</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">744,448</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">OZLM VIII, Ltd., Series 2014-8A, Class B, 3.28%, 10/17/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,451,231</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Regatta Funding LP, Series 2013-2A, Class C, 4.25%, 1/15/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">483,752</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Regatta V Funding Ltd., Series 2014-1A, Class B, 3.23%, 10/25/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,948,756</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Santander Drive Auto Receivables Trust, Series 2014-4, Class C, 2.60%, 11/16/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,524,786</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Santander Drive Auto Receivables Trust 2014-3, Series 2014-3, Class D, 2.65%, 8/17/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,015</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,978,439</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Santander Drive Auto Receivables Trust 2014-4, Series 2014-4, Class D, 3.10%, 11/16/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,510,593</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sound Point CLO, Ltd., Series 2014-3A, Class D, 3.89%, 1/23/27 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,831,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Symphony CLO XV Ltd., Series 2014-15A, Class C, 3.40%, 10/17/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,999,390</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Venture XIX CLO, Ltd., Series 2014-19A, Class C, 3.54%, 1/15/27 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">436,723</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Voya CLO, Ltd., Series 2014-4A (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class C, 4.23%, 10/14/26 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,467,574</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class SUB, 0.00%, 10/14/26 (e)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">940,700</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,120,099</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100,234,891</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="4" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Interest Only Asset-Backed Securities &#151; 0.2%</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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,503</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">447,112</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sterling Coofs Trust, Series 2004-1, Class A, 2.36%, 4/15/29 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,203</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">551,144</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">998,256</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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 Asset-Backed Securities &#151; 15.6%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">101,233,147</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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"><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 STYLE="text-align: left">
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<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Aerospace &amp; Defense &#151; 0.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bombardier, Inc., 7.50%, 3/15/25 (c)(d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">167</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">167,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">928</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">900,160</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Huntington Ingalls Industries, Inc., 5.00%, 12/15/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">262,188</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Meccanica Holdings USA, Inc., 6.25%, 7/15/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">339</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">379,680</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,795</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,817,437</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">835</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">853,787</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,380,252</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Airlines &#151; 2.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">651</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">681,239</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">American Airlines Group, Inc., 4.63%, 3/01/20 (c)(d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">315</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">315,394</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,538</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,860,720</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class B, 5.60%, 1/15/22 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">680</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">712,096</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,600</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,626,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,090</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,215,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">234,142</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,300</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,311,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">US
Airways Pass-Through Trust, Series 2012-1, Class C, 9.13%, 10/01/15 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,402</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,444,504</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">687</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">721,604</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,445,679</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">996</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,013,615</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">17,581,893</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Auto Components &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,095</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,138,800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">117,621</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,058</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,117,270</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">554</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">951,516</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">186</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">197,858</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Schaeffler Holding Finance BV (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">(5.75% Cash or 6.50% PIK), 5.75%, 11/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">115</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">139,308</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.25%, 11/15/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">804</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">852,240</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.75%, 11/15/22 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">943</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,032,585</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.88%, 8/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">375</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">441,675</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">275</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250,250</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,239,123</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Automobiles &#151; 0.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Chrysler Group LLC/CG Co-Issuer, Inc., 8.00%, 6/15/19 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,087</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,148,329</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">General Motors Co. (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">3.50%, 10/02/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,478</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,552,340</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.20%, 4/01/45</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">550</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">608,922</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,309,591</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Banks &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">116,661</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">115,111</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CIT 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 5/15/17 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">890</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">925,600</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.50%, 2/15/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,370</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,464,119</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 8/01/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">235</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">247,925</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,298,229</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,020</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,341,492</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,509,137</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Beverages &#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 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Constellation 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.25%, 5/15/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">82</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">91,225</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">3.88%, 11/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">294</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305,025</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">396,250</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Building Products &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">190</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">193,800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">BMBG Bond Finance SCA, 5.07%, 10/15/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225,190</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">658,125</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">770</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">827,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cemex SAB de CV:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.38%, 3/05/23 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">111,905</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.70%, 1/11/25 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">670</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">656,935</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,030</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,040,300</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ply Gem Industries, Inc., 6.50%, 2/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">745</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">722,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,390</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,600,265</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;6,036,920</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,017,656</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,076</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,064,949</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">E*Trade Financial 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">0.00%, 8/31/19 (c)(e)(h)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">249</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">627,799</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.38%, 11/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">627</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">661,485</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,020</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,067,248</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">UBS Group AG (b)(i):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.75%</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">233,322</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.00%</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208,747</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,881,206</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Chemicals &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">675</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">702,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Axalta Coating Systems US Holdings, Inc./Axalta Coating Systems Dutch Holding BV, 7.38%, 5/01/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">398</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">430,835</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">198,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">655</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">705,219</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">331</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">392,630</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">314</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">318,710</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">122</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">141,814</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">167</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">174,098</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,063,806</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Services &amp; Supplies &#151; 1.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Abengoa Greenfield SA, 6.50%, 10/01/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">766</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">729,615</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">292</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">303,680</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">712</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">744,040</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,045,153</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Brand Energy &amp; Infrastructure Services, Inc., 8.50%, 12/01/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">203</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">192,850</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">107,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mobile Mini, Inc., 7.88%, 12/01/20 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">915</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">967,612</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,253</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">939,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Silk Bidco, 7.50%, 2/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">120</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">139,322</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">494</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">512,834</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">658</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">730,913</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,039</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,096,145</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,509,664</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Communications Equipment &#151; 2.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ADC Telecommunications, Inc., 3.50%, 7/15/15 (h)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,670</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,703,350</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">826,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,150</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,300,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">437</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">441,370</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </DIV><BR STYLE="clear: both"><BR STYLE="clear: both">

<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_04-63073-blw PAGE POSITION: 2 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_04-63073-blw PAGE POSITION: 3 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="soi_footnote2" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Communications Equipment (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">215</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">217,688</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">221</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">223,762</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,620</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,717,200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">951</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,074,630</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13,504,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction &amp; Engineering &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AECOM Technology 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.75%, 10/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">215</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225,213</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.88%, 10/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">701</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">744,812</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">165</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">171,188</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.07%, 6/30/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">109,924</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">111,352</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,138</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,149,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">320</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">303,600</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,815,469</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction Materials &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">770</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">881,650</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,696</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,884,720</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.25%, 12/15/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,828</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,898,835</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">164,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,829,705</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Consumer Finance &#151; 1.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.13%, 9/30/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">230</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">242,938</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">719</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">947,282</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">8.00%, 11/01/31 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,030</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,618,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">General Motors Financial Co., 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2.63%, 7/10/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,760</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,795,016</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.38%, 9/25/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">530</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">563,125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,285</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,319,867</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,486,928</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Containers &amp; Packaging &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">370,025</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">320</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">363,468</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,560</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,575,600</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">144</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">152,640</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">317,139</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">113,863</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,892,735</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Distributors &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">VWR Funding, Inc., 7.25%, 9/15/17 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">874</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">915,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Consumer Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Laureate Education, Inc., 10.00%, 9/01/19 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">615</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">587,325</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">367</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">405,975</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">HSH Nordbank AG, 0.89%, 2/14/17 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">153</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">147,715</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">585</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">579,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">456</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">440,040</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,870</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,934,337</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">MSCI, Inc., 5.25%, 11/15/24 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">311</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">324,218</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Onex Wizard Acquisition Co. II SCA, 7.75%, 2/15/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">102</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">119,850</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">790</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">827,525</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">307</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">328,874</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.75%, 10/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">625</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">649,219</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>




<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Reynolds Group Issuer, Inc. (concluded):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">210</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">222,075</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;5,978,978</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="6" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Telecommunication Services &#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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">170,113</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">751</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">803,570</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Frontier Communications 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">8.50%, 4/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">60</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">67,800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.25%, 9/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">45</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">46,238</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.13%, 1/15/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">205</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">213,969</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.63%, 4/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">95</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">101,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.88%, 1/15/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">190</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">190,475</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">735</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">778,181</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">3.83%, 1/15/18 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">411</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">416,137</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,083</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,264,126</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">495</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">532,229</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.13%, 1/15/21 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,682</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,780,817</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.38%, 8/15/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,055</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,091,598</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series TIT, 6.00%, 7/24/17 (h)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">263,805</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Telecom Italia Finance SA, 7.75%, 1/24/33</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">75</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">127,161</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.13%, 11/15/16 (h)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">153,746</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">342,233</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">220</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">282,919</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">270</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">342,508</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">450</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">766,360</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Telefonica Europe BV, 4.20% (b)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238,078</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">271</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">331,830</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">397</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500,906</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,419,426</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">20,225,875</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electric Utilities &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ContourGlobal Power Holdings SA, 7.13%, 6/01/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">728</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">735,280</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">(8.14% Cash or 8.64% PIK) ,8.14% 10/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">327</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">331,253</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">(8.73% Cash or 9.23% PIK) ,8.73% 10/01/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">589</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">600,532</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">403</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">419,146</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,086,211</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electrical Equipment &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">349</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">419,313</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">106</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">131,430</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">550,743</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Energy Equipment &amp; Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Calfrac Holdings LP, 7.50%, 12/01/20 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">503</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">451,443</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">244</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">236,070</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">864</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">841,320</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Peabody Energy Corp., 6.25%, 11/15/21 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">583</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">485,347</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">522</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">443,700</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,457,880</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Food &amp; Staples Retailing &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,255</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,999,534</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Family Tree Escrow LLC (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.25%, 3/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">178</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">186,010</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.75%, 3/01/23 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,731</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,821,877</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">150</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">172,683</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">105</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">165,275</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,095</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,212,713</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,558,092</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_04-63073-blw PAGE POSITION: 3 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_04-63073-blw PAGE POSITION: 4 -->
<DIV STYLE="text-align: left">
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<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Food Products &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Anna Merger Sub, Inc., 7.75%, 10/01/22 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">635</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">654,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Boparan Finance PLC, 5.50%, 7/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">115</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">160,676</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">193</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">203,374</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.63%, 8/15/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">783</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">851,513</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,869,613</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Equipment &amp; Supplies &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">418</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">442,558</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">413</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">430,553</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">675</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">703,687</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,576,798</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services &#151; 2.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Acadia Healthcare Co., Inc., 5.13%, 7/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">241,200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Amsurg Corp., 5.63%, 7/15/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,016</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,076,960</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">995</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,036,790</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">490</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">507,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.88%, 2/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,501,402</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">205</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">328,752</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,093</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,133,987</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">285</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">304,950</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">786</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">802,703</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.50%, 2/15/20 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">160</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">182,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">82</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">92,168</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">108</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">113,929</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 3/15/24 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">335</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">361,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.38%, 2/01/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">713</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">755,780</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">HealthSouth Corp., 5.75%, 11/01/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">203</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">212,135</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,289</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,350,227</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Kindred Healthcare, Inc., 6.38%, 4/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">186</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">186,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Omnicare, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.75%, 12/01/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">165</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">172,219</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 12/01/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">104</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">109,460</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">264</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">288,090</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 3/01/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">911</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">915,555</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">520</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">535,600</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.00%, 10/01/20 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">811</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">881,963</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,098</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,243,485</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">355</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">564,509</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14,898,814</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 4.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Carlson Travel Holdings, Inc., (7.50% Cash or 8.25% PIK), 7.50%, 8/15/19 (c)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">204</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">206,550</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CDW LLC/CDW 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.00%, 8/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">535</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">571,112</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 9/01/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">265</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">266,325</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.50%, 12/01/24 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,302</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,354,080</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cleopatra Finance, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.13%, 2/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">114,843</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.25%, 2/15/22 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.75%, 2/15/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">145,337</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Enterprise Funding Ltd., Series ETI, 3.50%, 9/10/20 (h)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">133,543</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">926</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,523,245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">GLP Capital LP/GLP Financing II, Inc., 4.38%, 11/01/18 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">357</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">371,280</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">485</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">517,738</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">New Red Finance, Inc., 6.00%, 4/01/22 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">860</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">894,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">576</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">589,651</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">205</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">236,861</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>




<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Hotels, Restaurants &amp; Leisure (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series A1, 1.11%, 12/28/28</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">594,801</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series A2, 3.26%, 12/28/31</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,695,563</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,877,855</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series A6, 2.36%, 12/28/36</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,670</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,952,046</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,413,375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Tropicana Entertainment LLC/Tropicana Finance Corp., 9.63%, 12/15/15 (a)(j)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,211</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,925,246</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">771</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,179,139</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">26,763,240</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Household Durables &#151; 1.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">510</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">455,175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.63%, 4/15/18 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">910</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">946,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">523</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">504,695</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Berkline/Benchcraft LLC, 4.50%, 11/03/15 (a)(j)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">259</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">268,065</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,130</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,220,525</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">880</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">940,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,155,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">297</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">291,060</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Tri Pointe Holdings, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">494,375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">340</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">340,425</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,616,220</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Household Products &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">269,375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">285</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">312,075</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">581,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Independent Power and Renewable Electricity<BR> Producers &#151; 1.0%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">412</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">429,139</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Baytex Energy Corp., 5.13%, 6/01/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">170</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">161,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">143</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155,942</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.38%, 1/15/23 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,099</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,115,485</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">438</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">475,230</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.50%, 2/01/24 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">927</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">937,429</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.75%, 1/15/25 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">962</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">981,240</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dynegy Finance I, Inc./Dynegy Finance II, Inc., 6.75%, 11/01/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,180</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,234,575</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.88%, 5/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">177</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">192,399</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.25%, 5/01/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">267</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">272,340</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">63</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">66,915</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">589</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">639,065</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,661,684</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Insurance &#151; 1.5%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,249,699</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">304</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">322,240</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">876,892</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Genworth Holdings, Inc., 4.80%, 2/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">210,827</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">391</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">401,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">595</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">638,137</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">562,482</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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 STYLE="text-align: left">
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<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Insurance (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200,855</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,436,875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,899,760</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Internet Software &amp; Services &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">695</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">719,325</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Interactive Data Corp., 5.88%, 4/15/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">741</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">741,926</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,461,251</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>IT Services &#151; 1.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ceridian HCM Holding, Inc., 11.00%, 3/15/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">664</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">690,560</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,323,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,775</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,863,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">813</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">871,942</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">713</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">830,645</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Open Text Corp., 5.63%, 1/15/23 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,214</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,250,420</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">832,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">550</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">548,625</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,210,942</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media &#151; 5.5%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">140</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">169,200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Altice Financing 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.50%, 1/15/22 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">850</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">879,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.25%, 2/15/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">119,598</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.63%, 2/15/23 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">581</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">604,966</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Altice Finco SA, 7.63%, 2/15/25 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">207,602</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">949,975</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,084,125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.25%, 2/15/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">199,770</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.63%, 2/15/25 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">740</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">764,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">865</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">949,337</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CCO Holdings LLC/CCO Holdings Capital Corp., 5.13%, 2/15/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">270</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">272,025</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CCOH Safari 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.50%, 12/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">993</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,026,514</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.75%, 12/01/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,969</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,037,915</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">509</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">677</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">715,927</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,178</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,235,552</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">895</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">939,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,330</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,336,650</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.88%, 11/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,329,320</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">294,325</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.13%, 10/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">197</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">206,358</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">218</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">227,265</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.38%, 10/15/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">304</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">329,840</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">428</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445,120</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">iHeartCommunications, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">345</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">340,688</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">9.00%, 3/01/21 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">966</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">932,190</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">9.00%, 9/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">755</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">726,687</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">825</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">839,602</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Intelsat Jackson Holdings SA (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.25%, 10/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,660</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,726,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">922,594</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Intelsat Luxembourg 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.75%, 6/01/18 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">786,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.75%, 6/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">320</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">296,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">185</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">198,413</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">733</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">771,482</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>



<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Media General Financing Sub, Inc., 5.88%, 11/15/22 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">303</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">309,818</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">248,675</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">345</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">356,644</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">330</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">337,425</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,770</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,770,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">110</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">130,266</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,530</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,556,775</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">308,410</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">510</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">523,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Outfront Media Capital LLC/Outfront Media Capital 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">105</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">109,988</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">95</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">101,294</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">848,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">191</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">193,388</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sirius XM Radio, Inc., 5.75%, 8/01/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">424</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445,200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sterling Entertainment Corp., 9.75%, 12/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,198,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Townsquare Radio LLC/Townsquare Radio, Inc., 9.00%, 4/01/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">789</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">842,257</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH, 4.00%, 1/15/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">236</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">280,779</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,274</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,094,870</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ziggo Bond Finance BV, 4.63%, 1/15/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">137</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">161,359</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;35,891,303</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Metals &amp; Mining &#151; 2.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Alcoa, Inc., 5.13%, 10/01/24 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,843</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,004,318</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ArcelorMittal, 4.50%, 8/05/15 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">738</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">746,302</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">195</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">209,486</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">358</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">339,205</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">695</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">750,600</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">510</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">552,713</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Novelis, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">8.38%, 12/15/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">182,875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">8.75%, 12/15/20 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,906</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,153,010</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Peabody Energy Corp., 6.50%, 9/15/20 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">324</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">274,185</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">290</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">300,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">160</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">163,600</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Steel Dynamics, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.13%, 10/01/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">645</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">661,125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.38%, 8/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">555</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">595,237</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">ThyssenKrupp AG:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">3.13%, 10/25/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">295</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350,340</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1.75%, 11/25/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">75</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">83,702</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2.50%, 2/25/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">111,480</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,336,565</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,814,893</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Multi-Utilities &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CE Energy AS, 7.00%, 2/01/21</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">170,585</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Multiline Retail &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">205</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">190,980</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">516</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">542,445</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">733,425</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 4.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.88%, 5/15/23 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">455</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">468,650</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">104</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">107,120</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">774</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">779,805</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_04-63073-blw PAGE POSITION: 6 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="soi_footnote2" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Oil, Gas &amp; Consumable Fuels (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">95</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">93,100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">California Resources Corp., 6.00%, 11/15/24 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,280</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,140,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">206</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">202,910</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,365</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,412,775</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CONSOL Energy, Inc., 5.88%, 4/15/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,653</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,586,880</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">116</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">143,462</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.75%, 1/15/32 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">556</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">693,842</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">936,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">461,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">520</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">490,100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Kinder Morgan Energy Partners LP (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.15%, 2/01/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">640</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">664,460</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">4.25%, 9/01/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,035</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,080,756</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,285</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,408,598</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Kinder Morgan, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">3.05%, 12/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">630</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">636,007</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.00%, 2/15/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">302</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325,336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.63%, 11/15/23 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">306</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">343,401</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">132</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135,960</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,083</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">982,822</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">215</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">187,588</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">NGPL PipeCo LLC, 9.63%, 6/01/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">353</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">353,883</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">377,625</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">410</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">393,344</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Range Resources Corp., 5.75%, 6/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">161</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">169,453</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Rose Rock Midstream LP/Rose Rock Finance Corp., 5.63%, 7/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">376</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">375,060</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">379</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">360,997</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">RSP Permian, Inc., 6.63%, 10/01/22 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">359</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">361,244</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sabine Pass Liquefaction 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.63%, 4/15/23 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">536</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">548,060</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.75%, 5/15/24 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">456</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">466,260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.63%, 3/01/25 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">748</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">751,740</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,385</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,522,137</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">681</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">624,817</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">79</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">60,435</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">921</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">658,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Seventy Seven Energy, Inc., 6.50%, 7/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">258</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">134,160</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">935</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">960,712</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">636</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">669,390</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Tesoro Logistics LP/Tesoro Logistics Finance 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.88%, 10/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">138</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">144,555</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.25%, 10/15/22 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">677</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">717,620</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">425</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">412,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,212</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,193,820</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">26,763,649</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Pharmaceuticals &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Capsugel SA, (7.00% Cash or 7.75% PIK), 7.00%, 5/15/19 (c)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">158,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.00%, 12/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">135</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">142,763</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">121</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">129,924</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.00%, 2/01/25 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">798</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">844,882</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Grifols Worldwide Operations Ltd., 5.25%, 4/01/22 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">759</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">777,975</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mallinckrodt International Finance SA, 5.75%, 8/01/22 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">830</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">877,725</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>






<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Pharmaceuticals (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,214</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,352,375</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">613</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">645,182</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">335</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">363,475</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">520</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">529,100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.50%, 3/01/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">519</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">524,190</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,346,516</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Professional Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Truven Health Analytics, Inc., 10.63%, 6/01/20 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">540</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">554,850</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Real Estate Investment Trusts (REITs) &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">820</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">856,900</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">435</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">432,825</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,300</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,421,690</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,016,415</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="5" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Real Estate Management &amp; Development &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,837</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,979,367</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">301</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">331,100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Realogy Group LLC/Realogy Co-Issuer Corp., 4.50%, 4/15/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">759</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">772,283</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">220</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">224,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,110</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,220,775</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,527,925</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Road &amp; Rail &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,437,522</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">180</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">212,004</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,170</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,206,562</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">540</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">558,900</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">405</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">418,669</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">435</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">449,138</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">675</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">710,438</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">319</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">320,595</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,313,828</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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; 0.3%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Micron Technology, Inc., 5.50%, 2/01/25 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">840</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">861,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">NXP BV/NXP Funding LLC, 5.75%, 2/15/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">560</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">593,600</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sensata Technologies BV, 5.63%, 11/01/24 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">179</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">191,977</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,646,577</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software &#151; 0.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Infor Software Parent LLC/Infor Software Parent, Inc. (7.13% Cash or 7.88% PIK), 7.13%, 5/01/21 (c)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">744</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">748,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,147,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,715</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,757,875</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,654,025</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Specialty Retail &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">171</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">199,394</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">162,228</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">374</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">408,595</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">PC
Nextco Holdings LLC/PC Nextco Finance, Inc., (8.75% Cash or 9.50% PIK), 8.75%, 8/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">252</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">257,040</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">508</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">533,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">230</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">267,677</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,828,334</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
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</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>

</TABLE></DIV>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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>

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<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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate
Bonds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Textiles, Apparel &amp; Luxury Goods &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">418,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">346</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">362,349</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">780,349</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Trading Companies &amp; Distributors &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ashtead Capital, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.50%, 7/15/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,054</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,146,225</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.63%, 10/01/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">420</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">441,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,587,225</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Transportation Infrastructure &#151; 1.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Aguila 3 SA, 7.88%, 1/31/18 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">378</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">382,725</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">640</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">652,128</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">JCH Parent, Inc., (10.50% Cash or 11.25% PIK), 10.50%, 3/15/19 (c)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">878</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">812,150</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Penske Truck Leasing Co. LP/PTL Finance Corp., 3.38%, 3/15/18 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,155</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,376,389</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,223,392</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="5" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Wireless Telecommunication Services &#151; 2.2%</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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,073</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,057,452</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">340</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">358,700</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">SBA Communications Corp., 4.88%, 7/15/22 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">815</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">815,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,020</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,348,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,141</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,264,011</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sprint 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,735</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,791,387</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">590</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">587,050</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.63%, 4/28/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">263</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">279,766</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">75</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">78,938</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.73%, 4/28/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">173</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">184,245</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.00%, 3/01/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">478</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">498,559</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">535</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">565,763</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">6.38%, 3/01/25 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,520</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,588,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Vodafone Group PLC, 2.50%, 9/26/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,080</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,037,903</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Wind Acquisition Finance SA, 4.00%, 7/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">695</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">791,156</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14,246,580</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 53.2%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">345,437,441</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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>Floating Rate Loan Interests (b)</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Aerospace &amp; Defense &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">BE
Aerospace, Inc., 2014 Term Loan B, 4.00%, 12/16/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">910</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">911,893</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,277</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,275,257</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,375</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,442,031</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">647</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">643,812</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">299</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">297,333</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,568</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,560,968</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,131,294</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Air Freight &amp; Logistics &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">678</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">626,429</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CEVA Intercompany BV, Synthetic LC, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">710</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">655,643</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">122</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">113,042</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CEVA Logistics US Holdings, Inc., Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">979</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">904,335</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,299,449</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Airlines &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">376</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">366,708</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">552</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">527,160</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Airlines (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,777</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">900,645</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Auto Components &#151; 1.6%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">712</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">710,992</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 6.50%, 7/29/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">958</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">957,905</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,021,125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">851</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">843,950</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,332</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,305,830</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,488</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,498,395</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">INA Beteiligungsgesellschaft mbH, Term Loan B, 4.25%, 5/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">981,094</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,319,291</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Banks &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">416</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">415,280</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">351</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">351,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">766,730</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Beverages &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Building Products &#151; 1.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">776</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">761,844</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CPG International, Inc., Term Loan, 4.75%, 9/30/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,631</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,602,177</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">938</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">916,809</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Jeld-Wen, Inc., Term Loan B, 5.25%, 10/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,025</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,027,563</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,141</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,121,880</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">United Subcontractors, Inc., Term Loan, 4.26%, 6/30/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">172</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">168,109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">762</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">755,310</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">804</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">796,232</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,149,924</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">633</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">554,460</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">521</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">494,918</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">576</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">573,072</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,622,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Chemicals &#151; 1.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">765</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">750,111</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">658</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">655,996</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">MacDermid, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 4.50%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">660</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">661,765</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B2, 4.75%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">288</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">289,638</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Minerals Technologies, Inc., Term Loan B, 4.00%, 5/07/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,222</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,225,372</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,251</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,218,405</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">705</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">663,581</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">672</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">649,260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">769</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">770,744</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">1st Lien Term Loan, 4.25%, 7/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">519</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">512,216</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 7.75%, 7/31/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,017,628</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
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</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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"><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_04-63073-blw PAGE POSITION: 8 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="soi_footnote2" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Chemicals (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">655</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650,112</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;9,064,828</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Services &amp; Supplies &#151; 1.6%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">999</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">986,888</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,559</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,519,948</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Catalent Pharma Solutions, Inc., Term Loan B, 4.25%, 5/20/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,350</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,352,665</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,169</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,174,246</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">987,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Koosharem LLC, Exit Term Loan, 7.50%, 5/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,866</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,844,637</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Livingston International, Inc., 1st Lien Term Loan, 5.00%, 4/18/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325,460</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,769</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,755,178</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Waste Industries USA, Inc., Term Loan B, 4.25%, 2/20/20 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380,334</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,326,856</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Communications Equipment &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">327</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">325,681</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 7.50%, 1/24/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">265</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">262,615</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Avaya, Inc., Extended Term Loan B3, 4.67%, 10/26/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">756</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">733,905</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CommScope, Inc., Term Loan B3, 2.83%, 1/21/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">432</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">431,223</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Riverbed Technology, Inc., Term Loan B, 6.00%, 2/19/22 (b)(d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">290</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">292,175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Telesat Canada, Term Loan A, 4.40%, 3/24/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">CAD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,560</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,239,902</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,738</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,735,007</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,020,508</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction &amp; Engineering &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Centaur Acquisition LLC, 2nd Lien Term Loan, 8.75%, 2/20/20</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">710</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">714,437</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction Materials &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">499,170</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,859</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,853,858</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,353,028</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Containers &amp; Packaging &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">382</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380,679</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">904</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">903,282</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,283,961</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Distributors &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,079</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,067,005</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">199</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">199,493</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,266,498</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Consumer Services &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">514</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">512,463</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11,694</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">46</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">45,711</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">622</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">589,980</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,587</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,586,343</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">793</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">417,679</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,163,870</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>




<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AssuredPartners Capital, Inc., 1st Lien Term Loan, 5.00%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">860</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">853,017</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,502</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,505,993</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,114</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,110,687</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,469,697</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="5" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Telecommunication Services &#151; 1.9%</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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,216</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,221,246</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,716</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,720,551</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2nd Lien Term Loan, 9.75%, 2/21/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">975</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">966,469</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,154</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,146,357</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Level 3 Financing Inc., Incremental Term Loan B5, 4.50%, 1/31/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,320</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,325,504</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">659</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">658,085</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,240</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,237,880</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,276,092</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electric Utilities &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">296</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">251,606</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">503</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">442,687</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">503</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">442,757</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,137,050</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electrical 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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">668</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">670,829</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Extended Term Loan, 4.66%, 10/10/17 (a)(j)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,080</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,966,056</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,636,885</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Electronic Equipment, Instruments &amp; Components &#151; 0.1%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">CDW LLC, Term Loan, 3.25%, 4/29/20</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">835</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">827,471</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Energy Equipment &amp; Services &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD 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">Dynegy Holdings, Inc., Term Loan B2, 4.00%, 4/23/20</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,093</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,089,764</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Food &amp; Staples Retailing &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">628</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">627,325</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">240</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">242,251</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Supervalu, Inc., Refinancing Term Loan B, 4.50%, 3/21/1</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">901</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">901,788</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,771,364</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Food Products &#151; 1.5%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,495</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,491,163</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,033</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,030,467</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">672</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">672,465</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Pabst Brewing Company, Inc., Term Loan, 5.75%, 10/21/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,244</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,246,373</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,034</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,034,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Pinnacle Foods Finance LLC, Term Loan G, 3.00%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,038</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,031,129</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,464</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,266,295</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,380</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,048,800</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,820,942</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
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</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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 STYLE="text-align: left">
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<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Equipment &amp; Supplies &#151; 1.3%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Biomet, Inc., Term Loan B2, 3.67%, 7/25/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,157</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,156,068</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">510</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">507,105</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,688</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,687,242</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">630</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">629,123</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,816</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,822,684</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">National Vision, Inc., 1st Lien Term Loan, 4.00%, 3/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,226,109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,455</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,437,264</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,465,595</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Health Care Providers &amp; Services &#151; 2.6%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Acadia Healthcare Co., Inc., Term Loan B, 4.25%, 2/11/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">238,793</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,360</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,346,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">458</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">457,988</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">437</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">437,432</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,965</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,972,563</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,169</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,167,807</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Curo Health Services LLC, 2015 1st Lien Term Loan, 6.50%, 2/02/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">804,504</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,831</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,833,606</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Envision Acquisition Co. LLC, Term Loan, 5.75%, 11/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">894</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">893,687</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Genesis HealthCare Corp., Term Loan B, 10.00%, 12/04/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,019,874</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ikaria, Inc., 1st Lien Term Loan, 5.00%, 2/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">161</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">160,791</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">MPH Acquisition Holdings LLC, Term Loan, 3.75%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">713</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">706,997</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">National Mentor Holdings, Inc., Term Loan B, 4.25%, 1/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">576</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">570,613</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Surgery Center Holdings, Inc., 1st Lien Term Loan, 5.25%, 11/03/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">405</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">401,347</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">591</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">587,554</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">U.S. Renal Care, Inc., 2013 Term Loan, 4.25%, 7/03/19 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,493,745</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">17,093,701</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 4.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">973</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">965,268</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,460</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,439,448</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,202</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,154,378</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Burger King Newco Unlimited Liability Co., 2014 Term Loan B, 4.50%, 12/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,884,713</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Caesars Entertainment Operating Co., Inc., Term Loan B7, 9.75%, 1/28/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">84</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">77,428</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Caesars Entertainment Resort Properties LLC, Term Loan B, 7.00%, 10/11/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,099</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,983,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CCM Merger, Inc., Term Loan B, 4.50%, 8/08/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">772</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">772,867</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dave &amp; Buster&#146;s, Inc., Term Loan, 4.25%, 7/25/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">235</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">235,283</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,496</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,503,354</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">996</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">995,573</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Intrawest ULC, Term Loan, 5.50%, 12/09/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">609</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">610,372</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,590</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,583,808</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>





<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Hotels, Restaurants &amp; Leisure (concluded)</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">644</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">643,365</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,064</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,060,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">658</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">656,978</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Incremental Term Loan, 4.50%, 2/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">395</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">395,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">559</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">557,801</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,329</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,326,349</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,197</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,205,978</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;26,051,938</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Household Products &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,144</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,141,024</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Independent Power and Renewable Electricity<BR> Producers &#151; 0.7%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Calpine Corp., Term Loan B1, 4.00%, 4/01/18 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,043</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,043,177</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Energy Future Intermediate Holding Co LLC, DIP Term Loan, 4.25%, 6/19/16 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,313</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,318,861</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Granite Acquisition 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 5.00%, 12/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,116</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,127,809</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan C, 5.00%, 12/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">49</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">49,624</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,539,471</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Industrial Conglomerates &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,272</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,213,646</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Insurance &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Alliant Holdings I, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B, 5.00%, 12/20/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">584</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">582,346</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B1, 5.00%, 12/20/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">138</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">137,625</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CNO Financial Group, Inc., Term Loan B2, 3.75%, 9/28/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,301</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,293,786</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cooper Gay Swett &amp; Crawford of Delaware Holding 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,044</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">960,572</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">430,835</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sedgwick Claims Management Services, 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,097</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,080,810</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">665</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">650,038</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,136,012</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Internet Software &amp; Services &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dealertrack Technologies, Inc., Term Loan B, 3.25%, 2/28/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,169</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,161,372</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">801</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">801,352</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,443</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,446,357</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,409,081</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>IT Services &#151; 1.8%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2018 Extended Term Loan, 3.67%, 3/24/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,087</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,074,294</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2018 Term Loan, 3.67%, 9/24/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,640</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,638,458</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">InfoGroup, Inc., Term Loan, 7.50%, 5/26/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">754</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">702,321</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">275</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">244,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan C, 3.92%, 2/28/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">705</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">704,337</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">379</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">379,068</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Vantiv, LLC, 2014 Term Loan B, 3.75%, 6/13/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">810</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">810,046</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11,552,574</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Leisure Products &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">422</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">419,612</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>


</TABLE>
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<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </DIV><BR STYLE="clear: both"><BR STYLE="clear: both">

<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_04-63073-blw PAGE POSITION: 10 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="soi_footnote2" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Machinery &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,025</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,020,887</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">536</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">528,160</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mueller Water Products, Inc., Term Loan B, 4.00%, 11/25/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305,278</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,310</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,305,606</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">820</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">815,558</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,975,489</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Media &#151; 4.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">961</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">963,238</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,454</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,453,236</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan, 0.00%, 7/03/15 (a)(j)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,005</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,167</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,162,848</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan G, 4.25%, 9/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">640</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">644,794</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Clear Channel Communications, Inc., Term Loan D, 6.92%, 1/30/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,563</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,451,256</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,281</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,272,134</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">882</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">877,943</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,514</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,494,187</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,163</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,165,900</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,106</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,107,199</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">957</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">957,879</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">945</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">937,426</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,083</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,082,129</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,411</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,404,784</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">UPC Financing Partnership, Term Loan AG, 3.75%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">442</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">493,653</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">410</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">408,737</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">790</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,219,008</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">WideOpenWest Finance LLC, Term Loan B, 4.75%, 4/01/19 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,516</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,516,230</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">William Morris Endeavor Entertainment LLC, 1st Lien Term Loan, 5.25%, 5/06/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">107</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">106,739</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ziggo Financing Partnership:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B1, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">489</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">483,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B2A, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">333</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">330,083</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Term Loan B3, 3.50%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">548</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">542,868</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">26,076,196</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Metals &amp; Mining &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">255</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">235,875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,991</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,987,444</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,463</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,462,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,685,834</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Multiline Retail &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">BJ&#146;s Wholesale Club, Inc. (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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">583</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">580,476</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">575</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">569,969</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dollar Tree, Inc., Term Loan B, 4.25%, 1/26/22 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,410</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,427,473</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,634</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,620,053</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,197,971</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>





<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 2.1%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,491</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,192,064</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">CITGO Holding, Inc., 2015 Term Loan B, 9.50%, 1/26/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,335</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,327,217</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Drillships Financing Holding, Inc., Term Loan B1, 6.00%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,925</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,500,626</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,127</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,086,298</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">464</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">443,474</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">420</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">321,002</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">540</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">534,859</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">112</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">67,995</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,645</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,661,450</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">900</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">882,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">275</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">265,375</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Samchully Midstream 3 LLC, Term Loan B, 5.75%, 10/20/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,005</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">954,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">105</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">94,530</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">458</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445,113</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Southcross Holdings Borrower LP, Term Loan B, 6.00%, 8/04/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">368</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">343,760</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Veresen Midstream Limited Partnership, Term Loan B, 6.00%, 2/25/22 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,935</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,925,325</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">297</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">294,773</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13,340,611</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Pharmaceuticals &#151; 1.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Akorn, Inc., Term Loan B, 4.50%, 4/16/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,292</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,295,535</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Endo Luxembourg Finance Co. I Sarl, 2014 Term Loan B, 3.25%, 3/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">849</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">846,466</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.17%, 2/27/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,089</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,083,822</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Mallinckrodt International Finance SA, Term Loan B, 3.25%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">789</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">784,303</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,642</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,631,047</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,385</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,382,149</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series C2 Term Loan B, 3.50%, 12/11/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">478</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">476,370</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series E Term Loan B, 3.50%, 8/05/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">721</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">718,656</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,218,348</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Professional Services &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 1st Lien Term Loan, 4.25%, 7/23/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">484</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">481,248</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">2014 2nd Lien Term Loan, 7.50%, 7/25/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">605</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">602,919</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ceridian LLC, 2014 Term Loan, 4.50%, 9/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">420</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">415,096</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">608</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">605,876</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">850</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">844,331</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,051</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,040,762</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,160</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,145,901</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,136,133</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="5" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Real Estate Management &amp; Development &#151; 0.7%</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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">941</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">941,381</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">DTZ US Borrower LLC, 1st Lien Term Loan, 5.50%, 11/04/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,145</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,147,022</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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>

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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 50%">&nbsp;</TD></TR>

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<DIV STYLE="text-align: left">
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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>

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<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt"><TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Real Estate Management &amp; Development (concluded)</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">47</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">46,382</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,090</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,086,913</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,221,698</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Road &amp; Rail &#151; 0.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,007</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">977,166</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">675</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">600,750</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,577,916</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Avago Technologies Cayman Ltd., Term Loan B, 3.75%, 5/06/21 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,667</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,668,120</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">716</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">714,166</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">375</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">376,991</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,759,277</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software &#151; 1.5%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">458</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">449,437</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">560</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">554,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">523</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">522,058</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,105</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,094,572</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">607</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">576,825</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">233</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">233,431</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,837</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,875,103</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">629</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">624,331</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,184,748</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Regit Eins GmbH, 1st Lien Term Loan, 6.00%, 1/08/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">843</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">820,573</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">815</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">813,976</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Tibco Software, Inc., Term Loan B, 6.50%, 12/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">150</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">149,391</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">560</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">538,300</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,437,145</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Specialty Retail &#151; 1.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,449</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,446,675</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,194</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,190,454</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,425</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,408,886</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">888</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">886,886</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">PetSmart, Inc., 1st Lien Term Loan, 5.00%, 2/18/22 (b)(d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,085</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,098,969</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,031,870</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Technology Hardware, Storage &amp; Peripherals &#151; 0.2%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Dell, Inc., Term Loan B, 4.50%, 4/29/20 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,107</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,110,893</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Textiles, Apparel &amp; Luxury Goods &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,240</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,047,747</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">J.
Crew Group, Inc., Term Loan B, 4.00%, 3/05/21 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,033</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">972,753</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Polymer Group, Inc., 1st Lien Term Loan, 5.25%, 12/19/19 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">780</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">781,247</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,801,747</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Thrifts &amp; Mortgage Finance &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">IG Investment Holdings LLC, Term Loan B, 6.00%, 10/29/21 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">853</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">848,337</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="5" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Wireless Telecommunication Services &#151; 0.2%</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></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">LTS Buyer LLC, 1st Lien Term Loan, 4.00%, 4/13/20 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,527</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,511,482</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 42.9%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">278,366,635</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Foreign Agency
Obligations</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cyprus Government International Bond, 4.63%, 2/03/20 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,600</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,829,518</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">580</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">605,680</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">5.88%, 5/11/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,030</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,458,827</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Portugal Obrigacoes do Tesouro OT, 4.45%, 6/15/18 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,350</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,955,544</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 1.5%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,849,569</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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>Non-Agency Mortgage-Backed Securities</B></DIV></FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Collateralized Mortgage Obligations &#151; 2.4%</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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,904</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,450,210</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,153</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,127,872</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,519</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,292,721</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2007-HY5, Class 3A1, 4.79%, 9/25/37 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,706</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,568,040</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.59%, 10/25/35 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,733</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,552,296</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.22%, 11/05/30 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,162</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,238,169</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Morgan Stanley Reremic Trust, Series 2010-R4, Class 4A, REMIC, 0.40%, 2/26/37 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">406</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">404,982</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">15,634,290</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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 &#151; 9.4%</B></DIV>

</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Banc of America Commercial Mortgage Trust, Series 2007-4, Class A4, 5.75%, 2/10/51 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,656</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,799,943</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">COMM 2015-3BP Mortgage Trust, Series 2015-3BP, Class A, 3.18%, 2/10/35 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,930</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,013,477</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2013-LC13, Class D, 4.88%, 8/10/46</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,530</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,648,509</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2014-KYO, Class F, 3.67%, 6/11/27</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,855</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,847,393</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2014-PAT, Class E, 3.32%, 8/13/27</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">991,514</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2014-PAT, Class F, 2.61%, 8/13/27</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,894,594</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,110</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,150,110</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Class D, 4.29%, 1/10/46 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,330</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,287,344</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,850</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,954,827</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,985</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">930</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">971,416</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2014-SURF, Class E, 3.27%, 2/15/29 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">998,733</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">GAHR Commercial Mortgage Trust 2015-NRF, Series 2015-NRF, Class DFX, 3.38%, 12/15/19 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,830</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,720,605</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Greenwich Capital Commercial Funding Corp., Series 2006-GG7, Class AM, 5.79%, 7/10/38 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,610</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,689,169</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,995</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,052,268</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2006-GG6, Class AM, 5.55%, 4/10/38</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,680</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,801,514</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2014-GSFL, Class D, 4.07%, 7/15/31 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,140</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,138,829</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class D, 5.08%, 11/15/45 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,422,215</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">155,242</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,027</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,145,903</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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"><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_04-63073-blw PAGE POSITION: 12 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="soi_footnote2" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Non-Agency Mortgage-Backed
Securities</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;<BR><B>Par<BR>
(000)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">JPMorgan Chase Commercial Mortgage Securities Corp. (concluded):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2007-CB19, Class A4, 5.70%, 2/12/49 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,140</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,296,404</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2012-LC9, Class XA, 1.89%, 12/15/47 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14,479</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,324,636</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,641,837</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,401</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,627,284</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Merrill Lynch Mortgage Trust, Series 2007-C1, Class A1A, 5.82%, 6/12/50 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,392</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,459,914</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Talisman Finance PLC, Series 6, Class A, 0.25%, 10/22/16 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,252</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,387,120</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Titan Europe PLC, Series 2007-1X, Class A, 8.00%, 1/20/17 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,338</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,694,468</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Wachovia Bank Commercial Mortgage Trust, Series 2007-C33, Class A4, 5.94%, 2/15/51 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,019</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,152,973</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,085</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,169,618</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2012-C8, Class C, 4.88%, 8/15/45 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,395</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,520,722</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series 2014-C20, Class XA, 1.24%, 5/15/47 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14,861</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,108,369</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">61,071,935</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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 STYLE="vertical-align: bottom">
     <TD 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">WF-RBS Commercial Mortgage Trust, Series 2012-C9, Class XA, 2.21%, 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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">16,361</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,790,506</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="5" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Scientific Instruments: Control &amp; Filter &#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></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">GAHR Commercial Mortgage Trust 2015-NRF, Series 2015-NRF, Class GFX, 3.38%, 12/15/19 (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,500</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,216,520</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="8" 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 Non-Agency Mortgage-Backed<BR>
Securities &#151; 12.4%</B></DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">80,713,251</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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>U.S. Government Sponsored Agency Securities</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Collateralized Mortgage Obligations &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,731,262</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,206</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,419,005</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,150,267</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Interest Only Collateralized Mortgage Obligations &#151; 1.2%</B></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Fannie Mae Mortgage-Backed Securities, Series 2012-M9, Class X1, 4.03%, 12/25/17 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18,874</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,668,295</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series K042, 1.06%, 12/25/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">35,089</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,949,928</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series K707, 1.55%, 12/25/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">42,301</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,163,843</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series K710, 1.78%, 5/25/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13,167</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">841,178</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,623,244</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Mortgage-Backed Securities &#151; 3.2%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Fannie Mae 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,811</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,268,529</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,637</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,942,675</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Freddie Mac Mortgage-Backed Securities, 4.50%, 4/01/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,981</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,618,670</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">20,829,874</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: 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 U.S. Government Sponsored Agency<BR>
Securities &#151; 5.3%</B></DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">34,603,385</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Other Interests
(k)</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Beneficial<BR>Interest&nbsp;<BR>(000)&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Auto Components &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,750</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Construction Materials &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,750</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" 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>Preferred Securities</B></DIV></FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>Capital Trusts</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Par<BR> (000)</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Banks &#151; 2.7%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bank of America Corp., Series V, 5.13% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,470</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,417,950</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Citigroup, Inc., 5.95% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,370</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,387,125</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">JPMorgan Chase &amp; Co., Series U, 6.13% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,690</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,927,495</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">JPMorgan Chase &amp; Co., Series V, 5.00% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,951,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Wells Fargo &amp; Co., Series S, 5.90% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,126,540</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;17,810,360</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Credit Suisse Group AG, 6.25% (b)(c)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,445</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,431,851</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">The Goldman Sachs Group, Inc., Series L, 5.70% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,920</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,982,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Morgan Stanley, Series H, 5.45% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,426</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,459,154</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,873,405</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#151; 1.9%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bank of America 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Series U, 5.20% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,206,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Citigroup, Inc., 5.90% (b)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,018,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,450</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,621,245</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Societe Generale SA, 6.00% (b)(c)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,825</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,584,329</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,430,574</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Insurance &#151; 2.8%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,180,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">AXA SA, 6.46% (b)(c)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,625</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,735,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,850,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Liberty Mutual 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.00%, 3/07/67 (b)(c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,575</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,604,531</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">7.80%, 3/07/87 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,800,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Swiss Re Capital I LP, 6.85% (b)(c)(f)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,148,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,631,250</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">17,949,781</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 8.2%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">53,064,120</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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>Preferred Stocks</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares</B></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Capital Markets &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">The Goldman Sachs Group, Inc., Series J, 5.50% (b)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">202,526</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,050,998</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">SCE Trust III, 5.75% (b)(i)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">21,200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">593,600</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">&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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,644,598</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Consumer Finance &#151; 0.0%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Ally Financial, Inc., Series A, 8.50% (b)(i)</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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,657</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">229,757</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#151; 0.5%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">120,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,254,400</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="14" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Telecommunication Services &#151; 0.1%</B></DIV>

 </FONT> <FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"> </FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">Orange SA, 4.00% (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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">200,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">243,600</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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; 1.5%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,372,355</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


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<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">See Notes to Financial Statements.<BR></FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">42</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>

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<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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> <!-- 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Trust
Preferreds</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Diversified Financial Services &#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>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">105,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,743,203</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; 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; 10.1%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">65,179,678</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Warrants</B></DIV></FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Software &#151; 0.0%</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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">16,542</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Long-Term Investments<BR> (Cost &#151; $919,176,254) &#151; 141.6%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">919,340,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Short-Term
Securities</B></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="16" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD> </TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.05% (m)(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 COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,278,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,278,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; 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; $1,278,380) &#151; 0.2%</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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,278,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; 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; $44,978) &#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 COLSPAN="3" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="8" STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Investments<BR>
(Cost &#151; $920,499,612) &#151; 141.8%</B></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">920,618,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Liabilities in Excess of<BR>
Other Assets &#151; (41.8)%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(271,050,354</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><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>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">649,568,026</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" -->
</DIV><BR STYLE="clear: both"><BR STYLE="clear: both">




<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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-color: Black; border-bottom-style: solid; border-bottom-width: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Notes to Schedule of Investments</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(a)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Non-income producing security.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(b)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(c)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(d)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">When-issued security. Unsettled when-issued transactions were as follows:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unrealized<BR> Appreciation/<BR>
(Depreciation)</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">963,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bank of America N.A. </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,516,230</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(6,063</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Barclays Bank PLC </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,536,922</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(5,245</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,210,874</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">24,319</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">292,175</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,625</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Deutsche Bank AG </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,318,861</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,469</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">J.P. Morgan Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">482,394</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">394</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Merrill Lynch International </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">380,334</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,738</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Morgan Stanley &amp; Co. LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,420,973</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,410</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD 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">RBC Capital Markets, 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="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,925,325</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">19,350</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(e)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Zero-coupon bond.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(f)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(g)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(h)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Convertible security.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(i)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Security is perpetual in nature and has no stated maturity date.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(j)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(k)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(l)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 of the warrants, if any.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(m)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">During the six months ended February 28, 2015, investments in issuers considered to be an affiliate of the Fund for purposes of
Section 2(a)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Affiliate</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares<BR> Held at<BR> August 31,
2014</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Net<BR> Activity</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Shares<BR> Held at<BR> February 28,
2015</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Income</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left; width: 70%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,390,390</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(6,112,010</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,278,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 20%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,302</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(n)</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </DIV><BR STYLE="clear: both"><BR STYLE="clear: both">

<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_04-63073-blw PAGE POSITION: 13 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_04-63073-blw PAGE POSITION: 14 -->
<DIV STYLE="text-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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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" STYLE="width: 100%; font-size: 8pt"></TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, reverse repurchase agreements outstanding were as follows:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 100%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Interest<BR> Rate</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Trade<BR> Date</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Maturity<BR> Date<SUP>1</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Face Value</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Face Value<BR> Including<BR> Accrued<BR>
Interest</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.35%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/28/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,109,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;3,120,063</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.35%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/28/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,202,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,213,394</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.38%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">3/10/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,339,571</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,363,394</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">500,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">502,658</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">611,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">614,238</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,633,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,641,655</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">278,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">279,473</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">960,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">965,088</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">502,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">504,661</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,244,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,249,743</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,125,643</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,130,734</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/13/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">933,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">937,541</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/13/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,049,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,054,105</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.35%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/13/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,693,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,697,806</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.45%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/13/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">811,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">813,960</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">(0.50)%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/13/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">980,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">976,026</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/13/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,326,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,336,377</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/13/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">788,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">791,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.40%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/14/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,311,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,321,706</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5/27/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">700,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">703,243</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">(1.75)%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">6/25/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">518,870</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">512,590</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">7/2/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,288,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,293,195</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">7/11/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">411,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">413,482</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">7/15/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,208,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,212,611</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">7/23/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,410,417</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,418,555</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.59%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">8/12/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">855,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">857,817</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.59%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">8/12/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">643,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">645,118</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,227,506</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,230,619</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,164,425</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,172,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,386,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,394,838</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,793,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,800,835</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,269,975</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,275,732</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,108,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,116,634</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,991,199</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,998,785</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,378,880</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,384,913</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/16/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,669,040</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,676,424</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,242,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,245,415</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.44%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,061,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,063,140</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,278,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,281,222</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,239,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,242,407</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">489,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">490,345</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">942,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">944,590</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">869,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">871,390</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,175,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,178,231</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">941,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">943,588</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">657,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">658,807</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">833,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">835,291</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">658,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">659,810</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">877,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">879,412</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">716,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">717,969</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">629,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">630,730</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/18/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">620,940</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">622,779</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.34%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">598,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">599,321</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.34%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">967,725</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">969,215</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.34%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">349,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350,836</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">693,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">695,040</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">576,850</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">578,548</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">548,250</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">549,864</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,873,585</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,878,165</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,447,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,451,339</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">834,063</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">836,101</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">905,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">907,663</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">796,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">798,748</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">820,124</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">822,128</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,019,323</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,022,041</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<!-- agabop mode="frill" last-style="table" -->
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_04-63073-blw PAGE POSITION: 14 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_04-63073-blw PAGE POSITION: 15 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="table" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, reverse repurchase agreements outstanding were as follows (continued):</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 100%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Interest<BR> Rate</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Trade<BR> Date</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Maturity<BR> Date<SUP>1</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Face Value</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Face Value<BR> Including<BR> Accrued<BR>
Interest</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">908,040</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">910,461</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">891,053</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">893,429</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">935,588</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">938,082</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">856,069</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">858,352</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">833,565</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">835,973</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.48%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,610,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,615,568</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,400,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,409,778</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,027,575</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,034,303</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/22/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,071,094</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,080,141</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10/2/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,437,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,439,994</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10/2/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,284,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,287,210</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10/2/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">739,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">740,848</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10/2/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,316,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,319,290</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10/2/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">729,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">730,823</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10/2/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,176,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,178,940</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10/2/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,019,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,021,547</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.59%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10/30/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">617,865</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">619,121</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">11/5/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,598,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,601,089</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.34%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">11/7/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,278,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,285,836</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">11/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">445,950</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">446,787</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.35%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">11/25/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,557,268</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,558,721</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">11/25/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">512,775</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">513,527</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">11/25/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">516,313</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">517,070</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.35%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">11/28/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">603,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">603,545</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/3/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">349,594</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">350,064</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/3/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">501,830</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">502,505</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/3/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">587,813</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">588,603</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.34%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/3/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305,020</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">305,274</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.34%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/3/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">315,180</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">315,442</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.45%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/3/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">330,225</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">330,588</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.64%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/4/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">564,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">564,872</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.64%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/4/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">595,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">595,920</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.64%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/4/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">745,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">746,152</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/4/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,509,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,511,821</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,878,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,880,353</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,160,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,162,706</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,025,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,027,537</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,800,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,802,255</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,035,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,037,549</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,700,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,702,130</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,580,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,581,979</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/9/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,865,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,867,336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/10/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">678,902</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">679,895</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/15/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,652,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,654,667</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">295,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">295,364</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,344,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,345,658</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,211,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,212,494</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">799,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">799,985</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">787,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">787,971</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,273,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,274,570</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,416,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,417,746</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">729,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">729,899</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,025,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,026,264</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">702,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">702,866</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">395,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">395,487</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">611,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">611,754</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,968,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,970,427</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">693,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">693,855</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">694,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">694,856</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">768,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">768,947</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">819,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">820,010</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,211,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,212,494</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">763,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">763,941</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">649,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">649,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">344,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">344,424</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </DIV><BR STYLE="clear: both"><BR STYLE="clear: both">

<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_04-63073-blw PAGE POSITION: 15 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_04-63073-blw PAGE POSITION: 16 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="table" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, reverse repurchase agreements outstanding were as follows (continued):</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 100%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Interest<BR> Rate</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Trade<BR> Date</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Maturity<BR> Date<SUP>1</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Face Value</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Face Value<BR> Including<BR> Accrued<BR>
Interest</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,181,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;1,182,457</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">193,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">193,238</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,503,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,504,854</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">401,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">401,495</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,001,233</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">947,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">948,168</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">391,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">391,482</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">456,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">456,562</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,021,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,022,259</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">913,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">914,126</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,474,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,475,818</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,025,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,026,264</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">138,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">138,170</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">574,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">574,708</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,582,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,583,951</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,291,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,292,592</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">384,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">384,474</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,173,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,174,447</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">397,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">397,490</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">521,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">521,643</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">79,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">79,097</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">819,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">820,010</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">868,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">869,071</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,093,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,094,348</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">797,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">797,983</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">967,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">968,193</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">993,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">994,225</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">721,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">721,889</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">465,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">465,574</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,346,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,347,660</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,479,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,480,824</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">473,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">473,583</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">450,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">450,555</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,549,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,550,910</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">122,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">122,150</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">828,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">829,021</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">488,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">488,602</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">944,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">945,164</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">765,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">765,944</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">541,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">541,667</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">713,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">713,879</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">569,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">569,702</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/17/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,483,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,484,829</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/18/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">370,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">370,450</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/18/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">462,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">462,562</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/18/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">760,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">760,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.40%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/18/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,857,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,859,818</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/18/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,234,955</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,236,207</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/18/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">419,738</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">420,206</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/18/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">600,838</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">601,508</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,929,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,933,743</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,025,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,027,420</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,199,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,199,959</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,426,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,427,426</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">979,200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">980,375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,036,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,038,169</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,050,975</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,052,236</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">845,813</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">846,827</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">855,221</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">856,333</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,031,835</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,033,176</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,676,111</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,678,290</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.50%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/19/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,309,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,310,309</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<!-- agabop mode="frill" last-style="table" -->
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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_04-63073-blw PAGE POSITION: 17 -->
<DIV STYLE="text-align: left">
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<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, reverse repurchase agreements outstanding were as follows (concluded):</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 100%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Interest<BR> Rate</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Trade<BR> Date</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Maturity<BR> Date<SUP>1</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Face<BR> Value</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Face Value<BR> Including<BR>
Accrued<BR> Interest</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1/6/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">427,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">427,384</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1/13/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,523,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,524,193</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1/15/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,171,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,171,878</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1/26/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">354,848</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">355,049</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/4/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">495,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">495,206</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/4/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,260,850</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,261,375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/6/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">959,669</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">960,006</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/11/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">642,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">642,193</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Morgan Stanley &amp; Co. LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.22%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/18/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">3/18/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">20,134,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">20,134,639</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/23/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">560,057</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">560,108</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/23/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">701,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">701,064</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/23/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">680,432</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">680,494</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/23/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">168,558</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">168,574</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/23/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">342,791</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">342,822</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/23/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">161,738</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">161,753</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/23/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">214,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">214,520</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,864,800</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,864,914</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,633,631</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,633,731</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">955,966</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">956,025</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">852,840</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">852,892</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">740,631</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">740,677</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">790,935</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">790,983</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">832,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">832,105</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">721,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">721,048</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">986,790</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">986,861</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.65%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">856,163</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">856,224</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">(1.00)%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">328,440</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">328,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">655,785</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">655,825</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">712,215</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">712,259</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">742,646</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">742,692</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">669,818</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">669,858</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.55%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/25/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">670,766</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">670,807</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/26/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,121,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,121,056</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">(2.00)%</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/26/15</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">326,525</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">326,471</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Deutsche Bank Securities, 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 COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">0.60%</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2/27/15</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Open</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">687,206</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">687,234</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Total</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">278,245,466</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">278,720,582</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&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</SUP></TD>
<TD> Certain agreements have no stated maturity and can be terminated by either party at any time. </TD></TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, financial futures contracts outstanding were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 10%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Contracts<BR> Long/Short</B></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Issue</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Exchange</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Expiration</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Notional<BR>
Value</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unrealized<BR> Appreciation<BR>
(Depreciation)</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">(62)</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">5-Year U.S. Treasury Note</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Chicago Board of Trade</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">June 2015</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">USD</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,395,438</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(8,161</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">(137)</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">10-Year U.S. Treasury Note</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Chicago Board of Trade</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">June 2015</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">USD</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">17,508,172</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(29,043</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">(116)</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Long U.S. Treasury Bond</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Chicago Board of Trade</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">June 2015</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">USD</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18,773,875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(102,021</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">82</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 STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Ultra Long U.S. Treasury Bond</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">June 2015</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">USD</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13,799,063</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">117,889</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(21,336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>


</TABLE>
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<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>

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    <TD STYLE="text-align: right; width: 50%">&nbsp;</TD></TR>

</TABLE></DIV>
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<DIV STYLE="text-align: left">
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<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 12pt">
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<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, forward foreign currency contracts outstanding were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 COLSPAN="8" NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Currency
Purchased</B></FONT></TD>
     <TD COLSPAN="8" STYLE="border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Currency Sold</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Settlement<BR> Date</B></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unrealized<BR> Appreciation<BR>
(Depreciation)</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">170,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">192,475</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">State Street Bank and Trust Co.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(2,128</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">318,638</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Citibank N.A.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,375</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,258,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,908,756</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Toronto Dominion Bank</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">32,754</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,262,870</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">CAD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,511,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS AG</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">55,022</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">115,941</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">101,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,852</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">478,274</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">419,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,123</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">108,684</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">97,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">74</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">21,343,230</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18,495,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Citibank N.A.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">634,520</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">171,470</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">151,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Goldman Sachs &amp; Co.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,396</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">118,571</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">104,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Royal Bank of Scotland PLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,123</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">254,601</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">225,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">UBS AG</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,670</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">30,650,886</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">20,206,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">4/21/15</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(533,656</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Total</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">208,125</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, OTC options purchased were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Description</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Put/<BR> Call</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Strike<BR> Price</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Expiration<BR> Date</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Contracts</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Marsico Parent Superholdco LLC</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="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Goldman Sachs &amp; Co.</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Call</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942.86</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">12/14/19</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">46</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&#151;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"></DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, centrally cleared interest rate swaps outstanding were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 10%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Fixed<BR>Rate</B></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating<BR> Rate</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Clearinghouse</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Expiration<BR> Date</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Notional<BR> Amount<BR>
(000)</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unrealized<BR> Appreciation<BR>
(Depreciation)</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV>2.54%<BR></DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">3-month LIBOR</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Chicago Mercantile</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/04/24</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">737,007</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2.60%<BR></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 STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Chicago Mercantile</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/04/24</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(740,932</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(3,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, OTC credit default swaps &#151; buy protection outstanding were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP 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 NOWRAP STYLE="border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Pay<BR> Fixed<BR> Rate</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Expiration<BR> Date</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Notional<BR> Amount<BR>
(000)</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Value</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Premiums<BR> Paid</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP COLSPAN="10" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unrealized<BR> Depreciation</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Westpac Banking Corp.</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1.00%</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/20/17</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">$&nbsp;&nbsp;(9)</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right">8</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(17</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Australia &amp; New Zealand Banking Group Ltd.</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 NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1.00%</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">9/20/17</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">USD &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">&nbsp;&nbsp;(10)</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">8</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(18</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px"><B>Total</B></DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="border-bottom: Black 2px solid; text-align: left">$(19)</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;$</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">16</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: center">&nbsp;$<FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(35</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, OTC interest rate swaps outstanding were as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Fixed<BR> Rate</B></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating<BR> Rate</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Counterparty/<BR>Clearinghouse</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Expiration<BR> Date</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Notional<BR> Amount<BR>
(000)</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Market<BR> Value</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP COLSPAN="2" STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Premiums<BR> Received</B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP COLSPAN="2" STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unrealized<BR>
Depreciation</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD NOWRAP STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">11.15%</DIV></FONT></TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1-Day BROIS</DIV></FONT></TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">1/04/16</DIV></FONT></TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BRL&nbsp;&nbsp;56,933</DIV></FONT></TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; text-align: center; border-bottom: Black 1pt solid">
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">$(310,158)</FONT></TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; text-align: center; border-bottom: Black 1pt solid">$</TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right">(593)</TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="padding-bottom: 1pt; text-align: right; border-bottom: Black 1pt solid">$</TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(309,565)&nbsp;</FONT><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;&nbsp;</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="text-align: left; width: 98%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 subclassifications for reporting ease.</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;&nbsp;</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="text-align: left; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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. 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. 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. The three levels of the fair value hierarchy are as follows:</DIV></FONT></TD>


</TABLE>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;&nbsp;</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="text-align: left; width: 96%; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Level 1 &#151; unadjusted quoted prices in active markets/exchanges for identical assets or liabilities that the Fund has the ability
to access</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;&nbsp;</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="text-align: left; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#149;&nbsp;</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="text-align: left; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">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%">48</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>

</TABLE></DIV>
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</TABLE></DIV>
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    <TD STYLE="text-align: right; width: 50%">&nbsp;</TD></TR>

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<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="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" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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. For information about the Fund&#146;s policy regarding valuation of investments and derivative financial
instruments, refer to Note 2 of the Notes to Financial Statements.</DIV></FONT></TD>
</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 STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">As of February 28, 2015, the following tables summarize the Fund&#146;s investments and derivative financial instruments categorized
in the disclosure hierarchy:</DIV></FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 3</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Total</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Investments:<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Long-Term Investments:<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Asset-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">85,777,260</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">15,455,887</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">101,233,147</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,543,742</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">822,736</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">565,124</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,931,602</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">338,101,367</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,966,799</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">347,068,166</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">256,723,451</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">21,643,184</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">278,366,635</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Foreign Agency Obligations</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,849,569</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,849,569</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Non-Agency Mortgage-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">73,776,126</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,937,125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">80,713,251</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Other Interests </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Preferred Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11,871,958</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">51,676,995</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">63,548,953</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">U.S. Government Sponsored Agency Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">34,603,385</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">34,603,385</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Warrants </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">16,542</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">16,542</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Money Market Funds</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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,278,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,278,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;15,694,080</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;851,330,889</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;53,593,411</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;920,618,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 3</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Total</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Derivative Financial Instruments<SUP>1<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Interest rate contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">117,889</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">737,007</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">854,896</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">743,909</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">743,909</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities:<BR></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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Interest rate contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(139,225</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;(1,050,497</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;(1,189,722</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Credit rate contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(35</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(35</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(535,784</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(535,784</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;(21,336</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(105,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(126,736</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left; margin-top: 9pt; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP>&nbsp;Derivative
financial instruments are swaps, financial futures contracts and forward foreign currency exchange contracts, which are valued
at the unrealized appreciation/depreciation on the instrument.</FONT></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 4px; text-align: left"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 February 28, 2015, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</DIV></FONT></TD>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 60%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 1</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 3</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Total</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Cash</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,186,592</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,186,592</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Cash pledged for financial futures contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">469,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">469,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Cash pledged as collateral for reverse repurchase agreements</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">600,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">600,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Cash pledged as collateral for OTC derivatives</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">90,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">90,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Cash pledged for centrally cleared swaps</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Foreign currency at value</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">19,657</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">19,657</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities:<BR></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></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Reverse repurchase agreements </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(278,720,582</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(278,720,582</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Cash received as collateral for reverse repurchase agreements</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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(198,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(198,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 60%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;2,375,749</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(278,918,582</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(276,542,833</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>


</TABLE>
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<P STYLE="text-align: left">

<DIV STYLE="text-align: left; font-size: 8pt"><FONT STYLE="font-size: 8pt">See
                                         Notes to Financial Statements.</FONT></DIV>

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></DIV>

<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT><BR></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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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"><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_04-63073-blw PAGE POSITION: 20 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="table" -->
<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Schedule of Investments (concluded)</FONT><FONT STYLE="color: gray; 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 STYLE="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" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right; width: 2%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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>
</TR>

</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="width: 30%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Common<BR> Stocks</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Asset-Backed<BR>
Securities</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate<BR> Bonds</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating Rate<BR> Loan
Interests</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Non-Agency<BR>Mortgage-<BR>Backed<BR>Securities</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Other<BR> Interests</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Unfunded<BR> Floating Rate<BR> Loan
Interests<BR> (Liabilities)</B></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; padding-left: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Warrants</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Total</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;</TD>
<TD STYLE="padding-right: 12pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Opening Balance, as of August 31, 2014 </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,748,166</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14,418,405</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,907,388</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">33,197,391</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">&#151;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right; padding-right: 3pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">&nbsp;&nbsp;$59,279,925</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5,568,235</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">$14,419</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right; padding-right: 3pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">5,582,654</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(10,116,243</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(14,142,897</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">&#151;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">(24,259,140)</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(41,233</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(464</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">23,665</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">915</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">&#151;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">(17,117)</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net
realized gain</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(413,707</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(3,036,848</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">30,133</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">&#151;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">(3,420,423)</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net
change in unrealized appreciation/<BR>depreciation</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(2,183,041</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">451,169</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,973,382</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(379,501</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">33,293</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">175</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">2,123</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right; padding-right: 3pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">897,600</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Purchases </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12,120,799</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">495,529</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,501,575</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,902,917</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">&#151;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right; padding-right: 3pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">23,020,820</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Sales</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 STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(963,303</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(372,188</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(6,155,417</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">&#151;</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">(7,490,908)</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Closing Balance, as of<BR> February 28, 2015 </B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">565,124</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">15,455,887</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,966,799</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">21,643,184</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,937,125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8,750</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">$16,542</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid; text-align: right; padding-right: 3pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">$53,593,411</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 30%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net
change in unrealized appreciation/depreciation on investments still held at February 28, 2015<SUP>4</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(2,183,041</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">455,869</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(435,653</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(430,583</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">33,293</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; width: 10%"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; padding-right: 12pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">$2,123</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">$(2,557,992)</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;</TD>


</TABLE>
<P STYLE="text-align: left"><DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt"><SUP>1 </SUP>As of August 31, 2014, the Fund used observable
                inputs in determining the value of certain investments. As of February 28, 2015, 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 $5,582,654 transferred from Level 2 to Level 3 in the disclosure hierarchy.</FONT></DIV></P>
<P STYLE="text-align: left"><DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt"><SUP>2 </SUP>As of August 31, 2014, the Fund used significant
                unobservable inputs in determining the value of certain investments. As of February 28, 2015, the Fund used observable
                inputs in determining the value of the same investments. As a result, investments with a beginning of period value
                of $24,259,140 transferred from Level 3 to Level 2 in the disclosure hierarchy.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt"><SUP>3
                                         </SUP>Included in the related net change in unrealized appreciation/depreciation in the
                                         Consolidated Statements of Operations.</FONT></DIV></P>
<P STYLE="text-align: left"><DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt"><SUP>4 </SUP>Any difference between Net change in unrealized
                appreciation/depreciation and Net change in unrealized appreciation/depreciation on investments still held at
                February 28, 2015 is generally due to investments no longer held or categorized as Level 3 at period end.</FONT></DIV></P>

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<DIV STYLE="text-align: left"><FONT STYLE="font-size: 8pt">See Notes to Financial Statements.<BR></FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">50</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>

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     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>February 28, 2015
(Unaudited)<BR></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Defined<BR>
Opportunity<BR> Credit Trust<BR> (BHL)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)<SUP>1</SUP></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Limited<BR> Duration<BR>
Income Trust<BR> (BLW)<SUP>1</SUP></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Assets</B><BR></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">181,616,611</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">805,139,034</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">919,340,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,278,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cash </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">99,981</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,119,964</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,186,592</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">469,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Investments sold receivable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,453,293</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">10,681,703</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">11,845,366</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">600,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Interest receivable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,029,697</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4,563,142</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">9,274,118</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Swaps receivable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,827,734</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">148,623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">743,909</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,102</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,192</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">19,657</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">45,109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">90,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dividends receivable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,696</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Principal paydowns receivable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">735</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Swap premiums paid </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cash pledged for centrally cleared swaps </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">10,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Deferred offering costs </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16,873</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18,165</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Prepaid expenses </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,942</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,945</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,685</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Other assets </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">269,432</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total assets </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">185,215,668</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">823,684,476</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">947,036,094</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Liabilities</B><BR></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Bank borrowings payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">52,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">231,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Reverse repurchase agreements </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">278,720,582</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Investments purchased payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5,912,195</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">27,649,265</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14,770,319</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Swaps payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,827,799</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">137,069</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">455,019</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">386,139</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,431</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">60,728</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">535,784</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,514</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">10,772</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">352,319</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">309,600</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Income dividends payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">77,967</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">125,024</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">91,109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Interest expense payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">38,190</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">167,451</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">198,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">29,276</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Variation margin payable on centrally cleared swaps </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,135</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Swap premiums received </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">593</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Offering costs payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">10,007</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,486</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">113,331</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">253,770</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">232,927</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total liabilities </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">58,296,697</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">259,732,036</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">297,468,068</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">126,918,971</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">563,952,440</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">649,568,026</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Net Assets Consist of</B><BR></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Paid-in capital<SUP>5,6,7</SUP> </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">128,319,712</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">660,033,945</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">703,327,827</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Distributions in excess of net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(86,327</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(674,343</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3,396,935</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Accumulated net realized loss </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(408,152</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(85,588,374</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(50,589,792</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(906,262</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(9,818,788</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">226,926</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">126,918,971</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">563,952,440</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">649,568,026</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.03</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.15</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.55</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; padding-top: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 25px; text-indent: -10px"><SUP>1</SUP>&nbsp;&nbsp;Consolidated Statement of Assets and Liabilities<BR></DIV></FONT></TD>
     <TD STYLE="padding-top: 3pt">&nbsp;</TD>
     <TD STYLE="padding-top: 3pt">&nbsp;</TD>
     <TD STYLE="padding-top: 3pt">&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 3pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 25px; text-indent: -10px"><SUP>2</SUP>&nbsp;&nbsp;Investments at cost &#151; unaffiliated </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;182,519,416</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;815,045,713</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;919,221,232</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,278,380</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 25px; text-indent: -10px"><SUP>4</SUP>&nbsp;&nbsp;Foreign currency at cost </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,170</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,196</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">19,623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 25px; text-indent: -10px"><SUP>5</SUP>&nbsp;&nbsp;Par value per share </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.001</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.001</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 25px; text-indent: -10px"><SUP>6</SUP>&nbsp;&nbsp;Shares outstanding </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">9,044,041</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">37,232,488</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">37,003,854</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 25px; text-indent: -10px"><SUP>7</SUP>&nbsp;&nbsp;Shares authorized </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">unlimited</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">200 million</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">unlimited</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>


</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_05-63073-financials PAGE POSITION: 1 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_05-63073-financials PAGE POSITION: 2 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Statements of Operations </FONT><FONT STYLE="color: gray; 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 STYLE="color: gray"><BR></FONT></B></TD></TR>

</TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months Ended February 28, 2015
(Unaudited)<BR></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Defined<BR>
Opportunity<BR> Credit Trust<BR> (BHL)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)<SUP>1</SUP></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Limited<BR> Duration<BR>
Income Trust<BR> (BLW)<SUP>1</SUP></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Investment Income</B><BR></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Interest </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4,407,091</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">19,430,864</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">25,016,227</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dividends &#151; unaffiliated </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">34,993</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">152,649</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">413,875</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Dividends &#151; affiliated </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">142</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">144</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,302</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total income </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4,442,226</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">19,583,657</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">25,431,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Expenses</B><BR></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Investment advisory </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">891,891</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,954,158</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,553,119</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Custodian </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">38,567</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">120,385</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">91,962</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Professional </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">56,091</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">61,537</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">97,998</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Accounting services </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,548</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">50,326</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">46,526</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Offering </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">51,761</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">55,725</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Transfer agent </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13,009</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">31,677</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">37,997</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Officer and Directors </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5,772</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">25,161</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">32,770</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Printing </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,674</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">11,792</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13,048</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Registration </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7,017</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,433</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Miscellaneous </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">30,920</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">51,503</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,047,408</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,344,734</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,987,081</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Interest expense </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">242,477</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,074,203</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">716,387</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Income tax</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4,878</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total expenses </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,289,885</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4,423,815</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,703,468</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(133</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(178</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2,027</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,289,752</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4,423,637</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,701,441</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,152,474</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,160,020</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">21,729,963</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Realized
                                         and Unrealized Gain (Loss)</B><BR></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net realized gain (loss) from: </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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Investments </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(688,453</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4,002,462</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(7,582,951</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Financial futures contracts </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,801,111</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Foreign currency transactions </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">276,813</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,296,164</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">8,018,051</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Options written </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">93,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Swaps </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(18,449</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">&nbsp;</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(411,640</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2,706,298</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,290,960</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Investments </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,104,006</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(5,600,249</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(12,525,932</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Financial futures contracts </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">72,226</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Foreign currency translations </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(82,584</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(238,324</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,818,176</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Options written </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(11,948</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Swaps </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(291,389</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,227</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">27,493</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,520</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">&nbsp;</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,180,363</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(5,811,080</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(14,572,699</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net realized and unrealized loss </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,592,003</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(8,517,378</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(15,863,659</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;1,560,471</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;6,642,642</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;5,866,304</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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 STYLE="text-align: left">
<!-- agabop mode="main" last-style="finhi_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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Statements of Changes in Net Assets </FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">BlackRock Defined
Opportunity Credit Trust (BHL)<BR></FONT></B></TD></TR>

</TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months<BR> Ended February
28,</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Year Ended<BR> August
31,</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Increase (Decrease) in Net
Assets:<BR></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2015 (Unaudited)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2014</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Operations</B><BR></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,152,474</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,953,558</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(411,640</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,555,241</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,180,363</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,214,434</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,560,471</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7,294,365</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Distributions
                                         to Shareholders From<SUP>1</SUP></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3,705,740</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(7,542,730</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net realized gain</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,286,571</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Decrease in net assets resulting from distributions to shareholders</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4,992,311</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(7,542,730</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Net
                                         Assets<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total decrease in net assets </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3,431,840</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(248,365</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Beginning of period </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">130,350,811</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">130,599,176</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">End of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;126,918,971</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;130,350,811</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Undistributed (distributions in excess of) net investment income, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(86,327</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">466,939</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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">Distributions for annual periods determined in accordance with
federal income tax regulations.</FONT></TD>
</TR>


</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_05-63073-financials PAGE POSITION: 3 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_05-63073-financials PAGE POSITION: 4 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 12pt">
<TR>
<TD NOWRAP STYLE="width: 63%"></TD>
<TD NOWRAP STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Statements of Changes in Net Assets </FONT><FONT STYLE="color: gray; font-size: 10pt"></FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt; color: gray"><B>BlackRock
Floating Rate Income Strategies Fund, Inc. (FRA)<BR></B></FONT></TD></TR>

</TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months<BR> Ended February
28,</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Year Ended<BR> August
31,</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Increase (Decrease) in Net
Assets:<BR></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2015 (Unaudited)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2014</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Operations<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,160,020</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">32,487,698</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2,706,298</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">606,314</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(5,811,080</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">771,265</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,642,642</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">33,865,277</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Distributions
                                         to Shareholders From<SUP>1</SUP><BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(15,153,623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(33,203,943</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Net
                                         Assets<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(8,510,981</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">661,334</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Beginning of period </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">572,463,421</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">571,802,087</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">End of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;563,952,440</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;572,463,421</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Distributions in excess of net investment income, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(674,343</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(680,740</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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">Distributions for annual periods determined in accordance with
federal income tax regulations.</FONT></TD>
</TR>


</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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"><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_05-63073-financials PAGE POSITION: 5 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="finhi_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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Statements of Changes in Net Assets </FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">BlackRock Limited Duration Income Trust (BLW)<BR></FONT></B></TD></TR>

</TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months Ended<BR> February
28,</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Year Ended<BR> August
31,</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Increase (Decrease) in Net
Assets:<BR></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2015 (Unaudited)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2014</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Operations<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">21,729,963</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">46,667,443</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,290,960</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4,294,232</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(14,572,699</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14,593,852</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5,866,304</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">65,555,527</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Distributions
                                         to Shareholders From<SUP>1</SUP><BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(25,680,675</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(45,292,717</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Net
                                         Assets<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(19,814,371</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">20,262,810</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Beginning of period </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">669,382,397</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">649,119,587</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">End of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;649,568,026</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;669,382,397</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Undistributed (distributions in excess of) net investment income, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3,396,935</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">553,777</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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">Distributions for annual periods determined in accordance with
federal income tax regulations.</FONT></TD>
</TR>


</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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_05-63073-financials PAGE POSITION: 5 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_05-63073-financials PAGE POSITION: 6 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Statements of Cash Flows </FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">&nbsp;<BR></FONT></B></TD></TR>

</TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months Ended February 28, 2015
(Unaudited)<BR></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Defined<BR>
Opportunity<BR> Credit Trust<BR> (BHL)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BlackRock<BR> Limited<BR> Duration<BR>
Income Trust<BR> (BLW)</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Cash
                                         Provided by Operating Activities<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,560,471</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,642,642</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5,866,304</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Adjustments to reconcile net increase in net assets<BR> 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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4,764</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(146,167</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">556,771</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Increase in swaps receivable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,245,742</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">(Increase) decrease in other assets </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">38,072</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(17,838</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,181</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3,562</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4,715</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Decrease in cash pledged for financial futures contracts </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">186,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Decrease in cash pledged as collateral for OTC derivatives </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">400,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Increase in cash pledged as collateral for reverse repurchase agreements </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(592,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Increase in cash received for reverse repurchase agreements </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(304,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Decrease in investment advisory fees payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(16,059</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(52,111</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(63,975</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Decrease in interest expense and fees payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(987</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(7,593</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(184,054</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Decrease in other accrued expenses payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(15,848</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(95,194</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(29,779</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">21,120</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Increase in variation margin payable on centrally cleared swaps </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,135</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,263,852</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(279</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 30px; text-indent: -10px">Increase (decrease) in Officer&#146;s and Directors&#146; fees payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(354</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16,717</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net realized loss on investments and options written </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">690,515</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,993,779</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">9,121,400</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net unrealized 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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,180,363</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5,811,080</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14,644,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(154,587</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(640,292</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">608,542</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">34,040,314</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">148,755,225</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">188,043,486</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(32,662,955</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(145,764,172</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(183,537,385</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net proceeds from sales of short-term securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,958,501</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,456,864</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,112,010</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Premiums paid on closing options written </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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(93,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7,977,138</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">21,988,217</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">40,365,073</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Cash
                                         Used for Financing Activities<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(14,985,090</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">22,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">78,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Payments for bank borrowings </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(25,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(82,000,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cash payments for offering costs </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(75,129</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(75,129</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cash dividends paid to Common Shareholders </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4,986,497</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(15,150,512</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(25,680,972</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">51,761</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">55,725</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(7,986,497</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(19,173,880</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(40,685,466</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Cash
                                         Impact from Foreign Exchange Fluctuations<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">320</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16,533</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Cash
                                         and Foreign Currency<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net increase (decrease) in cash </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(9,341</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,814,657</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(303,860</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">111,424</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">307,499</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,510,109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">102,083</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,122,156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,206,249</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" STYLE="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Supplemental
                                         Disclosure of Cash Flow Information<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Cash paid during the period for interest </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">243,464</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,081,796</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">900,441</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>


</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_05-63073-financials PAGE POSITION: 6 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_05-63073-financials PAGE POSITION: 7 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="finhi_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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Financial Highlights </FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">BlackRock Defined
Opportunity Credit Trust (BHL)<BR></FONT></B></TD></TR>

</TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months<BR> Ended<BR> February
28,<BR> 2015<BR> (Unaudited)</B></FONT></TD>
     <TD STYLE="text-align: center; width: 5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="19" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Year Ended August 31,</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="1" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2014</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2013</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2012</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2011</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2010</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Per
                                         Share Operating Performance<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net asset value, beginning of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.41</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.44</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.12</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.17</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.55</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12.53</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.35</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.77</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.87</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.85</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.86</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.85</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.18</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.03</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.30</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.90</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.45</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.87</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.17</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.80</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.17</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.75</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.41</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.72</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Distributions from:<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>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.41</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.83</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.85</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.80</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.79</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.70</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Net realized gain</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.14</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total distributions</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.55</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.83</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.85</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.80</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.79</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.70</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net asset value, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.03</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.41</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.44</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.12</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.17</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.55</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Market price, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.17</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.84</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.77</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.94</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12.65</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12.86</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total
                                         Return<SUP>3</SUP>&nbsp;&nbsp;<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; padding-right: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.51%<SUP>4</SUP></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5.98%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">8.52%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.94%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.93%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.39%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.79)%<SUP>4</SUP></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.75%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4.82%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.12%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4.17%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">23.33%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Ratios
                                         to Average Net Assets<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total expenses </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.04%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>5</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.92%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.92%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.91%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.02%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.91%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.04%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>5</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.92%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.92%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.91%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.02%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.90%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.66%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>5</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.60%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.58%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.61%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.71%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.65%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4.99%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>5</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5.31%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.04%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.24%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.10%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.40%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Supplemental
                                         Data<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net assets, end of period (000) </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;126,919</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;130,351</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;130,599</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;127,455</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;118,897</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;122,062</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Borrowings outstanding, end of period (000) </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">52,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">55,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">49,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">55,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">43,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">24,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Asset coverage, end of period per $1,000 </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,441</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,370</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,665</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,317</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,765</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,086</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Portfolio turnover rate </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">19%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">59%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">85%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">53%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">91%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">102%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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">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>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 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">Aggregate total return.</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">Annualized.</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">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" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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 STYLE="text-align: left">
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<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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Financial Highlights </FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">BlackRock Floating Rate
Income Strategies Fund, Inc. (FRA)<BR></FONT></B></TD></TR>

</TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months<BR> Ended<BR> February
28,<BR> 2015<SUP>1</SUP><BR> (Unaudited)</B></FONT></TD>
     <TD STYLE="text-align: center; width: 5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="19" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Year Ended August 31,</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="1" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2014<SUP>1</SUP></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2013<SUP>1</SUP></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2012<SUP>1</SUP></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2011</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2010</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Per
                                         Share Operating Performance<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net asset value, beginning of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.38</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.36</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.98</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.04</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.36</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12.93</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.41</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.87</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.99</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.97</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.96</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.91</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.23</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.04</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.42</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.90</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.36</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.48</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.18</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.91</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.41</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.87</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.60</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.39</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">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>
<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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.41</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.89</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1.03</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.93</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.86</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.94</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Net realized gain </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.06</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.02</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total distributions </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.41</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.89</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1.03</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.93</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.92</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.96</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net asset value, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.15</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.38</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.36</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.98</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.04</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.36</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Market price, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.83</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.26</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.96</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.20</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.33</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.61</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total
                                         Return<SUP>4</SUP>&nbsp;&nbsp;<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; padding-right: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.48%<SUP>5</SUP></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.45%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">9.68%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.91%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4.04%&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18.91%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.09)%<SUP>5</SUP></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.33%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5.28%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">21.74%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2.91)%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">27.59%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Ratios
                                         to Average Net Assets<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total expenses </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.59%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.48%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.54%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>7</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.67%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>8</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.60%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.45%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.59%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.48%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.52%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>7</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.67%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>8</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.60%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.45%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.20%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.15%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.15%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>7,9</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.35%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>8,9</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.30%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.22%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5.45%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5.65%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.49%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.67%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.44%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.43%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Supplemental
                                         Data<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net assets, end of period (000) </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;563,952</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;572,463</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;571,802</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;276,990</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;259,205</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;264,379</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Borrowings outstanding, end of period (000) </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">231,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">235,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">214,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">117,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">93,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">53,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Asset coverage, end of period per $1,000 </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,441</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,436</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,672</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,367</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,787</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5,988</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Portfolio turnover rate </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">19%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">58%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">88%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">53%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">91%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">96%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; padding-top: 6pt">
<SUP>1</SUP>
</TD>
        <TD STYLE="width: 5pt; padding-top: 6pt"></TD>
    <TD STYLE="padding-top: 6pt"><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">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 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">Aggregate total return.</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">Annualized</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">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>8</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>9</SUP>
</TD>
        <TD STYLE="width: 5pt"></TD>
    <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">For the year 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 were 1.14% and 1.26%, respectively.</FONT></TD>
</TR>


</TABLE>

<!-- agabop mode="ep" last-style="finhi_footnote" -->
<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<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_05-63073-financials PAGE POSITION: 8 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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_05-63073-financials PAGE POSITION: 9 -->
<DIV STYLE="text-align: left">
<!-- agabop mode="main" last-style="finhi_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 STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Financial Highlights </FONT><FONT STYLE="color: gray; 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 STYLE="color: gray">BlackRock Limited
Duration Income Trust (BLW)<BR></FONT></B></TD></TR>

</TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ROWSPAN="2" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months<BR> Ended<BR> February
28,<BR> 2015<SUP>1</SUP><BR> (Unaudited)</B></FONT></TD>
     <TD STYLE="text-align: center; width: 5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="19" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Year Ended August 31,</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="1" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2014<SUP>1</SUP></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2013<SUP>1</SUP></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2012<SUP>1</SUP></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2011</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2010</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Per
                                         Share Operating Performance<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net asset value, beginning of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18.09</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.54</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.38</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.52</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.79</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14.95</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.59</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.26</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.30</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.31</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.34</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.12</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.44</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.51</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.25</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.88</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.37</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.62</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.15</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.77</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.55</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.19</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.97</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.74</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Distributions from net investment income<SUP>3</SUP> </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.69</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1.22</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1.39</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1.33</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1.24</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.90</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net asset value, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.55</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18.09</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.54</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">17.38</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.52</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.79</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Market price, end of period </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15.98</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.81</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.89</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18.00</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.01</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16.76</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total
                                         Return<SUP>4</SUP><BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.32%<SUP>5</SUP></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">10.77%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">9.13%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">13.86%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5.85%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">19.00%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(0.71)%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>5</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.89%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.47%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">21.68%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2.77%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">26.04%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Ratio
                                         to Average Net Assets<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Total expenses </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.15%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.14%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.12%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.05%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.01%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.82%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.15%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.14%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.12%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.05%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1.00%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.81%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.93%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.92%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.90%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.89%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.87%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.73%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.74%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> <SUP>6</SUP>&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7.00%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7.34%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7.82%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7.75%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6.90%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom"><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" 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"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Supplemental
                                         Data<BR></B></DIV></FONT></B></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Net assets, end of period (000) </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;649,568</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;669,382</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;649,120</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;642,391</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;609,818</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;619,381</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Borrowings outstanding, end of period (000) </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">278,721</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">293,890</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">273,347</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">296,476</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">244,120</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">123,233</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Asset coverage, end of period per $1,000 </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,331</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,278</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,375</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,167</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">3,498</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,026</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Portfolio turnover rate<SUP>7</SUP> </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">20%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">57%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">71%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">54%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">106%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">248%</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; padding-top: 6pt">
<SUP>1</SUP>
</TD>
        <TD STYLE="width: 5pt; padding-top: 6pt"></TD>
    <TD STYLE="padding-top: 6pt"><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">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 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">Aggregate total return.</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">Annualized.</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">Includes mortgage dollar rolls (&#147;MDRs&#148;). Additional
information regarding portfolio turnover is as follows:</FONT></TD>
</TR>


</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-top: 12pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months<BR> Ended<BR> February
28,<BR> 2015</B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="19" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Year Ended August 31,</B><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>(Unaudited)</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2014</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2013</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2012</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2011</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>2010&nbsp;&nbsp;</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 11px; text-indent: -10px">Portfolio turnover (excluding MDRs) </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;20</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; padding-right: 8pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;57</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;113</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>

</TABLE>
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<DIV STYLE="text-align: left; margin-top: 12pt"><FONT STYLE="font-size: 8pt">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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">59<BR></TD></TR>

</TABLE></DIV>
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</TABLE></DIV>
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<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements </FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;(Unaudited)</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="color: gray"><BR></FONT></B></TD></TR>

</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>1. Organization:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The following are registered under the 1940 Act as closed-end
management investment companies and referred to herein collectively as the &#147;Funds&#148;:</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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Trust Name<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Herein<BR> Referred To As</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Organized</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Diversification<BR>
Classification</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BlackRock Defined Opportunity Credit Trust</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">BHL</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Delaware</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Diversified</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BlackRock Floating Rate Income Strategies Fund, Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">FRA</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Maryland</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Diversified</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BlackRock Limited Duration 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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">BLW</FONT></TD>
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     <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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Delaware</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Diversified</FONT></TD>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The Board 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Basis of Consolidation:</B> The accompanying consolidated
financial statements of FRA include the account of FRA Subsidiary, LLC (the &#147;Taxable Subsidiary&#148;), which is a wholly owned taxable subsidiary
of FRA. The Taxable Subsidiary enables the Fund to hold investments in an operating company and satisfy Regulated Investment Company (&#147;RIC&#148;)
tax requirements. Income earned and gains realized on the investment held by the Taxable Subsidiary are taxable to such subsidiary. A tax provision for
income, if any, is shown as income tax in the Consolidated Statement of Operations for the Fund. 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 Fund. The Fund may invest
up to 25% of its total assets in the Taxable Subsidiary. The net assets of the Taxable Subsidiary as of February 28, 2015, were $2,142,730 or 0.4% of
FRA&#146;s consolidated net assets. Intercompany accounts and transactions, if any, have been eliminated. The Taxable Subsidiary is subject to the same
investment policies and restrictions that apply to the Fund.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The accompanying consolidated financial statements of BLW include
the account of BLW Subsidiary, LLC (the &#147;BLW Taxable Subsidiary&#148;). As of December 19, 2014, the BLW Taxable Subsidiary, which was wholly
owned by the Fund, was dissolved. The BLW Taxable Subsidiary enabled the Fund to hold an investment in an operating company and satisfy Regulated
Investment Company (&#147;RIC&#148;) tax requirements. Income earned and gains realized on the investment held by the BLW Taxable Subsidiary were
taxable to such subsidiary. There was no tax provision required for income or realized gains during the period.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>2. Significant Accounting Policies:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Valuation:</B> The Funds&#146; investments are valued at fair
value as of the close of trading on the New York Stock Exchange (&#147;NYSE&#148;) (generally 4:00 p.m., Eastern time) (or if the reporting date falls
on a day the NYSE is closed, investments are valued at fair value as of the report date). 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 value 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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. To-be-announced (&#147;TBA&#148;) commitments are valued on the basis of
last available bid prices or current market quotations provided by pricing services. 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Equity investments traded on a recognized exchange are valued at
the official close price each day, if available. For equity investments traded on more than one exchange, the official close 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 NYSE. 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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 and
options on swaps (&#147;swaptions&#148;) 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 Investments&#148;). When determining the price for Fair Value Investments, the Global Valuation Committee, or its delegate,
seeks to determine the price that each Fund might reasonably expect to receive or pay from the current sale or purchase of that asset or liability 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 Investments is subsequently
reported to the Board or a committee thereof on a quarterly basis.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 Investments 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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</FONT></DIV></P>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 Trusts are 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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Distributions:</B> Distributions 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 distributions are
determined in accordance with federal income tax regulations, which may differ from U.S. GAAP.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Other:</B> Expenses directly related to a Fund are charged to
that Fund. Other operating expenses shared by several funds are prorated among those funds on the basis of relative net assets or other appropriate
methods.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>3. Securities and Other Investments:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 U.S. Treasury.</FONT></DIV></P>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 prepayments of principal, the Fund may not fully recoup its initial
investment in IOs.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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</FONT></DIV></P>
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<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">63<BR></TD></TR>

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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements (continued)</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 February 28, 2015, the Funds had no
outstanding unfunded floating rate loan interests.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Forward Commitments and When-Issued Delayed Delivery
Securities:</B> Certain 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">For the six months ended February 28, 2015, the average amount of
reverse repurchase agreements outstanding and the daily weighted average interest rate for BLW were $285,619,095 and 0.51%,
respectively.</FONT></DIV></P>
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<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>

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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Reverse repurchase transactions are entered into by the Funds
under Master Repurchase Agreements (each, an &#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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">As of February 28, 2015, 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:</FONT></DIV></P>
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<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Counterparty<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Cash<BR> Collateral<BR>
Pledged<SUP>1</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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 52.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Barclays Capital, Inc</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 3%; text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">31,941,212</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(31,941,212</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">10,695,716</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(10,695,716</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,898,857</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(12,898,857</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">74,108,164</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(74,108,164</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">67,766,214</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(67,766,214</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Morgan Stanley &amp; Co. LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">20,134,639</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(20,134,639</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="text-align: center">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="text-align: center">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">7,930,387</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(7,930,387</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">UBS Securities LLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">53,245,393</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(53,245,393</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left; padding-left: 0"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">278,720,582</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(278,720,582</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 $310,063,396 has been pledged in
connection with open reverse repurchase agreements. Excess of collateral pledged to the individual counterparty is not shown for financial reporting
purposes.</FONT></TD>
</TR>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>4. Derivative Financial Instruments:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Financial Futures Contracts:</B> The Funds invest in long
and/or short positions in financial futures contracts and options on financial futures contracts to gain exposure to, or economically hedge against,
changes in interest rates (interest rate risk), changes in the value of equity securities (equity risk) or foreign currencies (foreign currency
exchange 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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. Forward foreign currency exchange contracts, when
used by the Funds, help to manage the overall exposure to the currencies in which some of the</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">65<BR></TD></TR>

</TABLE></DIV>
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<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray"><BR></FONT></B></TD></TR>

</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">For the six months ended February 28, 2015, transactions in
options written, including swaptions, were as follows:</FONT></DIV></P>

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<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="32" NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="27" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BLW</B></B><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="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="11" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Calls</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="11" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Puts</B></B><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="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Contracts</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Premium<BR> Received</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Contracts</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Premium<BR> Received</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Outstanding options, beginning of period</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">93,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">93,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Options written</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Options exercised</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(93,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Options expired</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(93,500</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Options closed</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px">Outstanding options, end of period</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>


</TABLE>
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<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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
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<TD STYLE="text-align: left; width: 33%">66</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>

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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements (continued)</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
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</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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" STYLE="width: 100%; margin-top: 6pt">
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     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV>&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">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>
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     <TD NOWRAP STYLE="width: 2%; text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV>&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif">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. In more complex swaps, the notional principal amount may decline (or amortize) over time.</FONT></TD>
</TR>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The following is a summary of the Funds&#146; derivative financial
instruments categorized by risk exposure:</FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="19" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Fair Values of Derivative Financial Instruments as of February 28, 2015</B></FONT> </TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="text-align: center">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD COLSPAN="15" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="text-align: center">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>BHL</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD COLSPAN="5" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>FRA</B></FONT></TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>BLW</B></FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Statements of Assets</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> and Liabilities Location</B></FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Derivative</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Assets</B></FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Derivative</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Liabilities</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Derivative</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Assets</B></FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Derivative</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Liabilities</B></FONT></TD>
    <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Derivative</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Assets</B></FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Derivative</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Liabilities</B></FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="text-align: left; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Interest rate contracts </FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0px; width: 20%"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Net unrealized appreciation/depreciation<SUP>1</SUP>;</FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> Unrealized depreciation on OTC swaps; Swap premiums paid/received; Investments at value &#151; unaffiliated<SUP>2</SUP>; Options written at value</FONT></TD>
    <TD>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: right; text-indent: 0px; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;854,896</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: right; text-indent: 0px; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$1,190,315</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD NOWRAP STYLE="text-align: left; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Foreign currency exchange contracts</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Unrealized appreciation/depreciation on forward foreign currency exchange contracts</FONT></TD>
    <TD>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12,042</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">15,431</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">148,623</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">60,728</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: right; text-indent: 0px; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">743,909</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: right; text-indent: 0px; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">535,784</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="text-align: left; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit contracts</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Unrealized appreciation on OTC swaps; Swap premiums paid</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: right; text-indent: 0px; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">16</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: right; text-indent: 0px; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">35</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="text-align: left; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT><BR></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12,042</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">15,431</FONT></TD>
    <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">148,623</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">60,728</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: right; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$1,598,821</FONT></TD>
    <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: right; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$1,726,134</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>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 and centrally cleared swaps, if any, 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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<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0"><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 STYLE="text-align: left">
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<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
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<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray"><BR></FONT></B></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt">&nbsp;</TD>
<TD NOWRAP STYLE="text-align: right; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>


</TABLE></DIV>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="28" STYLE="text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>The Effect of Derivative
Financial Instruments in the Statements of Operations<BR> Six Months Ended February 28, 2015</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BHL</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>FRA</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BLW</B></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BHL</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>FRA</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BLW</B></B></FONT></TD>
</TR>

<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="11" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Net Realized Gain (Loss)
From</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="11" STYLE="text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Net Change in Unrealized<BR>
Appreciation/Depreciation on</B></B></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Financial futures contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,801,111</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">72,226</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Swaps</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(18,441</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(291,397</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(108,193</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">186,984</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">259,924</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,302,052</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">8,088,322</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(82,602</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(238,644</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,853,730</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Swaps</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(8</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">8</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">259,924</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,302,052</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,160,569</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> (82,602</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(238,644</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,885,909</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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">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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">For the six months ended February 28, 2015, 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" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BHL</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>FRA</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 50%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 2%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average notional value of contracts long</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">11,161,063</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average notional value of contracts short</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">44,489,969</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average amounts purchased &#151; in USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,882,943</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">9,610,965</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">57,316,723</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average amounts sold &#151; in USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">280,128</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,111,721</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,105,010</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Options:<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average notional value of swaption contracts purchased </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average notional value of swaption contracts written</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</SUP></FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18,700,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>2</SUP>&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Credit default swaps:<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average notional value-buy protection</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average notional value-sell protection</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average notional value-pays fixed rate</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18,700,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Average notional value-receives fixed rate</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">39,826,708</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>


</TABLE>
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        <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">Actual amounts for the period are shown due to limited outstanding
derivative financial instruments as of each quarter.</FONT></TD>
</TR>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The Funds&#146; risk of loss from counterparty credit risk on OTC
derivatives is generally limited to the aggregate unrealized gain netted against any collateral held by the Funds. 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 their 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</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">68</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>

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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements (continued)</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 (typically either $250,000 or $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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">As of February 28, 2015, 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: 6pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Assets</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Liabilities</B></B><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: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Derivative Financial
Instruments:<BR></B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,431</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;12,042</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;15,431</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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: 6pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Assets</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Liabilities</B></B><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: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Derivative Financial
Instruments:<BR></B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">148,623</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;60,728</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">148,623</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">60,728</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 70%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Assets</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Liabilities</B></B><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="width: 70%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Derivative Financial
Instruments:<BR></B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Financial futures contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">45,109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">29,276</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">743,909</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">535,784</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Swaps &#151; Centrally cleared</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,135</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Swaps &#151; OTC<SUP>1</SUP></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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">310,193</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">789,034</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">876,388</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(45,109</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(30,411</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 743,925</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 845,977</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 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%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</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: 100%">&nbsp;</TD></TR>

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    <TD STYLE="text-align: right; width: 50%">&nbsp;</TD></TR>

</TABLE></DIV>
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<DIV STYLE="text-align: left">
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<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR STYLE="vertical-align: bottom">
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray"><BR></FONT></B></TD></TR>

</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">As of February 28, 2015, the following tables present 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:</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: 6pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BHL<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><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: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,042</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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: 6pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BHL<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><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: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14,156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14,156</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Deutsche Bank 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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,275</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,275</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,431</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">15,431</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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: 6pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>FRA<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><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: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">43,022</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">43,022</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">105,601</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">105,601</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">148,623</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">148,623</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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: 6pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>FRA<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><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: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">55,014</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">55,014</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Royal Bank of Scotland PLC</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5,714</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">5,714</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">60,728</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">60,728</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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: 6pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BLW<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><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: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,049</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(12,049</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">636,895</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">636,895</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Credit Suisse International </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 STYLE="text-align: center; vertical-align: bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="text-align: center; vertical-align: bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="text-align: center; vertical-align: bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="text-align: center; vertical-align: bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="text-align: center; vertical-align: bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="text-align: center; vertical-align: bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">16</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(16</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Goldman Sachs Bank USA</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,396</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,396</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Royal Bank of Scotland PLC </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,123</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,123</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Toronto Dominion Bank</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">32,754</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">32,754</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">57,692</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">57,692</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">743,925</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(12,065</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">731,860</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 42.5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BLW<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><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="width: 42.5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">533,656</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(12,049</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">521,607</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">310,193</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(16</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">310,177</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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 NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,128</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,128</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 42.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">845,977</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(12,065</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: center; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">833,912</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 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>
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<TD STYLE="text-align: left; width: 33%">70</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2015<BR></TD></TR>

</TABLE></DIV>
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</TABLE></DIV>
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<TD STYLE="width: 36%"></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray"><BR></FONT></B></TD></TR>

</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>5. Investment Advisory Agreement and Other Transactions with
Affiliates:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="1" STYLE="text-align: left; font-size: 9pt; text-indent: 0px; border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">BHL</FONT></TD>
    <TD COLSPAN="1" STYLE="border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: right; font-size: 9pt; text-indent: 0px; border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1.00%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="1" STYLE="text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">FRA</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: right; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.75%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="1" STYLE="text-align: left; border-bottom: Black 1pt solid; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">BLW</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; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD></TR>


</TABLE>


<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>6. Purchases and Sales:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">For the six months ended February 28, 2015, purchases and sales of
investments including paydowns, mortgage dollar roll and TBA transactions and excluding short-term securities were as follows:</FONT></DIV></P>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" NOWRAP STYLE="width: 65%; text-align: left; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Purchases</B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 65%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BHL</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>FRA</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 65%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Non-U.S. Government Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 34,678,446</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 156,571,870</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 174,705,570</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 65%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">U.S.
Government Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">12,071,661</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 65%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Total Purchases<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;35,678,446</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 156,571,870</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 186,777,231</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>

<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: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="16" NOWRAP STYLE="width: 65%; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Sales</B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 65%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BHL</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>FRA</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 65%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Non-U.S. Government Securities<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 STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 65%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">(includes paydowns)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 35,239,982</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 155,713,836</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 173,874,397</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 65%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">U.S.
Government Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">11,943,885</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 65%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 20px; text-indent: -10px">Total Sales<BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;35,239,982</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 155,713,836</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 185,818,282</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>7. Income Tax Information:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 the Funds&#146; 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Management has analyzed tax laws and regulations and their
application to the Funds as of February 28, 2015, inclusive of the open tax return years, and does not believe there are any uncertain tax positions
that require recognition of a tax liability in the Funds&#146; financial statements.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">71<BR></TD></TR>

</TABLE></DIV>
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<TD STYLE="width: 36%"></TD></TR>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements (continued)</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
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</TABLE></DIV>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 85%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Expires August 31,<BR></B></B><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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="width: 10.5%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>FRA</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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="width: 12.5%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 85%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">2015</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 169,958</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 12.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 85%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV>2016</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">20,623,334</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 12.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 284,006</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 85%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV>2017</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">30,228,590</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 12.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">9,996,868</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 85%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV>2018</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">27,716,009</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 12.5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">37,509,275</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 85%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV>2019</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10.5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,206,081</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 12.5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 85%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><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="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 10.5%; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">80,943,972</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; width: 12.5%; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">47,790,149</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">As of February 28, 2015, 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" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BHL</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>FRA</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Tax
cost </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">182,968,512</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">817,345,375</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">923,984,737</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Gross unrealized appreciation</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,098,285</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">8,690,025</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">21,483,021</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Gross unrealized depreciation</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2,450,186</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(20,896,366</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(24,849,378</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">Net
unrealized depreciation</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,351,901</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(12,206,341</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3,366,357</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>8. Borrowings:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 February 28, 2015, 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The SSB Agreement allows for the following maximum commitment
amounts:</FONT></DIV></P>


<P STYLE="text-align: left"></P>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left; font-size: 9pt; border-top: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 10%; text-align: center; font-size: 9pt; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Commitment</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Amounts</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">BHL</FONT></TD>
    <TD STYLE="text-align: center; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;64,000,000</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">FRA</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$280,000,000</FONT></TD></TR>


</TABLE>


<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 February 28, 2015 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">For the six months ended February 28, 2015, the average amount of
bank borrowings and the daily weighted average interest rates for Funds with loans under the revolving credit agreements 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 STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="width: 70%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Average Amount of<BR> Bank
Borrowings</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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif"><B><B>Daily Weighted<BR> Average Interest
Rate</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BHL
</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">52,607,735</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.92%</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 70%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">FRA </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">233,060,773</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&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 STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">0.92%</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>9. Principal Risks:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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, 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</FONT></DIV></P>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><BR>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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Certain 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. Investment
percentages in the securities are presented in the Schedules of Investments. 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>10. Capital Share Transactions:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Shares issued and outstanding remained constant for the six months
ended February 28, 2015 and the year ended August 31, 2014.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">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. 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>11. Subsequent Events:</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The Funds paid a net investment income dividend in the following
amounts per share on March 31, 2015 to Common Shareholders of record on March 13, 2015:</FONT></DIV></P>


<P STYLE="text-align: left"></P>

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    <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left; font-size: 9pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 10%; text-align: center; font-size: 9pt; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Common Dividend</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Per Share</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">BHL</FONT></TD>
    <TD STYLE="text-align: center; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$0.0583</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">FRA</FONT></TD>
    <TD STYLE="text-align: center; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$0.0674</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">BLW</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$0.0995</FONT></TD></TR>


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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Additionally, the Funds declared a net investment income dividend
on April 1, 2015 payable to Common Shareholders of record on April 15, 2015, for the same amounts noted above.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
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<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">73<BR></TD></TR>

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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Officers and Directors</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Richard E. Cavanagh, Chairman of the Board and Director<BR> Karen
P. Robards, Vice Chairperson of the Board, Chairperson of the<BR> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Audit Committee and Director<BR>
Michael J. Castellano, Director and Member of the Audit Committee<BR> Frank J. Fabozzi, Director and Member of the Audit Committee<BR> Kathleen F.
Feldstein, Director<BR> James T. Flynn, Director and Member of the Audit Committee<BR> Jerrold B. Harris, Director<BR> R. Glenn Hubbard, Director<BR>
W. Carl Kester, Director and Member of the Audit Committee<BR> Barbara G. Novick, Director<BR>John M. Perlowski, Director, President and Chief
Executive Officer<BR> Robert W. Crothers, Vice President<BR> Neal Andrews, Chief Financial Officer<BR> Jay Fife, Treasurer<BR>Charles Park, Chief Compliance Officer<BR> Janey Ahn,
Secretary</FONT></DIV></P>

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    <TD>&nbsp;</TD></TR>
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    <TD STYLE="text-align: left; width: 100%; border: Black 1pt solid; padding: 12pt; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Effective September 5, 2014, Brendan Kyne resigned as a Vice President of the Funds.<BR>
<BR>
Effective December 31, 2014, Paul L. Audet and Henry Gabbay resigned as Directors of the Funds. Effective December 31, 2014, Barbara G. Novick and John M. Perlowski were appointed to serve as Directors of the Funds.</FONT></TD></TR>


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<TR STYLE="vertical-align: top">
    <TD COLSPAN="7" STYLE="text-align: left; font-size: 9pt; padding-top: 12pt; text-indent: 0px"><HR SIZE="6" NOSHADE STYLE="color: gray; margin-top: 12pt"></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="1" STYLE="text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Investment Advisor</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> BlackRock Advisors, LLC</FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> Wilmington, DE 19809</FONT><BR></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Custodian and Accounting Agent</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> State Street Bank and Trust Company</FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> Boston, MA 02110</FONT><BR><BR>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> <B>Transfer Agent</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> <B>Common Shares</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> Computershare Trust Company, N.A.</FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> Canton, MA 02021</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Independent
Registered</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B> Public Accounting Firm</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">
Deloitte &amp; Touche LLP</FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> Boston, MA 02116</FONT><BR><BR>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Legal Counsel</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">
Skadden, Arps, Slate,</FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> Meagher &amp; Flom LLP</FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">
New York, NY 10036</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: left; font-size: 9pt; text-indent: 0px"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Address of the Funds</B></FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> 100 Bellevue Parkway</FONT><BR><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"> Wilmington, DE 19809</FONT></TD></TR>


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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Additional Information</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 the certification of its chief executive officer and chief financial officer required by section 302 of the Sarbanes-Oxley Act.</FONT></DIV></P>
<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"><B><FONT STYLE="color: gray">Dividend Policy</FONT></B></P>

<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 distributions 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 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. 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>
<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"><B><FONT STYLE="color: gray">General Information</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Electronic Delivery</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">Shareholders can sign up for e-mail notifications of quarterly
statements, annual and semi-annual reports by enrolling in the electronic delivery program. Electronic copies of shareholder reports are available on
BlackRock&#146;s website.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">To enroll in electronic delivery:</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Shareholders Who Hold Accounts with Investment
                                         Advisors, Banks or Brokerages:</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Householding</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Availability of Quarterly Schedule of
                                         Investments</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">75<BR></TD></TR>

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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Additional Information (continued)</FONT><FONT STYLE="color: gray; 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 STYLE="color: gray"><BR></FONT></B></TD></TR>

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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">General Information (concluded)</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Availability of Proxy Voting Policies
                                         and Procedures</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 upon request and without charge (1) 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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Availability of Proxy Voting Record</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"><B>Availability of Fund Updates</B></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">Section 19(a) Notices</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">BHL&#146;s and BLW&#146;s amounts and sources of distributions
reported are estimates and are provided to you pursuant to regulatory requirements and are not being provided for tax reporting purposes. The actual
amounts and sources for tax reporting purposes will depend upon each Fund&#146;s investment experience during the year and may be subject to changes
based on the tax regulations. Each Fund will provide a Form 1099-DIV each calendar year that will tell you how to report these distributions for
federal income tax purposes. Section 19(a) notices for the Funds, as applicable, are available on the BlackRock website
<B>http://www.blackrock.com.</B></FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="44" STYLE="border-top: Black 1pt solid; width: 100%; text-align: left; padding-top: 6pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>February 28, 2015<BR></B><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="19" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Total Fiscal Year to Date Cumulative<BR>
Distributions by Character</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN="19" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Percentage of Fiscal Year to Date<BR>
Cumulative Distributions by Character</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="width: 100%; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Net<BR> Investment<BR> Income</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Net<BR> Realized<BR> Capital<BR>
Gains<BR> Short Term</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Net<BR> Realized<BR> Capital<BR>
Gains<BR> Long Term</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Return<BR> of Capital</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Total Per<BR> Common<BR> Share</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Net<BR> Investment<BR> Income</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Net<BR> Realized<BR> Capital<BR>
Gains<BR> Short Term</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Net<BR> Realized<BR> Capital<BR>
Gains<BR> Long Term</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Return<BR> of Capital</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Total Per<BR> Common<BR> Share</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BHL
</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 0.455211</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 0.096789</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 0.552000</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">82%</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">18%</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">BLW
</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 STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 0.662359</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 0.031641</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"> 0.694000</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">95%</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;5%</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">100</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">%&nbsp;</FONT></TD>


</TABLE>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">The Funds estimate that they have distributed more than the amount
of earned income and net realized gains; therefore, a portion of the distribution may be a return of capital. A return of capital may occur, for
example, when some or all of the shareholder&#146;s investment in a Fund is returned to the shareholder. A return of capital does not necessarily
reflect a Fund&#146;s investment performance and should not be confused with &lsquo;yield&#146; or &lsquo;income.&#146; When distributions exceed total
return performance, the difference will incrementally reduce the Funds&#146; net asset value per share. </FONT></DIV></P>
<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"><B><FONT STYLE="color: gray">Shelf Offering Program</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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. BHL has not
filed a registration statement with respect to any Shelf Offerings. This report is not an offer to sell BHL Common Shares and is not a solicitation of
an offer to buy BHL Common Shares. If BHL files a registration with respect to any Shelf Offering, the prospectus contained therein will contain more
complete information about BHL and should be read carefully before investing.</FONT></DIV></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left">BLW and FRA each has 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 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></FONT></DIV></P>








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<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
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<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Additional Information (concluded)</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT></TD>
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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: gray">BlackRock Privacy Principles</FONT></B></P>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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 STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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%">FEBRUARY 28, 2015</TD>
<TD STYLE="text-align: right; width: 33%">77<BR></TD></TR>

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<P STYLE="text-align: left"><FONT STYLE="font: x-small Arial, Helvetica, sans-serif"><DIV STYLE="text-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>
<P STYLE="text-align: left"><FONT STYLE="font: xx-small Arial, Helvetica, sans-serif"><DIV STYLE="text-align: left"></FONT></DIV></P>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
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<BR>
&nbsp;</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>
</TR>

</TABLE>
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     <TD STYLE="text-align: left; width: 100%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0px; text-indent: 0px">CEFT-BK3-2/15-SAR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
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<BR>
&nbsp;</FONT></TD>
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</TR>

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<TR STYLE="vertical-align: top">
    <TD STYLE="width: 8%; padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 2 &ndash;</FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Code of Ethics &ndash; Not Applicable to this semi-annual report</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 3 &ndash;</FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Audit Committee Financial Expert &ndash; Not Applicable to this semi-annual report</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 4 &ndash;</FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Principal Accountant Fees and Services &ndash; Not Applicable to this semi-annual report</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 5 &ndash;</FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Audit Committee of Listed Registrants &ndash; Not Applicable to this semi-annual report</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Item 6 &ndash; </FONT></TD>
    <TD><FONT STYLE="font-size: 11pt">Investments</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">(a) The registrant&rsquo;s Schedule of Investments is included as part of the Report to Stockholders filed under Item 1 of this Form.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">(b) Not Applicable due to no such divestments during the semi-annual period covered since the previous Form N-CSR filing.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 7 &ndash; </FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies &ndash; Not Applicable to this semi-annual report</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Item 8 &ndash; </FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Portfolio Managers of Closed-End Management Investment Companies </FONT></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 11pt Times New Roman, Times, Serif; border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; width: 8%">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; width: 3%"><FONT STYLE="font-size: 11pt">(a) </FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Not Applicable to this semi-annual report</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">(b) </FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">As of the date of this filing, there have been no changes in any of the portfolio managers identified
in the most recent annual report on Form N-CSR.</FONT></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 11pt Times New Roman, Times, Serif; border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt; width: 8%"><FONT STYLE="font-size: 11pt">Item 9 &ndash; </FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers &ndash; Not Applicable</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 10 &ndash; </FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Submission of Matters to a Vote of Security Holders &ndash; There have been no material changes to these procedures.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 11 &ndash; </FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Controls and Procedures</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">(a) &ndash; The registrant&rsquo;s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant&rsquo;s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &ldquo;1940 Act&rdquo;)) 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.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">(b) &ndash; There were no changes in the registrant&rsquo;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&rsquo;s internal control over financial reporting.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 12 &ndash; </FONT></TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Exhibits attached hereto</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">(a)(1) &ndash; Code of Ethics &ndash; Not Applicable to this semi-annual report</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">(a)(2) &ndash; Certifications &ndash; Attached hereto</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">(a)(3) &ndash; Not Applicable</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">(b) &ndash; Certifications &ndash; Attached hereto</FONT></TD></TR>
</TABLE>

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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">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">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 CELLSPACING="0" CELLPADDING="0" STYLE="font: 11pt Times New Roman, Times, Serif; border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 4%; padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ John M. Perlowski</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></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">Date: May 1, 2015</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">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 CELLSPACING="0" CELLPADDING="0" STYLE="font: 11pt Times New Roman, Times, Serif; border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 4%; padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ John M. Perlowski</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></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">Date: May 1, 2015</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 11pt Times New Roman, Times, Serif; border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 4%; padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ Neal J. Andrews</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Neal J. Andrews</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Financial Officer (principal financial officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></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">Date: May 1, 2015</P>


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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e63781ex99cert.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: -0.25pt"><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<BR>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: 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: 0 0 11pt; text-indent: 0in">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: 0 0 11pt; text-indent: 0in">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: 0 0 11pt; text-indent: 0in">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: May 1, 2015</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/<I> </I>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 Arial, Helvetica, Sans-Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="font: 11pt Times New Roman, Times, Serif; 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<BR>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: 0 0 11pt; text-indent: 0in">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: 0 0 11pt; text-indent: 0in">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: 0 0 11pt; text-indent: 0in">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: May 1, 2015</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/<I> </I>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>e63781ex99-906cert.htm
<DESCRIPTION>CERTIFICATION
<TEXT>
<HTML>
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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 &ldquo;registrant&rdquo;), hereby certifies, to
the best of his knowledge, that the registrant's Report on Form N-CSR for the period ended February 28, 2015 (the &ldquo;Report&rdquo;)
fully complies with the requirements of Section 13a 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: May 1, 2015</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/<I> </I>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 &ldquo;registrant&rdquo;), hereby certifies, to
the best of his knowledge, that the registrant's Report on Form N-CSR for the period ended February 28, 2015 (the &ldquo;Report&rdquo;)
fully complies with the requirements of Section 13a 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: May 1, 2015</P>

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



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

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