<SEC-DOCUMENT>0001145443-14-000058.txt : 20140124
<SEC-HEADER>0001145443-14-000058.hdr.sgml : 20140124
<ACCEPTANCE-DATETIME>20140124120136
ACCESSION NUMBER:		0001145443-14-000058
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20131130
FILED AS OF DATE:		20140124
DATE AS OF CHANGE:		20140124
EFFECTIVENESS DATE:		20140124

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			ING PRIME RATE TRUST
		CENTRAL INDEX KEY:			0000826020
		IRS NUMBER:				956874587
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			0228

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05410
		FILM NUMBER:		14545061

	BUSINESS ADDRESS:	
		STREET 1:		ING PRIME RATE TRUST
		STREET 2:		7337 E. DOUBLETREE RANCH ROAD, STE 100
		CITY:			SCOTTSDALE
		STATE:			AZ
		ZIP:			85258
		BUSINESS PHONE:		4804773000

	MAIL ADDRESS:	
		STREET 1:		ING PRIME RATE TRUST
		STREET 2:		7337 E. DOUBLETREE RANCH ROAD, STE 100
		CITY:			SCOTTSDALE
		STATE:			AZ
		ZIP:			85258

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PILGRIM AMERICA PRIME RATE TRUST
		DATE OF NAME CHANGE:	19960518

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PILGRIM PRIME RATE TRUST/
		DATE OF NAME CHANGE:	19960518

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PILGRIM PRIME RATE TRUST
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>d31079.htm
<DESCRIPTION>N-Q
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<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>
<P ALIGN="RIGHT"><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">OMB APPROVAL<BR> OMB Number: 3235-0578<BR> Expires: January 31,
2016<BR> Estimated average burden hours per response: 10.5</FONT></DIV></P>
<P ALIGN="CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4"><B></B>UNITED STATES<BR>SECURITIES AND EXCHANGE
COMMISSION</FONT><BR> <FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Washington, D.C. 20549</FONT></DIV></P>
<P ALIGN="CENTER"><DIV STYLE="TEXT-INDENT: 0px; TOP-MARGIN: 24px; TEXT-ALIGN: CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="4"><B>FORM N-Q</B></FONT></DIV></DIV></P>
<P ALIGN="CENTER"><DIV STYLE="TEXT-INDENT: 0px; TOP-MARGIN: 24px; TEXT-ALIGN: CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>Quarterly Schedule of Portfolio Holdings of Registered<BR> Management Investment Company</B></FONT></DIV></DIV></P>
<P ALIGN="CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Investment Company Act file number:
<U>811-5410</U></FONT></DIV></P>
<P ALIGN="CENTER"><DIV STYLE="TEXT-INDENT: 0px; TOP-MARGIN: 24px; TEXT-ALIGN: CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="5"><B>ING Prime Rate Trust<BR> </B></FONT><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(Exact name of registrant as specified in charter)</FONT></DIV></DIV></P>
<P ALIGN="CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><U>7337 E. Doubletree Ranch Rd., Suite 100, Scottsdale, AZ
85258</U><BR> (Address of principal executive offices)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Zip code)</FONT></DIV></P>
<P ALIGN="CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>C T Corporation System, 101 Federal Street, Boston, MA
02110<BR> </B>(Name and address of agent for service)</FONT></DIV></P>
<P ALIGN="CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Registrant&#146;s telephone number, including area code:
<U>1-800-992-0180</U></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV STYLE="TEXT-INDENT: 20px" ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Date of fiscal year end:
<U>February 28</U></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV STYLE="TEXT-INDENT: 20px" ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Date of reporting period:
<U>November 30, 2013</U></FONT></DIV></P>
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<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Item 1. Schedule of Investments</B></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The schedules of investments as of the close of the
reporting period are set forth below for:</FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><U>ING Prime Rate Trust</U></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The schedules are not audited.</FONT></DIV></P>
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<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) </FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
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<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
</TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: 144.5%</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Aerospace &amp; Defense: 1.5%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">9,463,750</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">American Airlines, Inc., Class B Term Loan, 4.750%, 06/27/14</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;9,548,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,889,393</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Data Device Corp. (DDC), Second Lien Term Loan, 7.500%, 07/11/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,875,222</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">US Airways Group, Inc., Term Loan B1, 4.250%, 05/22/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,261,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>13,684,724</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>1.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Automotive: 3.5%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">11,734,900</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chrysler Group LLC, Term Loan B, 4.250%, 05/24/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">11,843,964</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,998,642</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Fram Group Holdings Inc., First Lien Term Loan, 6.500%, 07/31/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,972,402</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,742,140</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Fram Group Holdings Inc., Second Lien Term Loan, 10.500%, 01/29/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,564,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,985,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Metaldyne, LLC, Term Loan E, 6.500%, 12/15/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,721,043</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,602,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Metaldyne, LLC, Upsized Term Loan B, 5.000%, 12/31/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,634,022</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,266,904</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Schrader International, Lux Term Loan, 5.000%, 04/27/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,279,573</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">974,565</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Schrader International, US Term Loan, 5.000%, 04/27/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">984,311</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">820,875</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">TI Group Automotive Systems, L.L.C., Term Loan B, 5.500%, 03/31/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">829,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,832,892</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UCI International, Inc., Term Loan B, 5.500%, 07/26/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,838,204</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>31,666,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>3.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Building &amp; Development: 3.0%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,150,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Capital Automotive L.P., Second Lien Term Loan, 6.000%, 04/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,219,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">8,143,215</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Capital Automotive L.P., Term Loan, 4.000%, 04/10/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">8,198,352</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,800,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Minimax Viking GmbH, Facility B1 Loan, 4.500%, 08/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,815,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,279,950</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">NCI Building Systems, Inc., Term Loan, 4.250%, 06/24/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,293,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">545,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Quikrete Holdings, Second Lien Term Loan, 7.000%, 03/23/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">558,795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,350,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Quikrete Holdings, Term Loan B, 4.000%, 09/23/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,376,022</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,758,140</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Roofing Supply Group, Term Loan B, 5.000%, 05/31/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,770,207</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,565,539</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Wilsonart LLC, Term Loan B, 5.500%, 10/31/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,548,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>26,780,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>3.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Business Equipment &amp; Services: 16.3%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">8,247,125</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Acosta, Inc., Term LoanB, 5.000%, 03/05/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">8,314,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,108,179</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Advantage Sales &amp; Marketing, Inc., Upsized First Lien Term Loan, 4.250%, 12/18/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,141,704</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,027,143</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Advantage Sales &amp; Marketing, Inc., Upsized Second Lien Term Loan, 8.250%,
06/17/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,056,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,000,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">AlixPartners LLP, Second Lien Term Loan, 9.000%, 07/09/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,046,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,950,125</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">AlixPartners LLP, Term Loan B-2, 5.000%, 07/09/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,987,251</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,000,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Allflex Holdings III, Inc., First Lien Term Loan, 4.250%, 06/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,013,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,300,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Allflex Holdings III, Inc., Second Lien Term Loan, 8.000%, 06/15/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,321,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,847,986</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Avaya Inc., Term B-3 Loan, 4.788%, 10/26/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,612,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,164,778</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Avaya Inc., Term B-5 Loan, 8.000%, 03/30/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,153,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,770,093</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Catalent Pharma Solutions, Inc., Dollar term-2 loan, 5.250%, 09/15/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,796,484</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,525,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Coinmach Service Corp., First Lien Term Loan, 4.250%, 11/14/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,532,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">6,384,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CorpSource Finance Holdings, LLC, First Lien Term Loan, 5.250%, 04/30/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">6,437,868</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,860,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CorpSource Finance Holdings, LLC, Second Lien, 8.750%, 04/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,886,157</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;645,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CPA Global Financing, First lien Term Loan Euro, 11/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">880,517</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,209,838</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">First American Payment Systems, First Lien Term Loan, 5.750%, 09/30/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,227,380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">750,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">First American Payment Systems, Second Lien, 10.750%, 03/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">748,594</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,622,769</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">GCA Services, Term Loan B, 5.250%, 11/01/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,645,883</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
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</TR>
</TABLE>
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<PAGE>
<BR>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Business Equipment &amp; Services:
(continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,242,328</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Go Daddy Operating Company, LLC, Term Loan B-2, 4.250%, 12/17/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;10,268,959</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Information Resources, Inc., Term Loan B, 4.750%, 09/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,007,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,285,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Intertrust Group, Term Loan B1 EUR, 4.612%, 02/04/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,763,754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">900,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Intertrust Group, Term Loan B2 USD, 4.696%, 02/04/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">903,938</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,296,750</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">ION Trading Technologies Limited, First lien Term Loan, 45.000%, 05/22/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,304,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,300,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">ION Trading Technologies Limited, Second lien Term Loan, 8.250%,
05/21/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,313,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,134,650</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Learning Care Group, Term Loan, 6.000%, 05/08/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,145,323</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,596,774</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Legal Shield, First Lien Term Loan, 7.250%, 05/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,601,086</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Legal Shield, Second Lien Term Loan, 10.750%, 05/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,005,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,912,458</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Mercury Payment Systems LLC, Term Loan B Inc, 5.500%, 07/01/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,949,302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Miller Heiman, Inc., Term Loan B, 6.750%, 09/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,988,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">373,097</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Misys (Magic Newco 2 S.a.r.l.), Term Loan B add-on, 5.000%, 12/01/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">375,838</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,269,605</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Property Data I, Inc., Term Loan B, 7.000%, 01/04/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,272,442</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,960,392</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Quintiles Transnational Corp., B-2, 4.500%, 06/08/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,978,637</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,793,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">RentPath, Inc., Term Loan B, 6.250%, 05/29/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,755,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,357,188</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">SGS International, Term Loan, 4.250%, 10/17/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,369,956</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,130,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Ship US Bidco, Inc. (Worldpay), Term Loan B2$, 5.250%, 11/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,141,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,900,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Ship US Bidco, Inc. (Worldpay), Term Loan B2$, 5.250%, 11/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,919,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">GBP</SUP>&nbsp;&nbsp;1,710,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Ship US Bidco, Inc. (Worldpay), Term Loan C1, 5.757%, 11/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,828,232</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">780,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Ship US Bidco, Inc. (Worldpay), Term Loan C2$, 4.750%, 11/29/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">786,094</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,656,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Spotless Group Ltd., First Lien Term Facility, 5.000%, 09/20/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,689,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,032,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Spotless Group Ltd., Second Lien Term Facility, 8.750%, 02/28/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,056,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,940,385</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">StoneRiver Group, LP, First Lien, 4.500%, 11/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,941,597</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">243,523</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">StoneRiver Group, LP, Second Lien, 8.500%, 05/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">246,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,878,250</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sungard Data Systems Inc, Term Loan B, Tranche D, 4.500%, 01/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,901,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,512,325</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">SurveyMonkey.com, LLC, Term Loan B, 5.500%, 02/07/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,565,909</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">910,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Sutherland Global Services, Term Loan Cayman, 7.250%, 03/06/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">913,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,015,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sutherland Global Services, Term Loan US, 7.250%, 03/06/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,022,556</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,232,282</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Trans Union LLC, Term Loan, 4.250%, 02/15/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,266,621</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,588,020</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Transfirst Holdings, Inc., First Lien Term Loan, 6.250%, 12/27/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,592,652</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,989,987</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Vestcom International, Inc., Term Loan, 7.005%, 12/26/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,989,988</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">995,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Wash Multi-Family Services, USD Term Loan, 5.250%, 02/21/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">998,731</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,474,487</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Web.com Group, Inc., Term Loan, 5.500%, 10/27/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,504,386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,106,638</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">WIS International, First Lien, 5.753%, 12/20/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,111,479</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">500,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">WIS International, Second Lien, 10.250%, 06/01/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">512,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>145,792,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>16.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Cable &amp; Satellite Television: 3.9%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;857,058</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Numericable (YPSO France SAS), Total Facility B Acq 1-II, 4.867%, 06/16/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,169,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,588,213</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Numericable (YPSO France SAS), Total Facility B Acq 2-II, 4.869%, 06/16/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,166,340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;3,054,728</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Numericable (YPSO France SAS), Total Facility B Recap 1-II, 4.867%,
06/16/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,166,682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,584,431</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">RCN Cable, Term LoanB, 5.250%, 02/25/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,601,393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,168,483</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">San Juan Cable LLC, First Lien, 6.000%, 06/09/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,194,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">GBP</SUP>&nbsp;&nbsp;4,750,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Virgin Media Investment Holdings Limited, Term Loan B GBP, 4.500%,
06/05/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,875,635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
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<HR NOSHADE SIZE="5">
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<PAGE>
<BR>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Cable &amp; Satellite Television: (continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">12,294,842</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Wideopenwest Finance, LLC, Term LoanB, 4.750%, 04/01/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;12,397,529</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>34,571,152</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>3.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Chemicals &amp; Plastics: 7.4%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,560,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Armacell, First lien Term Loan USD, 5.500%, 06/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,566,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,610,938</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Arysta LifeScience Corporation, First Lien Term Loan, 4.500%, 05/29/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,660,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,243,750</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Axalta Coating Systems (fka DuPont Performance Coatings), Term Loan B Eur, 5.250%, 02/03/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,716,198</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,970,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Axalta Coating Systems (fka DuPont Performance Coatings), Term Loan B USD, 4.750%,
02/03/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,031,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,323,759</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">AZ Chem US Inc., Term Loan B, 5.256%, 12/22/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,346,996</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,195,116</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cristal Inorganic Chemicals, Inc (aka Millenium Inorganic Chemicals), Second Lien Term Loan,
6.060%, 11/15/14</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,206,092</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">650,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Houghton International, Inc., Second Lien Term Loan, 9.500%, 12/20/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">656,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,994,925</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Houghton International, Inc., USD First Lien Term Loan, 5.250%,
12/20/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,003,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">14,822,512</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Ineos US Finance LLC, Cash Dollar Term Loan, 6.500%, 05/04/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">14,872,953</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;996,145</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Ineos US Finance LLC, Cash Euro Term Loan, 4.250%, 05/04/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,367,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,995,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">MacDermid, Inc., First Lien Term Loan, 4.000%, 06/07/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,008,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">656,746</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Monarch (Allnex S.a.r.l.), First lien Term Loan B-1, 4.500%, 10/03/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">663,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">340,754</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Monarch (Allnex S.a.r.l.), First lien Term Loan B-2, 4.500%, 10/03/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">344,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;997,500</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Monarch (Allnex S.a.r.l.), First lien Term Loan Euro, 4.750%, 10/01/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,360,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Monarch (Allnex S.a.r.l.), Second Lien Term Loan, 8.250%, 04/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">257,656</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,200,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Oxea S.a.r.l., First lien Term Loan Euro, 4.500%, 12/04/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,641,431</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,345,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Oxea S.a.r.l., First lien Term Loan USD, 4.250%, 01/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,362,587</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,100,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Oxea S.a.r.l., Second lien Term Loan USD, 8.250%, 07/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,123,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">795,467</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Royal Adhesives &amp; Sealants, First Lien Term Facility, 5.500%,
08/01/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">802,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,483,750</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Tronox Pigments (Netherlands) BV, Term Loan, 4.500%, 03/19/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,574,931</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,052,920</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Univar Inc., Term Loan B, 5.000%, 06/30/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,958,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,915,600</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Vantage Specialties Inc., Term Loan B, 5.000%, 02/10/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,922,889</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>66,447,611</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>7.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Clothing/Textiles: 0.7%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,286,763</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Herff Jones, Inc., First Lien Term Loan, 5.500%, 06/25/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,320,971</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">148,149</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Totes Isotoner Corporation, Delayed Draw First Lien Term Loan, 7.292%, 07/07/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">148,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,433,434</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Totes Isotoner Corporation, First Lien Add On, 7.255%, 07/07/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,440,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,277,358</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Vince, LLC, Term Loan, 11/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,286,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>6,196,602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Conglomerates: 1.2%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,584,894</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Spectrum Brands, Inc., $US Term Loan, 4.507%, 12/17/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,598,077</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,590,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Waterpik, First Lien, 5.750%, 07/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,581,906</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,144,084</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">WireCo WorldGroup, Inc., Term Loan B, 6.000%, 02/15/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,201,955</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>10,381,938</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Containers &amp; Glass Products: 4.1%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">530,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Berlin Packaging, LLC, First Lien Term Loan, 4.750%, 04/02/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">534,306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,992,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">EveryWare, Inc., Term Loan, 7.500%, 04/17/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,023,673</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,235,823</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Husky Injection Molding Systems, Ltd, Incremental Term Loan, 5.750%,
06/30/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,263,237</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,599,750</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Otter Products, Term LoanB, 5.250%, 04/29/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,605,082</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,745,183</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Pro Mach, Inc, Term Loan, 5.000%, 07/06/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,760,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;967,053</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Reynolds Group Holdings Inc, Eur Term Loan, 5.000%, 09/28/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,326,734</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">19,295,100</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Reynolds Group Holdings Inc, USD Term Loan, 4.750%, 09/28/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">19,432,269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="poi-text" -->
<HR NOSHADE SIZE="5">
<!-- END DIVISION: DIV_poi PAGE POSITION: 3 -->
<PAGE>
<BR>
<!-- BEGIN DIVISION: DIV_poi PAGE POSITION: 4 -->
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Containers &amp; Glass Products: (continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,899,271</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">TricorBraun, Term Loan, 5.503%, 05/03/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;3,918,767</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">709,282</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">WNA Holdings Inc (a.k.a Waddington Group), USD Term Loan (Canadian Borrower), 4.500%, 06/07/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">714,159</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">385,289</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">WNA Holdings Inc (a.k.a Waddington Group), USD Term Loan (US Borrower), 4.500%,
05/23/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">387,938</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>36,966,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>4.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Cosmetics/Toiletries: 1.0%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,434,213</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">KIK Custom Products, Inc., First Lien with incremental, 5.500%,
04/29/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,389,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,218,750</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sun Products Corporation, Term Loan B, 5.500%, 03/23/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,853,398</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>9,242,537</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>1.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Diversified Insurance: 4.6%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,884,369</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">AmWINS Group, Inc., Term Loan B, 5.000%, 09/06/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,916,733</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,371,623</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Applied Systems Inc., First Lien Term Loan, 5.500%, 12/08/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,389,537</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,700,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Applied Systems Inc., Second Lien Term Loan, 9.500%, 06/08/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,720,541</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,241,875</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Cooper Gay Swett &amp; Crawford, Ltd., First Lien Term Loan, 5.250%, 04/16/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,208,782</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,400,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cooper Gay Swett &amp; Crawford, Ltd., Second Lien Term Loan, 8.250%,
10/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,368,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">11,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hub International Limited, Term Loan B, 4.750%, 10/02/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">11,135,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,533,638</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">National Financial Partners Corp., Term Loan B, 5.250%, 07/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,577,559</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,918,442</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sedgwick Holdings, Inc., First Lien Term Loan, 4.250%, 06/12/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,938,426</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,111,375</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USI, Inc., Term Loan B, 5.250%, 12/27/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,143,321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>41,398,611</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>4.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Drugs: 0.2%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,700,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Akorn, Inc, Term Loan, 11/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>1,707,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Ecological Services &amp; Equipment: 2.5%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,130,889</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">4L Holdings Inc., Term Loan B, 6.765%, 05/07/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,131,915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">16,922,125</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">ADS Waste Holdings, Inc., Term Loan B, 4.250%, 10/09/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">17,035,436</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>22,167,351</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>2.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Electronics/Electrical: 15.8%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,582,653</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Active Network, Inc., First Lien Term Loan, 11/18/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,594,489</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,940,351</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Aspect Software, Inc., Term Loan, 7.000%, 05/09/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,950,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,455,852</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Attachmate Corporation, First Lien Term Loan, 7.272%, 11/22/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,533,908</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,921,638</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Blackboard Inc., Term Loan B-3, 4.750%, 10/04/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">8,013,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,830,400</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Blue Coat Systems, Inc., First Lien Term Loan, 4.500%, 05/31/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,854,340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,100,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Blue Coat Systems, Inc., Second Lien Term Loan, 9.500%, 06/28/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,150,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;7,700,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">BMC Software, Inc., Euro Term Loan, 5.500%, 08/19/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">10,555,483</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,500,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BMC Software, Inc., U.S. Term Loan, 5.000%, 08/19/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,525,260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;3,750,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Dell International LLC, Euro Term Loans, 4.750%, 04/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,133,837</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">18,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Dell International LLC, Term B Loans, 4.250%, 04/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">17,856,792</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">800,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Digital Insight Corporation, First Lien Term Loan, 8.000%, 10/28/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">805,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Digital Insight Corporation, Second Lien Term Loan, 8.750%, 10/16/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">253,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,056,223</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Epicor Software Corporation, Term Loan, 5.000%, 05/16/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,085,123</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,655,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Epiq Systems, Inc., Term Loan, 4.750%, 08/26/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,655,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">997,500</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Eze Castle Software, Inc., First Lien Term Loan, 4.750%, 04/06/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,005,189</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">225,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Eze Castle Software, Inc., Second Lien Term Loan, 8.750%, 03/18/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">228,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,686,475</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Freescale Semiconductor, Inc., Tranche B-4 Term Loan, 5.000%, 03/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,761,701</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Freescale Semiconductor, Inc., Tranche B-5 Term Loan, 5.000%, 01/15/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,278,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;2,487,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Greeneden U.S. Holdings II, L.L.C., Euro Term Loan, 4.750%, 02/08/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,378,897</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,860,938</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hyland Software, Inc., First Lien Term Loan, 5.500%, 10/25/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,872,103</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">13,099,348</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Infor (US), Inc., Term Loan B2, 5.340%, 04/05/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">13,198,956</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
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<HR NOSHADE SIZE="5">
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<PAGE>
<BR>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Electronics/Electrical: (continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,238,048</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Kronos Incorporated, First Lien Term Loan, 4.500%, 10/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;10,327,631</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;600,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Oberthur Technologies, Tranche B-1 Term Loans, 6.000%, 10/15/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">825,809</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,800,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Oberthur Technologies, Tranche B-2 Term Loans, 5.750%, 10/15/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,805,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,200,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Omnitracs Inc., First Lien Term Loan, 10/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,209,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">375,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Omnitracs Inc., Second Lien Term Loan, 04/30/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">375,781</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,836,848</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Open Link Financial, Inc., Term Loan, 7.750%, 10/30/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,854,986</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">8,344,139</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">RedPrairie Corporation, First Lien Term Loan, 6.750%, 12/21/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">8,429,532</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,374,194</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">RedPrairie Corporation, Second Lien Term Loan, 11.250%, 12/20/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,475,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,960,075</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sabre Inc., Term B Facility, 5.253%, 02/19/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,995,078</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,937,404</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Spansion LLC, Term Loan, 5.250%, 12/15/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,966,934</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,105,263</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Websense, Inc., Second Lien Term Loan, 8.250%, 12/27/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,110,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,294,250</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Websense, Inc., Term Loan B, 4.500%, 06/27/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,299,986</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>141,368,176</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>15.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Equipment Leasing: 0.4%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">250,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Brock Holdings, Inc., New Second Lien Term Loan, 10.000%, 03/16/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">253,592</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,336,014</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Brock Holdings, Inc., New Term Loan B, 6.011%, 03/16/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,354,085</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>3,607,677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Equity REITs and REOCs: 0.2%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,950,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Guggenheim Partners Investment Management Holdings, LLC, Term Loan B, 4.250%,
07/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>1,968,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Financial Intermediaries: 0.5%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,750,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Duff &amp; Phelps, Add-on Term Loan, 4.500%, 04/23/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,752,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,268,625</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">MoneyGram International, Inc., Term Loan B, 4.250%, 03/27/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,277,823</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Santander Asset Management, Term Loan B-2 EURO, 11/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,360,048</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>4,390,058</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Food Products: 4.1%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,458,750</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Advance Pierre Foods, First Lien Term Loan B, 5.750%, 07/10/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,445,103</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Advance Pierre Foods, First Lien Term Loan, 9.500%, 10/10/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,980,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,558,787</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Atkins Nutritionals Holdings II, Inc., First Lien Term Loan, 6.250%,
01/02/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,603,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,067,313</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CSM Bakery Supplies, First Lien Term Loan, 4.750%, 07/03/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,082,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CSM Bakery Supplies, Second Lien Term Loan, 8.500%, 06/30/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,009,583</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;8,500,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">D.E. Master Blenders, Term Loan B2, 4.250%, 10/01/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">11,710,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,791,571</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">NPC International, Term Loan B, 4.500%, 12/28/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,833,498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">995,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Reddy Ice Corporation, First Lien Term Loan, 6.750%, 04/01/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">994,378</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">GBP</SUP>&nbsp;&nbsp;1,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">United Biscuits Holdco Limited, Facility B1 (GBP), 5.518%, 07/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,657,688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>36,316,681</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>4.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Food Service: 1.2%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,318,021</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hearthside Food Solutions, LLC, Term Loan, 6.503%, 06/07/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,326,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,131,875</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Landry&#146;s Restaurants, Term Loan, 4.750%, 04/24/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,169,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,207,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">P.F. Chang&#146;s China Bistro, Inc., Term LoanB, 5.250%, 06/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,231,167</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>10,726,722</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Food/Drug Retailers: 0.8%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,954,286</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Del Taco, Term Loan, 7.250%, 10/01/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,961,614</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,969,664</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Roundys Supermarkets, Inc., Term Loan B, 5.750%, 02/13/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,891,571</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>6,853,185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Forest Products: 0.1%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">746,250</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Xerium Technologies, Inc., Term Loan B, 6.250%, 05/01/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>750,292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Health Care: 11.9%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Aptalis Pharma Inc., Term B, 6.000%, 10/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,045,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
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<HR NOSHADE SIZE="5">
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<PAGE>
<BR>
<!-- BEGIN DIVISION: DIV_poi PAGE POSITION: 6 -->
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Health Care: (continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,265,438</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">ATI Physical Therapy, Term Loan B, 5.750%, 12/20/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;1,280,464</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,670,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">BSN Medical, Term Loan B1B, 4.000%, 08/28/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,678,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;375,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BSN Medical, Term Loan B2B, 4.250%, 08/28/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">517,818</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,073,947</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CHG Medical Staffing, Inc., New First Lien Term Loan, 4.250%, 11/19/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,095,081</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">675,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CHG Medical Staffing, Inc., Upsized Second Lien Term Loan, 9.000%,
11/19/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">686,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,776,051</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">DJO Finance LLC, Tranche B-3 Term Loan, 6.250%, 09/15/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,823,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Envision Pharmaceutical Services, First lien Term Loan, 5.750%,
10/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,271,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Genex Services, Inc., First Lien Term LoanB, 5.250%, 07/26/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,262,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,421,438</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Harvard Drug Group LLC, Term Loan B-1, 5.000%, 08/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,431,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,201,859</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Iasis Healthcare LLC, Term B-2, 4.500%, 05/03/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,252,218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,898,193</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Immucor, Inc., Term B-2 loan, 5.000%, 08/17/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,928,807</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,815,818</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Kinetic Concepts, Inc., D-1, 4.500%, 05/04/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,945,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,653,438</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">MedSolutions Holdings, Inc., Term Loan B, 6.500%, 07/08/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,660,504</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">9,628,125</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Onex Carestream Finance LP, First Lien, 5.000%, 06/07/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">9,751,490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,025,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Onex Carestream Finance LP, Second Lien, 9.500%, 11/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,060,293</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,692,608</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Par Pharmaceutical Companies, Term Loan B, 4.250%, 09/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,731,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,305,905</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Pharmaceutical Product Development, Inc., Term Loan B-1, 4.250%,
12/05/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,353,754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,475,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">PRA International, Term B, 5.000%, 10/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,481,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,142,484</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Press Ganey, First Lien, 4.250%, 04/20/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,147,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,231,579</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Press Ganey, Second Lien, 8.250%, 08/31/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,237,737</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,147,755</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Progressive Solutions, Inc., First Lien, 5.500%, 12/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,163,494</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">997,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Steward Health Care System LLC, Term Loan B, 6.750%, 03/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">999,994</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,852,283</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Surgical Care Affiliates LLC, Class C Term Loan, 5.500%, 06/29/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,858,071</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">547,250</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Truven Health, Inc., Term Loan B, 4.500%, 05/23/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">547,414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">721,375</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">United Surgical Partners International, Inc., Incremental Term Loan, 4.750%, 04/03/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">726,443</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,925,374</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">United Surgical Partners International, Inc., Incremental Term Loan, 7.000%,
04/03/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,959,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">16,128,125</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Valeant Pharmaceuticals International, Inc., Series E Tranche B, 4.500%,
08/05/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">16,339,807</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>106,238,235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>11.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Home Furnishings: 2.2%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">11,922,240</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">AOT Bedding Super Holdings, LLC, Term Loan B, 5.003%, 10/01/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">11,976,260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,902,226</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hillman Group (The), Inc., Term Loan B, 4.250%, 05/31/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,931,493</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,492,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hunter Fan Company, First Lien Term Loan, 6.500%, 12/31/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,496,231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,994,975</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Monitronics International, Inc., Add-on Term Loan, 4.250%, 03/23/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,013,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>19,417,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>2.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Industrial Equipment: 6.7%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,756,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Accudyne Industries LLC, Term Loan, 4.000%, 12/13/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,766,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,051,013</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Alliance Laundry Systems LLC, First Lien Term Loan, 4.500%, 12/10/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,058,238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,339,875</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Ameriforge Group Inc., First Lien Term Loan, 6.000%, 12/19/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,354,111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">582,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Ameriforge Group Inc., Second Lien Term Loan, 9.750%, 01/30/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">598,519</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,542,250</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Apex Tool Group, Term Loan B, 4.500%, 01/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,552,565</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,069,419</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CeramTec GmbH, Dollar Term B-1 Loan, 4.250%, 08/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,080,113</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">105,302</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CeramTec GmbH, Dollar Term B-2 Loan, 4.250%, 08/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">106,355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">325,280</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CeramTec GmbH, Dollar Term B-3 Loan, 4.250%, 08/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">328,532</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;690,097</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CeramTec GmbH, Euro Term B-1 Loan, 4.750%, 08/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">952,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;&nbsp;&nbsp;209,903</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CeramTec GmbH, Euro Term B-2 Loan, 4.750%, 08/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">289,577</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
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<HR NOSHADE SIZE="5">
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<PAGE>
<BR>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Industrial Equipment: (continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,587,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Doncasters Group Limited, First lien Term Loan USD, 5.500%, 04/09/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;2,614,487</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,363,718</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Edwards (Cayman Islands II) Limited (aka BOC Edwards), Term Loan B, 4.750%,
03/26/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,369,259</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">690,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Filtration Group Corporation, First Lien Term Loan, 11/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">697,331</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;3,428,571</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Gardner Denver, Inc., Term Loan B Euro, 4.750%, 07/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,703,774</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Gardner Denver, Inc., Term Loan B USD, 42.500%, 07/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,231,804</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,780,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Harvey Gulf International Marine, LLC, Upsized Term Loan B, 5.500%,
06/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,803,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,800,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">International Equipment Solutions, LLC, Term Loan, 6.750%, 08/31/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,777,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,235,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Rexnord Corporation / RBS Global, Inc., First Lien Term Loan, 4.000%,
08/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,247,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,596,602</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Schaeffler AG, Term Loan C EUR, 4.750%, 01/27/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2,186,366</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,300,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Schaeffler AG, Term Loan C USD, 4.250%, 01/27/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,354,337</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">412,925</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Sensus Metering Systems Inc., New First Lien Term Loan, 4.750%, 05/09/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">414,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,400,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sensus Metering Systems Inc., New Second Lien Term Loan, 8.500%,
05/09/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,394,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,134,742</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Terex Corporation, Term Loan Euro Tranche, 5.000%, 04/28/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,547,157</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,983,886</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Terex Corporation, Term Loan, 4.500%, 04/28/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,012,481</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>60,440,628</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>6.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Leisure Good/Activities/Movies: 3.9%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,594,948</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">24 Hour Fitness Worldwide, Inc, Term LoanB, 7.500%, 04/22/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,656,727</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,910,449</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Delta2 Sarl Luxembourg (Formula One World Championship), Term Loan B, 4.500%,
04/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,976,416</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,985,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Equinox Holdings, Inc., First Lien Term Loan, 4.250%, 01/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,005,522</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,546,825</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FGI Operating, Add-On Term Loan, 5.500%, 04/19/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,609,344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,937,563</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Getty Images, Inc, Term Loan B, 4.750%, 10/18/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,585,302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">285,714</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">NEP/NCP Holdco, Inc, Second Lien, 9.500%, 07/23/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">294,405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">645,125</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">NEP/NCP Holdco, Inc, Term LoanB, 4.750%, 01/22/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">648,996</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,010,794</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">SRAM, LLC, First Lien Term Loan, 4.766%, 04/10/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,007,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">950,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">TWCC Holding Corporation, Second Lien Term Loan, 7.000%, 06/26/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">975,531</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,655,250</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Wilton Brands, Inc., Term Loan, 7.500%, 08/31/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,542,402</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,959,892</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Zuffa, LLC, Term Loan, 5.750%, 02/25/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,999,491</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>35,301,166</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>3.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Lodging &amp; Casinos: 9.1%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,336,650</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">American Casino and Entertainment Properties LLC, First Lien Term Loan, 6.000%,
07/02/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,353,358</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Boyd Gaming Corporation, Term Loan B, 4.000%, 08/14/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,015,939</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">6,397,965</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Caesars Entertainment Operating Company, Inc., Term Loan B4 (Incremental), 9.500%, 10/31/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">6,431,452</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">7,584,690</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Caesars Entertainment Operating Company, Inc., Term Loan B5, 4.443%, 01/28/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">7,090,107</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">6,570,774</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Caesars Entertainment Operating Company, Inc., Term Loan B6, 5.454%, 01/28/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">6,256,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">15,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Caesars Entertainment Resort Properties, LLC, Term Loan, 7.000%,
10/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">14,775,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,075,935</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cannery Casino Resorts, LLC, First Lien Term Loan, 6.000%, 10/02/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,035,328</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,368,125</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Centaur Acquisition, LLC, First Lien Term Loan, 5.250%, 02/21/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,383,508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">500,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Centaur Acquisition, LLC, Second Lien Term Loan, 8.750%, 02/21/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">508,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CityCenter Holdings, LLC, Term Loan, 5.000%, 10/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,069,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">535,170</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&circ;, (2), (3)</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Fontainebleau Las Vegas, LLC, Delayed Draw Term Loan, 06/06/14</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">141,820</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,070,339</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&circ;, (2), (3)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Fontainebleau Las Vegas, LLC, Term Loan, 06/06/14</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">283,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
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<HR NOSHADE SIZE="5">
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<PAGE>
<BR>
<!-- BEGIN DIVISION: DIV_poi PAGE POSITION: 8 -->
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Lodging &amp; Casinos: (continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,537,500</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Golden Nugget, Inc., Delayed Draw Term Loan, 11/21/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;1,553,336</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,587,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Golden Nugget, Inc., Term Loan, 11/21/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,625,574</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">800,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Horseshoe Baltimore, Funded Term Loan B, 8.250%, 07/02/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">830,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,977,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Peppermill Casinos, Inc., Term Loan B, 7.250%, 10/31/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,035,809</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,250,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Scandic Hotels AB, Term Loan B2 (EUR), 2.022%, 07/09/15</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,656,339</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Scandic Hotels AB, Term Loan C2 (EUR), 2.847%, 07/08/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,656,339</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Scientific Games International, Inc., Term Loan B, 4.250%, 09/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,033,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,213,750</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Station Casinos LLC, Term Loan, 5.000%, 02/28/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">7,302,119</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">608,056</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Twin River Management Group, Inc., Term Loan B, 5.250%, 11/09/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">616,416</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>81,653,940</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>9.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Nonferrous Metals/Minerals: 1.4%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,716,350</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Constellium Holdco BV, Term Loan B USD, 6.250%, 03/25/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,791,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,313,032</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Fairmount Minerals, Ltd., Tranche B-2 Term Loans, 5.000%, 09/01/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,391,945</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">897,750</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Murray Energy Corporation, Term Loan B, 4.750%, 05/24/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">898,872</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">645,088</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Noranda Aluminum Acquisition Corp., Term Loan, 5.750%, 02/28/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">604,770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">987,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Oxbow Carbon LLC, Term B Facility, 4.250%, 07/19/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">991,203</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">500,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">TMS International, Term B Loan, 4.500%, 11/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">502,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>12,179,924</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>1.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Oil &amp; Gas: 1.6%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,415,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Bronco Midstream Funding, LLC, Term Loan, 5.000%, 08/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,481,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">487,509</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Crestwood Holdings LLC, Term Loan, 7.000%, 05/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">500,916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">8,070,054</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FTS International, Inc. (fka FracTech), Term Loan (HoldCo), 8.500%,
05/06/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">8,044,835</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,700,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Samson Investment Company, Second Lien Term Loan, 6.000%, 09/25/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,714,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>14,741,851</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>1.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Publishing: 4.9%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">838,772</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Caribe Media Inc., Term Loan, 10.000%, 11/18/14</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">812,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">8,857,604</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&circ;, (2), (3)</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Cengage Learning, Inc., Extended Term LoanB, 5.710%, 07/05/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">6,598,915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,968,504</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&circ;, (2), (3)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cengage Learning, Inc., Term Loan, 5.710%, 07/03/14</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,248,642</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">655,111</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cenveo Corporation, Term Loan B, 6.250%, 02/13/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">659,615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,299,722</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Dex Media East, LLC, Term Loan, 6.000%, 12/30/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">885,435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,981,876</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Dex Media West, LLC, Term Loan due 10/24/2014, 8.000%, 12/30/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,089,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,515,303</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&circ;, (3)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">HIBU PLC (fka Yell Group PLC), New Term Loan B (USD), 07/31/14</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">346,153</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,990,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">McGraw Hill Global Education, Term LoanB, 9.000%, 03/22/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,029,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,262,627</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Merrill Communications, LLC, Term Loan B, 7.250%, 03/08/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,282,355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,691,043</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Nelson Canada, First Lien-C$ 330 mm, 2.810%, 07/03/14</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,288,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,100,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Penton Media, Inc, First Lien, 5.500%, 09/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,084,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">650,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Penton Media, Inc, Second Lien, 9.000%, 09/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">645,938</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,409,597</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">R.H. Donnelley Corporation, Term Loan, 9.750%, 12/31/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,022,022</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">7,500,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Springer Science + Business Media S.A., Initial Term B1 Loan, 5.000%, 08/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">7,521,098</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,875,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Springer Science + Business Media S.A., Initial Term B2 Loan, 5.250%,
08/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,574,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">9,307,729</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">SuperMedia, Inc., Term Loan, 11.000%, 12/30/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,864,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>43,952,436</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>4.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Radio &amp; Television: 5.1%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,921,330</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Clear Channel Communications, Inc., Term LoanB, 3.854%, 01/29/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,588,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,448,513</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cumulus Media Holdings Inc., First Lien Term Loan B, 4.500%, 09/17/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,488,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,113,425</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FoxCo Acquisition, LLC, Term Loan B, 5.500%, 07/31/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,128,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">802,162</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Gray Television, Inc., Term Loan B, 4.750%, 10/31/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">807,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
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<HR NOSHADE SIZE="5">
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<PAGE>
<BR>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Radio &amp; Television: (continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">492,883</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hubbard Radio LLC, Tranche 1 Term Loan, 4.500%, 04/29/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">496,579</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,275,000</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Learfield Communications, Inc, First Lien Term Loan, 5.000%, 10/08/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,282,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">250,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Learfield Communications, Inc, Second Lien Term Loan, 8.750%, 10/08/21</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">256,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,500,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Media General, Inc, DDTerm Loan-B, 5.500%, 07/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,519,987</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,703,333</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Salem Communications Corporation, Term Loan B, 4.500%, 03/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,713,979</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,664,063</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Univision Communications, Inc., New First Lien Term Loan 2020, 4.000%, 03/01/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,676,973</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">14,427,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Univision Communications, Inc., Term LoanC 2, 4.750%, 03/02/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">14,504,788</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>&nbsp;45,465,141</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>5.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Retailers (Except Food &amp; Drug): 14.8%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,905,706</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">99 Cents Only Stores, Term Loan Facility, 4.500%, 01/15/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,948,018</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,895,450</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Academy Ltd., Term Loan (2012 refi), 4.750%, 08/03/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,938,611</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;2,285,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Action Holding B.V., Facility C, 5.221%, 09/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,119,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><SUP style="font-size: 85%; vertical-align: text-top">GBP</SUP>&nbsp;&nbsp;3,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">B&amp;M Retail Ltd, Facility B, 6.006%, 02/28/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,934,194</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">22,899,378</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">BJs Wholesale Club, First Lien Term Loan, 4.500%, 09/26/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">23,022,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BJs Wholesale Club, Second Lien Term Loan, 4.500%, 03/26/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,088,752</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,470,566</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Burlington Coat Factory, Term Loan B2, 4.250%, 02/23/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,505,578</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,569,428</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Guitar Center, Inc., Extended Term Loan maturing 04/17, 5.560%,
04/10/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,455,193</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,395,602</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Harbor Freight Tools USA, Inc., Term Loan, 4.750%, 07/26/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,463,695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,763,158</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">(1)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hudson&#146;s Bay Company, Term Loan, 4.750%, 10/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">10,921,915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,871,600</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Leslies Poolmart, Inc., Term Loan, 5.250%, 10/16/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,898,394</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">16,000,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Neiman Marcus Group, Inc, Term Loan, 5.000%, 10/31/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">16,118,848</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,759,643</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Northern Tool &amp; Equipment Company, Inc., Term Loan, 7.018%,
12/10/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,751,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,062,306</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Ollie&#146;s Holdings, Inc., Term Loan, 6.250%, 09/25/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,085,039</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,593,496</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">OneStopPlus, Term LoanB Add-on, 5.500%, 02/05/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,635,447</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,917,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Party City Holdings Inc, Term Loan B, 4.250%, 07/29/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,948,472</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,737,379</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Pep Boys, Term Loan B, 5.000%, 10/11/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,751,066</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,320,160</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Savers, Term LoanB, 5.000%, 07/09/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,341,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,038,500</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sleepy&#146;s Holdings, LLC, Term Loan, 7.250%, 03/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,063,741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,892,566</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Toys &#147;R&#148; Us, Inc., Term Loan B-1, 6.000%, 09/01/16</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,415,828</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>132,407,461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>14.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Steel: 1.7%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">14,714,156</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FMG Resources (August 2006) Pty Ltd, Term Loan, 4.250%, 06/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>14,879,690</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>1.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Surface Transport: 0.7%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,779,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Baker Tanks, Inc., Term Loan, 4.250%, 02/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,772,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,580,745</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Wabash National Corporation, Term Loan B, 6.101%, 05/15/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,608,722</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>6,380,774</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Telecommunications: 6.9%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%;
vertical-align: text-top">EUR</SUP>&nbsp;&nbsp;1,414,313</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Alcatel-Lucent, Euro Term Loan, 7.750%, 01/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,926,655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,787,747</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Alcatel-Lucent, US Term Loan, 7.250%, 01/30/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,808,306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">15,861,737</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Asurion, LLC, Incremental Tranche B-1 Term Loan, 4.500%, 05/24/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">15,885,482</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,668,300</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Asurion, LLC, Incremental Tranche B-2 Term Loan, 3.500%, 07/08/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">4,601,609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,970,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Consolidated Communications, Inc., Term Loan B-3, 5.250%, 12/31/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,999,755</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,720,688</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cricket Communications, Inc., Term Loan C, 4.750%, 04/16/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,729,829</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,540,627</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Global Tel*Link Corporation, First Lien Term Loan, 5.000%, 05/23/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4,461,165</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,700,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Global Tel*Link Corporation, Second Lien Term Loan, 9.000%, 11/23/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,636,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,692,810</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hawaiian Telcom Communications, Inc., Term Loan B, 7.000%, 06/06/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,705,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
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<HR NOSHADE SIZE="5">
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<PAGE>
<BR>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%"><TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Principal<BR> Amount&#134;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Borrower/Tranche<BR> Description<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH></TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>SENIOR LOANS*: (continued)</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Telecommunications: (continued)</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,300,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Level 3 Financing, Inc, Term Loan B-4, 4.000%, 01/15/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;3,328,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,840,375</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Lightower Fiber Networks, First Lien, 4.500%, 04/13/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,858,379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">615,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Securus Technologies, Inc., First Lien Term Loan, 4.750%, 04/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">609,619</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,052,127</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Syniverse Holdings, Inc., Initial Term Loan, 5.000%, 04/23/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,064,207</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,987,547</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">U.S. Telepacific Corp, First Lien Term Loan, 5.750%, 02/23/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,001,019</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,224,467</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Zayo Group, LLC, Term Loan B, 4.500%, 07/02/19</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">6,238,734</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>61,855,485</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>6.9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="RIGHT" WIDTH="5%" COLSPAN=8 nowrap><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="BACKGROUND:
#0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"></FONT>&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN=11><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV
STYLE="BACKGROUND: #0033FF; MARGIN-TOP: 10px"><FONT COLOR="#FFFFFF"><B>Utilities: 0.6%</B></FONT></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,736,640</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&circ;,(2),(3)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Longview Power, LLC, Extended Term Loan, 7.250%, 10/31/17</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,933,711</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,335,007</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Race Point Power, Race Point Power II Term Loan, 7.750%, 01/11/18</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">1,338,344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,590,000</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Utility Services Associates, Term Loan, 6.750%, 10/30/20</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">2,573,813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>5,845,868</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>Total Senior Loans<BR>(Cost $1,290,814,355)</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>1,293,746,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>144.5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TH WIDTH="5%" NOWRAP STYLE="text-align: center; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Shares<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="5%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="65%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" WIDTH="10%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Percentage<BR> of Net<BR> Assets<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
</TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="5%" COLSPAN=20 nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>EQUITIES AND OTHER ASSETS: 0.3%</B></DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">154</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">AR Broadcasting (Warrants)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">888,534</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, R, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Ascend Media (Residual Interest)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">3,160</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Caribe Media Inc.</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">117,133</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cumulus Media Inc . (Class A Common Shares)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">817,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">14,294</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Dex Media Inc.</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">103,774</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">9</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Faith Media Holdings, Inc. (Residual Interest)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">174,607</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">92,471</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Glodyne Techoserve, Ltd.</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">13,718</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">498,762</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">GTS Corp.</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">31,238</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Hawaiian Telcom</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">947,449</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">291</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, R, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Lincoln Paper &amp; Tissue, LLC</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">5,933,579</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, R, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Lincoln Pulp and Eastern Fine (Residual Interest in Bankruptcy Estate)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">9,788</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Mega Brands</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">135,506</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">106,702</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Northeast Biofuels (Residual Interest)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">57,804</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, R, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Safelite Realty Corporation</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">273,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">19,404</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">U.S. Shipping Partners, L.P.</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">275,292</FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN,
TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">@, X</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">U.S. Shipping Partners, L.P. (Contingency Rights)</DIV></FONT></DIV></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0.0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>Total Equities and Other Assets<BR>(Cost $1,519,593)</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>2,466,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>0.3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR><TD STYLE="text-align: right; vertical-align: top">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>Total Investments<BR> (Cost $1,292,333,948)</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;<B>$</B></FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>1,296,212,418</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>144 .8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>Liabilities in Excess of Other Assets</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>(401,280,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>)</B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>(44
..8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>)</B>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD WIDTH="5%" NOWRAP STYLE="text-align: right; vertical-align: top"><DIV><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="5%" COLSPAN="3" nowrap><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="65%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>Net Assets</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;<B>$</B></FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><B>894,932,355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>100
..0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B>&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">*</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Senior loans, while exempt from registration under the
Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These senior loans bear interest (unless
otherwise noted) at rates that float periodically at a margin above the London Inter-Bank Offered Rate (&#147;LIBOR&#148;) and other short-term
rates.</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#134;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Unless otherwise indicated, principal amount is shown in
USD.</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">@</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Non-income producing security</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">R</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Restricted Security</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">X</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Fair value determined by ING Funds Valuation Committee appointed
by the Board of Directors/Trustees.</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&circ;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">This Senior Loan Interest is non-income producing.</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(1)</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Trade pending settlement. Contract rates that are not disclosed
do not take effect until settlement date and have yet to be determined.</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(2)</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The borrower filed for protection under Chapter 11 of the U.S.
Federal Bankruptcy code.</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(3)</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Loan is on non-accrual basis.</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">EUR</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">EU Euro</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">GBP</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">British Pound</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="21px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Cost for federal income tax purposes is
$1,292,465,617.</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE STYLE="MARGIN-LEFT: 24px" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="80%">
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Net unrealized appreciation consists of:</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Gross Unrealized Appreciation</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">17,318,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Gross Unrealized Depreciation</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(13,572,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Net Unrealized Appreciation</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3,746,801</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
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<HR NOSHADE SIZE="5">
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<PAGE>
<BR>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
<!-- agabop mode="main" last-style="" -->
<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Fair Value Measurements</B></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The following is a summary of the fair valuations according
to the inputs used as of November 30, 2013 in valuing the assets and liabilities:</FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Quoted Prices<BR> in Active Markets<BR> for
Identical<BR> Investments<BR> (Level 1)<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Significant<BR> Other<BR> Observable<BR> Inputs<BR>
(Level 2)<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Significant<BR> Unobservable<BR> Inputs<BR> (Level 3)<HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<BR> at<BR> November 30, 2013<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px"><B>Asset Table</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px"><B>Investments, at fair value</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px">Equities and Other Assets</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 2,004,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 13,718</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 448,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 2,466,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px">Senior Loans</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,293,746,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,293,746,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px">Total Investments, at fair value</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 2,004,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 1,293,760,081</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 448,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 1,296,212,418</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px"><B>Liabilities Table</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px"><B>Other Financial Instruments<SUP style="font-size: 85%; vertical-align: text-top">+</SUP></B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px">Forward Foreign Currency Contracts</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px">Total Liabilities</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<P ALIGN="JUSTIFY"><DIV STYLE="TEXT-INDENT: 0px; TOP-MARGIN: -15px; TEXT-ALIGN: JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES,
SERIF" SIZE="2"><HR SIZE="1" WIDTH="66" ALIGN="left" NOSHADE COLOR="#000000"></FONT></DIV></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="15px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">+</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Other Financial Instruments are derivatives not reflected in the
Portfolio of Investments and may include open forward foreign currency contracts and unfunded commitments which are fair valued at the unrealized gain
(loss) on the instrument.</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">At November 30, 2013, the following forward foreign
currency contracts were outstanding for the ING Prime Rate Trust:</FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="15%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Counterparty<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="LEFT" ></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TH>
     <TH COLSPAN="3" WIDTH="30%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Currency<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Contract<BR> Amount<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Buy/Sell<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Settlement<BR> Date<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">In Exchange For<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Fair Value<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Unrealized<BR> Appreciation<BR> (Depreciation)<HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="15%" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">State Street Bank</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="30%" COLSPAN="3" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">EU Euro</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">56,460,000</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Sell</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/18/13</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 76,005,605</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 76,691,924</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (686,319</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="15%" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">State Street Bank</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="30%" COLSPAN="3" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">British Pound</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10,610,000</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Sell</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/18/13</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">16,997,113</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">17,361,933</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(364,820</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="15%" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="30%" COLSPAN="3" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT:
0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>A summary of derivative instruments by primary risk
exposure is outlined in the following tables.</B></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The fair value of derivative instruments as of November 30,
2013 was as follows:</FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="45%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Derivatives not accounted for as<BR> hedging
instruments<BR></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Location on Statement<BR> <U>of Assets and
Liabilities</U></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><U>Fair Value</U></FONT></TH>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="45%" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B><U>Liability Derivatives</U></B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="45%" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Foreign exchange contracts</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Unrealized depreciation on forward foreign currency contracts</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="45%" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>Total Liability Derivatives</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The effect of derivative instruments on the Trust&#146;s
Statement of Operations for the period ended November 30, 2013 was as follows:</FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Amount of Realized Gain or (Loss) on<BR> Derivatives
Recognized in Income</FONT></TH>
</TR>
<TR VALIGN="BOTTOM">
     <TH WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Derivatives not accounted for as hedging
instruments<BR></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><B>Foreign currency<BR> related transactions*</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER" WIDTH="209pt"></FONT></TH>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px">Foreign exchange contracts</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,022,279</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px"><B>Total</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,022,279</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Change in Unrealized Appreciation<BR> or (Depreciation)
on Derivatives<BR> Recognized in Income</FONT></TH>
</TR>
<TR VALIGN="BOTTOM">
     <TH WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Derivatives not accounted for as hedging
instruments<BR></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><B>Foreign currency<BR> related transactions*</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER" WIDTH="209pt"></FONT></TH>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px">Foreign exchange contracts</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,682,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 8px; TEXT-INDENT:
-8px"><B>Total</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,682,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<P ALIGN="JUSTIFY"><DIV STYLE="TEXT-INDENT: 0px; TOP-MARGIN: -15px; TEXT-ALIGN: JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES,
SERIF" SIZE="2"><HR SIZE="1" WIDTH="66" ALIGN="left" NOSHADE COLOR="#000000"></FONT></DIV></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="15px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">*</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Amounts recognized for forward foreign currency contracts are
included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign
currency related transactions.</FONT></TD>
</TR>
</TABLE>
<BR>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
    <TD STYLE="width: 50%; text-align: left; vertical-align: bottom"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="4">
ING P<small>RIME</small> R<small>ATE</small> T<small>RUST</small></FONT></TD>
    <TD STYLE="width: 50%; text-align: right; vertical-align: bottom" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
PORTFOLIO OF INVESTMENTS<BR>as of November 30, 2013 (Unaudited) (Continued)</FONT></TD></TR>
</TABLE>

<P ALIGN="RIGHT"><DIV style="margin-top: -12pt" ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="3">
<HR SIZE="1" WIDTH="100%" ALIGN="right" NOSHADE COLOR="#000000"></FONT></DIV></P>
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<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>

<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The following is a summary by counterparty of the fair
value of OTC derivative instruments subject to Master Netting Agreements and collateral pledged (received), if any, at November 30,
2013:</FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="90%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">State Street<BR> Bank<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="90%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Liabilities:</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="90%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Forward foreign currency contracts</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="90%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total Liabilities</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt' nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> 1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="90%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Net OTC derivative instruments by counterparty, at fair value</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt' nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="90%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total collateral pledged by Trust/(Received from counterparty)</B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="90%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Net Exposure<SUP style="font-size: 85%; vertical-align: text-top">(1)</SUP></B></DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt' nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> (1,051,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='padding-bottom: 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="9px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><SUP style="font-size: 85%; vertical-align:
text-top">(1)</SUP></FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Positive net exposure represents amounts due from each
respective counterparty. Negative exposure represents amounts due from the Trust. Please refer to Note 2 for additional details regarding counterparty
credit risk and credit related contingent features.</FONT></TD>
</TR>
</TABLE>
<BR>
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<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Item 2. Controls and Procedures.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="19px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Based on our evaluation conducted within 90 days of the filing
date, hereof, the design and operation of the registrant&#146;s disclosure controls and procedures are effective to ensure that material information
relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which
Forms N-Q are being prepared, and the registrant&#146;s disclosure controls and procedures allow timely preparation and review of the information for
the registrant&#146;s Form N-Q and the officer certifications of such Form N-Q.</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="19px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">There were no significant changes in the registrant&#146;s
internal controls over financial reporting that occurred during the registrant&#146;s last fiscal quarter of the period covered by this report that has
materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting.</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Item 3. Exhibits.</B></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">A separate certification for each principal executive
officer and principal financial officer of the registrant as required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as
EX-99.CERT.</FONT></DIV></P>
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<P ALIGN="CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>SIGNATURES</B></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">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.</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="62px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(Registrant):</U></FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><U>ING Prime Rate Trust</U></FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">By</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">/s/ Shaun P. Mathews</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Shaun P. Mathews<BR> President and Chief Executive Officer</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="50%" COLSPAN=12><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Date:</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">January 24, 2014</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
</TABLE>
&nbsp;<BR>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">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.</FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">By</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">/s/ Shaun P. Mathews</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Shaun P. Mathews<BR> President and Chief Executive Officer</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="50%" COLSPAN=12><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Date:</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">January 24, 2014</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="50%" COLSPAN=12><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">By</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">/s/ Todd Modic</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Todd Modic<BR> Senior Vice President and Chief Financial Officer</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="50%" COLSPAN=12><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="5%" NOWRAP><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Date:</DIV></FONT></DIV></TD>
     <TD ALIGN="LEFT" WIDTH="45%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">January 24, 2014</DIV></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>d31079_ex99-cert.htm
<DESCRIPTION>EX-99.CERT
<TEXT>
<html>
<head>
	<title>Unassociated Document</title>
	<!--Licensed to: DPS-->
	<!--Document Created using EDGARizer2020 5.1.2.0-->
	<!--Copyright 1995 - 2009 Thomson Reuters. All rights reserved.-->
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<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>
<P ALIGN="RIGHT"><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>EXHIBIT 99.CERT</B></FONT></DIV></P>
<P ALIGN="CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>CERTIFICATION</B></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">I, Shaun P. Mathews, certify that:</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">I have reviewed this report on Form N-Q of ING Prime Rate
Trust;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such
statements were made, not misleading with respect to the period covered by this report;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Based on my knowledge, the schedules of investments included in
this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is
filed;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The registrant&#146;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:</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">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;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">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;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">c)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Evaluated the effectiveness of the registrant&#146;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</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">d)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Disclosed in this report any change in the registrant&#146;s
internal control over financial reporting that occurred during the registrant&#146;s most recent fiscal quarter that has materially affected, or is
reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The registrant&#146;s other certifying officer(s) and I have
disclosed to the registrant&#146;s auditors and the audit committee of the registrant&#146;s board of directors (or persons performing the equivalent
functions):</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">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&#146;s ability to
record, process, summarize, and report financial information; and</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Any fraud, whether or not material, that involves management or
other employees who have a significant role in the registrant&#146;s internal controls over financial reporting.</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="JUSTIFY"><DIV STYLE="TEXT-INDENT: 20px" ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 50%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Date: <U>January 24,
2014&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></DIV></FONT></DIV></TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 50%; border-bottom: windowtext 1pt solid"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">/s/ Shaun P. Mathews</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 50%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 50%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Shaun P. Mathews<BR> President and Chief Executive Officer</DIV></FONT></DIV></TD>
</TABLE>

&nbsp;<BR>
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<PAGE>
<BR>
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<P ALIGN="CENTER"><DIV ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>CERTIFICATION</B></FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">I, Todd Modic, certify that:</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">I have reviewed this report on Form N-Q of ING Prime Rate
Trust;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such
statements were made, not misleading with respect to the period covered by this report;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Based on my knowledge, the schedules of investments included in
this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is
filed;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The registrant&#146;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:</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">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;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">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;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">c)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Evaluated the effectiveness of the registrant&#146;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</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">d)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Disclosed in this report any change in the registrant&#146;s
internal control over financial reporting that occurred during the registrant&#146;s most recent fiscal quarter that has materially affected, or is
reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5.&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The registrant&#146;s other certifying officer(s) and I have
disclosed to the registrant&#146;s auditors and the audit committee of the registrant&#146;s board of directors (or persons performing the equivalent
functions):</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">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&#146;s ability to
record, process, summarize, and report financial information; and</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="37px" ALIGN="LEFT" nowrap><DIV STYLE="TEXT-INDENT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Any fraud, whether or not material, that involves management or
other employees who have a significant role in the registrant&#146;s internal controls over financial reporting.</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="JUSTIFY"><DIV STYLE="TEXT-INDENT: 20px" ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 50%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Date: <U>January 24,
2014&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></DIV></FONT></DIV></TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 50%; border-bottom: Black 1pt solid"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">/s/ Todd Modic</DIV></FONT></DIV></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 50%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></DIV></TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 50%">&nbsp;&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 50%"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Todd Modic<BR> Senior Vice President and Chief Financial Officer</DIV></FONT></DIV></TD>
</TABLE>

&nbsp;<BR>
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</BODY></HTML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
