<SEC-DOCUMENT>0000928816-11-000702.txt : 20110527
<SEC-HEADER>0000928816-11-000702.hdr.sgml : 20110527
<ACCEPTANCE-DATETIME>20110527115746
ACCESSION NUMBER:		0000928816-11-000702
CONFORMED SUBMISSION TYPE:	N-CSRS
PUBLIC DOCUMENT COUNT:		15
CONFORMED PERIOD OF REPORT:	20110331
FILED AS OF DATE:		20110527
DATE AS OF CHANGE:		20110527
EFFECTIVENESS DATE:		20110527

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			PUTNAM MASTER INTERMEDIATE INCOME TRUST
		CENTRAL INDEX KEY:			0000830622
		IRS NUMBER:				046584465
		FISCAL YEAR END:			0930

	FILING VALUES:
		FORM TYPE:		N-CSRS
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05498
		FILM NUMBER:		11876861

	BUSINESS ADDRESS:	
		STREET 1:		ONE POST OFFICE SQ
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02109
		BUSINESS PHONE:		6172921562

	MAIL ADDRESS:	
		STREET 1:		ONE POST OFFICE SQ
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02109
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-CSRS
<SEQUENCE>1
<FILENAME>a_masterintinc.htm
<DESCRIPTION>PUTNAM MASTER INTERMEDIATE INCOME TRUST
<TEXT>
<!DOCTYPE HTML PUBLIC "">


<HTML>
<HEAD>
   <TITLE>a_masterintinc.htm</TITLE>
   <META name="HandheldFriendly" content="true">
</HEAD>

<BODY bgcolor="#ffffff">





























<!--$$/page=-->
<A name="page_1"></A><BR>
<a name="_bclPageBorder1"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="20%"></TD>
     <TD width="5%"></TD>
     <TD width="7%"></TD>
     <TD width="67%"></TD></TR>
<TR>
     <TD colSpan=2></TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=center><FONT size=2 face=sans-serif>UNITED STATES</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=center><FONT size=2 face=sans-serif>SECURITIES AND EXCHANGE COMMISSION</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=center><FONT size=2 face=sans-serif>Washington, D.C. 20549</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=center><B><FONT size=2 face=sans-serif>FORM N-CSR</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=center><B><FONT size=2 face=sans-serif></FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=center><B><FONT size=2 face=sans-serif>CERTIFIED SHAREHOLDER REPORT OF REGISTERED</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=center><B><FONT size=2 face=sans-serif>MANAGEMENT INVESTMENT COMPANIES</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=center><B><FONT size=2 face=sans-serif></FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><FONT size=2 face=sans-serif>Investment Company Act file number: (811-05498)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>Exact name of registrant as specified in charter:</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>Putnam Master Intermediate Income Trust</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif></FONT></TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=left><FONT size=2 face=sans-serif>Address of principal executive offices: One Post Office Square, Boston, Massachusetts 02109</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>Name and address of agent for service:</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>Beth S. Mazor, Vice President</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>One Post Office Square</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>Boston, Massachusetts 02109</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 95px" noWrap align=center><FONT size=2 face=sans-serif>Copy to:</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>John W. Gerstmayr, Esq.</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>Ropes &amp; Gray LLP</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>800 Boylston Street</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>Boston, Massachusetts 02199-3600</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><FONT size=2 face=sans-serif>Registrant&#146;s telephone number, including area code:</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>(617) 292-1000</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif>Date of fiscal year end: September 30, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD width="99%" colSpan=4 noWrap align=left><FONT size=2 face=sans-serif>Date of reporting period October 1, 2010 &#150; March 31, 2011</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><U><FONT size=2 face=sans-serif></FONT></U>&nbsp;</P>
<P style="MARGIN: 0px"><U><FONT size=2 face=sans-serif>Item 1. Report to Stockholders:</FONT></U><BR>
<FONT size=2 face=sans-serif>The following is a copy of the report transmitted to stockholders pursuant </FONT><FONT size=2 face=sans-serif>to Rule 30e-1 under the Investment Company Act of 1940:</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>









































<!--$$/page=-->
<A name="page_1"></A><BR>

<a name="_bclPageBorder1"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<IMG src="masterintinctrstx1x1.jpg" border=0>
<BR>
</DIV>

<HR noshade align="center" width="100%" size=2>


<!--$$/page=-->
<A name="page_2"></A><BR>
<a name="_bclPageBorder2"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=6 face=sans-serif>Putnam</FONT></B><BR>
<B><FONT size=6 face=sans-serif>Master Intermediate</FONT></B><BR>
<B><FONT size=6 face=sans-serif>Income Trust</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>Semiannual report</FONT></B><BR>
<B><FONT size=4 face=sans-serif>3 </FONT></B><B><FONT size=5 face=sans-serif>| </FONT></B><B><FONT size=4 face=sans-serif>31 </FONT></B><B><FONT size=5 face=sans-serif>| </FONT></B><B><FONT size=4 face=sans-serif>11</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="30%"></TD>
     <TD width="10%"></TD>
     <TD width="30%"></TD>
     <TD width="30%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Message from the Trustees</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>1</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>About the fund</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>2</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Performance snapshot</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>4</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Interview with your fund&#146;s portfolio manager</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>5</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Your fund&#146;s performance</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>11</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Terms and definitions</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>13</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Other information for shareholders</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>14</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Financial statements</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>15</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Shareholder meeting results</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=2 face=sans-serif>76</FONT></B>&nbsp;</TD>
     <TD noWrap align=right></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD>
     <TD></TD>
     <TD></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_3"></A><BR>
<a name="_bclPageBorder3"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=5 face=sans-serif>Message from the Trustees</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Dear Fellow Shareholder:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The U.S. economy and markets continue to improve, despite the many headwinds that they face. The stock market has shown resilience, recently hitting multiple-year highs. The number of U.S. companies paying dividends is significantly higher than a year ago, and corporate profits remain strong.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Even with this positive news, Putnam believes that volatility will continue to roil the markets in the months ahead. Federal budget issues, inflationary pressures, stubbornly high unemployment, and global developments from Japan to Libya have created a cloud of uncertainty. In addition, the U.S. fixed-income market faces the end of the Federal Reserve&#146;s quantitative easing program and the prospects of a tighter monetary policy in the future. We believe, however, that Putnam&#146;s active, research-intensive approach is well suited to uncovering opportunities in this environment.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In addition, Putnam would like to thank Richard B. Worley and Myra R. Drucker, who have retired from the Board of Trustees, for their many years of dedicated and thoughtful leadership.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Lastly, we would like to take this opportunity to welcome new shareholders to the fund and to thank all of our investors for your continued confidence in Putnam.</FONT></P>
<IMG border=0 src="masterintinctrstx3x1.jpg">
<BR>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_4"></A><BR>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=5 face=sans-serif>About the fund</FONT></B></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=2 face=sans-serif>Seeking broad diversification across bond markets</FONT></B></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=2 face=sans-serif>When Putnam Master Intermediate Income Trust was launched in 1988, its three-pronged focus on U.S. investment-grade bonds, high-yield corporate bonds, and non-U.S. bonds was considered innovative. Lower-rated, higher-yielding corporate bonds were relatively new, having just been established in the late 1970s. In addition, at the time of the fund&#146;s launch, few investors were venturing outside the United States for fixed-income opportunities.</FONT></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=2 face=sans-serif>In the two decades since then, the bond investment landscape has undergone a transformation. New sectors such as mortgage- and asset-backed securities now make up a sizable portion of the U.S. investment-grade market. The high-yield corporate bond sector has also grown significantly. Outside the United States, the introduction of the euro fostered the </FONT><FONT size=2 face=sans-serif>development of a large market of European government bonds. There are also growing opportunities to invest in the debt of emerging-market countries.</FONT></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=2 face=sans-serif>The fund&#146;s multi-strategy approach is well suited to the expanding opportunities in today&#146;s global bond marketplace. To respond to the market&#146;s increasing complexity, Putnam&#146;s fixed-income group aligns teams of specialists with varied investment opportunities. Working with these teams, the fund managers strive to build a diversified portfolio that carefully balances risk and return.</FONT></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=2 face=sans-serif>As different factors drive the performance of the various bond market sectors, the managers use the fund&#146;s flexible strategy to seek opportunities for investors.</FONT></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=2 face=sans-serif>Consider these risks before investing: </FONT></B><FONT size=2 face=sans-serif>International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. Lower-rated bonds may offer higher yields in return for more risk. The use of derivatives involves special risks and may result in losses. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. The fund&#146;s shares trade on a stock exchange at market prices, which may be lower than the fund&#146;s net asset value.</FONT></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=2 face=sans-serif>How do closed-end funds differ from open-end funds?</FONT></B></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=1 face=sans-serif>More assets at work </FONT></B><FONT size=1 face=sans-serif>While open-end funds need to maintain a cash position to meet redemptions, closed-end funds are not subject to redemptions and can keep more of their assets invested in the market.</FONT></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=1 face=sans-serif>Traded like stocks </FONT></B><FONT size=1 face=sans-serif>Closed-end fund shares are traded on stock exchanges, and their market prices fluctuate in response to supply and demand, among other factors.</FONT></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=1 face=sans-serif>Net asset value vs. market price </FONT></B><FONT size=1 face=sans-serif>Like an open-end fund&#146;s net asset value (NAV) per share, the NAV of a closed-end fund share is equal to the current value of the fund&#146;s assets, minus its liabilities, divided by the number of shares outstanding. However, when buying or selling closed-end fund shares, the price you pay or receive is the market price. Market price reflects current market supply and demand, and may be higher or lower than the NAV.</FONT></P>
<a name="_bclPageBorder4"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=1 face=Arial></FONT>&nbsp;</P>
<a name="_bclPageBorder4"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<IMG border=0 src="masterintinctrstx4x1.jpg">
</DIV>
<a name="_bclPageBorder4"></a><DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">&nbsp;</DIV>
<a name="_bclPageBorder4"></a><DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><BR>
<IMG border=0 src="masterintinctrstx4x2.jpg">
<BR>
</DIV>
<a name="_bclPageBorder4"></a><DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%" align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="50%"></TD>
     <TD width="50%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2</FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>3</FONT></FONT></TD></TR></TABLE></DIV>
<a name="_bclPageBorder4"></a><P style="MARGIN: 0px; PADDING-LEFT: 0%; PADDING-RIGHT: 0%">&nbsp;</P>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_5"></A><BR>
<a name="_bclPageBorder5"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<IMG border=0 src="masterintinctrstx5x1.jpg">
<BR>
<P style="TEXT-ALIGN: left"><B><I><FONT size=1 face=sans-serif>Data are historical. Past performance does not guarantee future results. More recent returns may be less or more than those shown. Investment return and net asset value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Fund returns in the bar chart are at NAV. See pages 5 and 11&#150;12 for additional performance </FONT></I></B><B><I><FONT size=1 face=sans-serif>information, including fund returns at market price. Index and Lipper results should be compared to fund performance at NAV. Lipper calculates performance differently than the closed-end funds it ranks, due to varying methods for determining a fund&#146;s monthly reinvestment NAV.</FONT></I></B></P>
<P style="TEXT-ALIGN: left"><B><I><FONT size=1 face=sans-serif>* Returns for the six-month period are not annualized, but cumulative.</FONT></I></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>4</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_6"></A><BR>
<a name="_bclPageBorder6"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=5 face=sans-serif>Interview with your fund&#146;s portfolio manager</FONT></B></P>
<a name="_bclPageBorder6"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=2 face=sans-serif>D. William Kohli</FONT></B></P>
<a name="_bclPageBorder6"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><B><FONT size=2 face=sans-serif>Bill, what was the environment like in global bond markets during the six months ended March 31, 2011?</FONT></B></P>
<a name="_bclPageBorder6"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=2 face=sans-serif>The fixed-income market generated mixed results during the period. Sectors at the riskier end of the spectrum, such as high-yield corporate bonds, floating-rate bank loan securities, and commercial mortgage-backed securities [CMBS] performed the best. Bonds in these categories are generally less sensitive to interest-rate movements and benefited from an improving economy. U.S. Treasuries struggled during the period. Upward pressure on Treasury yields due to better economic prospects was offset by downward pressure resulting from macroeconomic risks in Europe, the Middle East, North Africa, and Japan. Similarly, increasing inflation expectations placed upward pressure on yields, but this was held in check by the </FONT><FONT size=2 face=sans-serif>Federal Reserve&#146;s bond purchases under its quantitative easing program.</FONT></P>
<a name="_bclPageBorder6"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=2 face=sans-serif>During the second half of the period, market participants increasingly concluded that the U.S. economy was returning to a more normal growth pattern. As a result, near-term inflation expectations increased considerably, causing yields at the shorter end of the Treasury yield curve to rise more than longer-maturity yields, and the yield curve flattened marginally. [The yield curve is a graphical representation of the difference in yields between shorter- and longer-term bonds.]</FONT></P>
<a name="_bclPageBorder6"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=2 face=sans-serif>In this environment, our decision to limit the fund&#146;s interest-rate risk versus the benchmark and focus on securities we believed could perform well despite rising rates enabled Putnam Master Intermediate Income Trust to outperform its benchmark at net asset value by a sizeable margin.</FONT></P>
<a name="_bclPageBorder6"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=2 face=Arial></FONT>&nbsp;</P>
<a name="_bclPageBorder6"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<IMG border=0 src="masterintinctrstx6x1.jpg">
&nbsp;<BR>
</DIV>
<a name="_bclPageBorder6"></a><DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><BR>
<FONT size=2 face=sans-serif>This comparison shows your fund&#146;s performance in the context of broad market indexes for the six months ended 3/31/11. See pages 4 and 11&#150;12 for additional fund performance information. Index descriptions can be found on page 13.</FONT></DIV>
<a name="_bclPageBorder6"></a><P style="TEXT-ALIGN: left; PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><FONT size=1 face=sans-serif>5</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_7"></A><BR>
<a name="_bclPageBorder7"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Looking more closely at the macroeconomic backdrop, leading economic indicators accelerated throughout the winter into the spring, signaling continued economic expansion for the United States in the coming months. Manufacturing activity improved, with a renewal of the inventory cycle potentially providing room for additional growth. Labor market conditions also strengthened, with total private employment increasing substantially during the first three months of 2011. On the downside, U.S. residential housing remained very weak, as sales patterns showed that the excesses of the housing bubble were still being worked through the system.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Leading indicators for many European economies painted a similar picture as those </FONT><FONT size=2 face=sans-serif>in the United States. While sovereign debt issues remain, economic stability pushed these concerns into the background, at least for now.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Globally, while a majority of both developed and emerging countries showed rising economic indicators, many emerging-market economies have been tightening their monetary policies to combat inflation and are generally in a later phase of the business cycle.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>The fund outperformed its benchmark by a substantial margin. What factors drove this outperformance?</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The fund&#146;s interest-rate strategies were key contributors versus the benchmark. Using interest-rate swaps and futures, we successfully positioned the fund for<BR>
</FONT></P>
<IMG border=0 src="masterintinctrstx7x1.jpg">
<BR>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Credit qualities are shown as a percentage of net assets as of 3/31/11. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. The chart reflects Moody&#146;s ratings; percentages may include bonds or derivatives not rated by Moody&#146;s but rated by Standard &amp; Poor&#146;s or, if unrated by S&amp;P, by Fitch, and then included in the closest equivalent Moody&#146;s rating. Ratings will vary over time.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Credit quality includes bonds and represents only the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. The fund itself has not been rated by an independent rating agency.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>6</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_8"></A><BR>
<a name="_bclPageBorder8"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>a rising-rate environment and a flatter yield curve. In addition, we kept the fund&#146;s duration&nbsp;&#151; or sensitivity to interest-rate changes&nbsp;&#151; short versus the index, which helped as rates moved higher.</FONT></P>
<P align=left>
<IMG border=0 src="masterintinctrstx8x1.jpg">
</P>
<BR>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The fund continued to benefit from the strong cash flows generated by our holdings of securitized bonds, specifically non-agency residential mortgage-backed securities [RMBS] and agency interest-only collateralized mortgage obligations [IO CMO]. In general, non-agency RMBS have minimal sensitivity to rising interest rates because of their relatively short durations. Also, in many cases, rising rates help IO CMOs by removing </FONT><FONT size=2 face=sans-serif>refinancing incentives for lower-rate mortgage pools. Refinancing activity on the mortgage pools underlying the IO CMOs that we held remained at low levels. As a result, these securities generated steady cash flows throughout the period and their prices moved higher. In fact, the returns from our IO CMO positions were so solid that we locked in profits and significantly reduced the fund&#146;s exposure.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In implementing our IO CMO strategy, we used interest-rate swaps and options to hedge the fund&#146;s duration, in order to isolate the prepayment risk that we believed was attractively priced.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>A significant allocation to high-yield corporate bonds was another key contributor to the fund&#146;s outperformance, as the high-yield category was the top-performing bond-market sector for the period. Strong corporate fundamentals and positive credit trends bolstered high-yield bonds. High-yield credit spreads &#151; or the yield advantage offered by high-yield bonds over U.S. Treasuries &#151; declined over the period, but</FONT></P>
<IMG border=0 src="masterintinctrstx8x2.jpg">
<BR>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>This table shows the fund&#146;s top three individual holdings across three key sectors and the percentage of the fund&#146;s net assets that each represented as of 3/31/11. Short-term holdings and TBA&#146;s are excluded. Holdings will vary over time.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>7</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_9"></A><BR>
<a name="_bclPageBorder9"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>demand remained robust as investors moved up the risk spectrum in search of higher yields. The default rate, which is another important aspect of the asset class, declined to low single-digit levels by period-end &#151; well below the historical average.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>What other holdings aided the fund&#146;s relative performance?</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Security selection in emerging-market debt also boosted performance, with our investments in bonds from Argentina, and oil-rich Russia and Venezuela delivering the best results.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>A small position in short-term commercial mortgage-backed securities [CMBS] rounded out the top contributors. Our holdings of bonds in the highly liquid topmost part of the capital structure benefited from investors&#146; perception that even though commercial mortgage delinquencies accelerated, senior CMBSs had enough structural protection to withstand losses. However, CMBSs were one of the first sectors to recover from the </FONT><FONT size=2 face=sans-serif>2008&#150;2009 credit crisis, and their valuations are not as attractive as they once were.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Which strategies detracted from results?</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Global currencies were volatile during the period, and our active currency management&nbsp;&#151; which was done using currency-forward contracts &#151; detracted from returns. Specifically, the fund was hurt by the unwinding of the &#147;carry trade&#148; in which we sold currencies from countries with relatively low interest rates and used the proceeds to buy currencies from countries with relatively high interest rates, most notably Australia. Tactical positioning in the British pound sterling and short positions in the Swiss franc and Canadian dollar also dampened results.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Additionally, the fund was underweight investment-grade corporate bonds versus the benchmark, which detracted modestly from relative performance.<BR>
</FONT></P>
<IMG border=0 src="masterintinctrstx9x1.jpg">
<BR>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>This chart shows how the fund&#146;s top weightings have changed over the past six months. Weightings are shown as a percentage of net assets. Summary information may differ from the portfolio schedule included in the financial statements due to the inclusion of derivative securities and the exclusion of as-of trades, if any, and the use of different classifications of securities for presentation purposes. Holdings will vary over time.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>8</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_10"></A><BR>
<a name="_bclPageBorder10"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>What is your outlook for global economies and the credit markets in the coming months, and how are you positioning the fund?</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Developed global economies appear to be transitioning into what I refer to as an &#147;interest-rate normalization&#148; mode. Reflecting its staunch anti-inflation posture, the European Central Bank raised its main policy rate by 0.25% shortly after the period ended &#151; its first increase since 2008 &#151; and is likely to do so again in the next two to three months. In the United States, if economic data continue to come in better than expected, it is likely the Federal Reserve will intensify its discussions about when to begin increasing the federal funds rate.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Overall, we have a positive outlook regarding global economic growth. At the same time, we are mindful of macro risks that do not appear to be fully reflected in the credit markets, such as the rising price of crude oil. Higher oil prices potentially have the dual negative impact of contributing to higher inflation as well as impairing economic growth. Rising oil prices act as a tax on the global economy by impeding consumer spending and squeezing corporate profit margins. At the very least, it is likely that higher oil prices will dampen economic growth over the near term.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In terms of portfolio positioning, as noted previously, we reduced the fund&#146;s risk profile by sharply cutting our allocation to IO CMOs, concluding that their valuations had reached levels that were less compelling from a risk/reward standpoint. However, we continue to closely monitor the IO CMO market, and remain alert for opportunities to reallocate capital to this area when valuations warrant. We also trimmed our holdings of non-agency RMBS, the returns of which are heavily </FONT><FONT size=2 face=sans-serif>influenced by home prices. Lastly, we are maintaining a short-duration posture, as we anticipate that rates may continue to rise, and plan to continue the fund&#146;s bias toward a flattening yield curve. Overall, the portfolio remains broadly diversified. We continue to believe that a number of attractive opportunities exist outside the broad market indexes for firms like Putnam that have the resources to capitalize on them.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Thanks for your time and for bringing us up to date, Bill.</FONT></B></P>
<P style="TEXT-ALIGN: left"><I><FONT size=2 face=sans-serif>The views expressed in this report are exclusively those of Putnam Management. They are not meant as investment advice.</FONT></I></P>
<P style="TEXT-ALIGN: left"><I><FONT size=2 face=sans-serif>Please note that the holdings discussed in this report may not have been held by the fund for the entire period. Portfolio composition is subject to review in accordance with the fund&#146;s investment strategy and may vary in the future. Current and future portfolio holdings are subject to risk.</FONT></I></P>
<P style="TEXT-ALIGN: left"><B><FONT size=3 face=sans-serif>Of special interest</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Your fund&#146;s dividend rate was decreased twice during the semiannual period ended March&nbsp;31, 2011. The per-share dividend declined from $0.053 to $0.043 effective November 2010, and from $0.043 to $0.039 effective March 2011. The reductions were due to a decrease in yields from asset-backed and commercial mortgage-backed securities, and were also due to an overall decrease in interest income resulting from the current low interest-rate&nbsp;environment.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>9</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_11"></A><BR>
<a name="_bclPageBorder11"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<IMG border=0 src="masterintinctrstx11x1.jpg">
<BR>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Portfolio Manager </FONT><B><FONT size=2 face=sans-serif>D. William Kohli </FONT></B><FONT size=2 face=sans-serif>is Co-Head of Fixed Income at Putnam and Team Leader of Portfolio Construction and Global </FONT><FONT size=2 face=sans-serif>Strategies. He has an M.B.A. from the Haas School of Business at the University of California, Berkeley, and a B.A. from the University of California, San Diego. Bill joined Putnam in 1994 and has been in the investment industry since 1987.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In addition to Bill, your fund is managed by Michael Atkin, Kevin Murphy, Michael Salm, and Paul Scanlon.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>IN THE NEWS</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>The Federal Reserve continues to back </FONT></B><B><FONT size=2 face=sans-serif>its stimulus efforts already under way. </FONT></B><FONT size=2 face=sans-serif>Besides maintaining its near-zero interest-rate policy, the Federal Open Market Committee at its April 15 meeting remained committed to completing its second round of quantitative easing, dubbed &#147;QE2.&#148; Last fall, the central bank launched QE2, which involves the purchase of $600 billion in U.S. Treasury securities, with the primary aim of preventing deflation in the U.S. economy. Last summer, the United States teetered </FONT><FONT size=2 face=sans-serif>perilously on the brink of a deflationary cliff, as inflation rates fell to 50-year lows. Deflation, which occurs when prices fall in an economy, can cause long-term significant damage to growth. QE2 may have worked, as inflation has returned. In March, the most recent data available, prices measured by the Consumer Price Index (CPI) edged up 0.5% after increasing by the same margin in February. Core inflation, which excludes volatile food and energy prices, rose by 0.1% in March, following a 0.2% uptick in February.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>10</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_12"></A><BR>
<a name="_bclPageBorder12"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>Your fund&#146;s performance</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>This section shows your fund&#146;s performance, price, and distribution information for periods ended March 31, 2011, the end of the first half of its current fiscal year. Performance should always be considered in light of a fund&#146;s investment strategy. Data represent past performance. Past performance does not guarantee future results. More recent returns may be less or more than those shown. Investment return, net asset value, and market price will fluctuate, and you may have a gain or a loss when you sell your shares.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Fund performance </FONT></B><FONT size=2 face=sans-serif>Total return for periods ended 3/31/11</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="33%"></TD>
     <TD width="33%" align=center></TD>
     <TD width="33%" align=center></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>NAV</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Market price</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Life of fund (since 4/29/88)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.62%</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.24%</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10 years</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>105.56</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>114.63</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.47</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.94</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5 years</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>41.61</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>62.34</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.21</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>10.18</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 years</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>31.27</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>40.28</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>9.49</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>11.94</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1 year</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>13.29</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>4.59</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 months</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.05</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>-1.62</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=1 face=sans-serif><BR>
Performance assumes reinvestment of distributions and does not account for taxes.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Comparative index returns </FONT></B><FONT size=2 face=sans-serif>For periods ended 3/31/11</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="20%"></TD>
     <TD width="20%" align=center></TD>
     <TD width="20%" align=center></TD>
     <TD width="20%" align=center></TD>
     <TD width="20%" align=center></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Lipper Flexible</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Barclays Capital</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Citigroup Non-U.S.</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Income Funds</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Government/Credit</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>World Government</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>JPMorgan Global</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(closed-end)</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Bond Index</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Bond Index</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>High Yield Index</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>category average*</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Annual average (life of fund)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.21%</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>6.79%</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>&#151;&#134;</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.25%</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10 years</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>71.31</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>117.31</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>140.02%</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>96.20</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>5.53</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>8.07</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>9.15</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>6.96</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5 years</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>32.75</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>45.82</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>55.50</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>40.29</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>5.83</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.84</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>9.23</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>6.99</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 years</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>15.17</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>10.07</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>43.59</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>28.54</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>4.82</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>3.25</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>12.82</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>8.72</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1 year</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>5.26</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>8.51</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>14.49</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>11.59</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 months</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>&#150;1.90</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>&#150;0.49</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.58</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>5.11</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=1 face=sans-serif><BR>
Index and Lipper results should be compared to fund performance at net asset value. Lipper calculates performance differently than the closed-end funds it ranks, due to varying methods for determining a fund&#146;s monthly reinvestment NAV.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>* Over the 6-month, 1-year, 3-year, 5-year, 10-year, and life-of-fund periods ended 3/31/11, there were 5, 5, 4, 4, 3, and 2 funds, respectively, in this Lipper category.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>&#134; The JPMorgan Global High Yield Index was introduced on 12/31/93, which post-dates the fund&#146;s inception.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>11</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_13"></A><BR>
<a name="_bclPageBorder13"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Fund price and distribution information </FONT></B><FONT size=2 face=sans-serif>For the six-month period ended 3/31/11</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="16%"></TD>
     <TD width="16%" align=center></TD>
     <TD width="16%" align=center></TD>
     <TD width="16%" align=center></TD>
     <TD width="16%"></TD>
     <TD width="16%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Distributions</FONT></B>&nbsp;</TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Number</FONT>&nbsp;</TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>6</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Income</FONT>&nbsp;</TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>$0.264</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Capital gains</FONT>&nbsp;</TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$0.264</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Share value</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>NAV</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Market price</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>9/30/10</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>$5.83</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>$6.28</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3/31/11</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>5.97</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>5.91</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Current yield (end of period)</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>NAV</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Market price</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Current dividend rate*</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.84%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.92%</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=1 face=sans-serif><BR>
The classification of distributions, if any, is an estimate. Final distribution information will appear on your year-end tax forms.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>* Most recent distribution, excluding capital gains, annualized and divided by NAV or market price at end of period.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>12</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_14"></A><BR>
<a name="_bclPageBorder14"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>Terms and definitions</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Important terms</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Total return </FONT></B><FONT size=2 face=sans-serif>shows how the value of the fund&#146;s shares changed over time, assuming you held the shares through the entire period and reinvested all distributions in the fund.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Net asset value (NAV) </FONT></B><FONT size=2 face=sans-serif>is the value of all your fund&#146;s assets, minus any liabilities, divided by the number of outstanding shares.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Market price </FONT></B><FONT size=2 face=sans-serif>is the current trading price of one share of the fund. Market prices are set by transactions between buyers and sellers on exchanges such as the New York Stock Exchange.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Current yield </FONT></B><FONT size=2 face=sans-serif>is the annual rate of return earned from dividends or interest of an investment. Current yield is expressed as a percentage of the price of a security, fund share, or principal investment.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Comparative indexes</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Barclays Capital U.S. Aggregate Bond Index </FONT></B><FONT size=2 face=sans-serif>is an unmanaged index of U.S. investment-grade fixed-income securities.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Barclays Capital Government/Credit Bond Index </FONT></B><FONT size=2 face=sans-serif>is an unmanaged index of U.S. Treasuries, agency securities, and investment-grade corporate bonds.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>BofA (Bank of America) Merrill Lynch U.S. 3-Month Treasury Bill Index </FONT></B><FONT size=2 face=sans-serif>is an unmanaged index that seeks to measure the performance of U.S. Treasury bills available in the marketplace.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Citigroup Non-U.S. World Government Bond Index </FONT></B><FONT size=2 face=sans-serif>is an unmanaged index generally considered to be representative of the world bond market excluding the United States.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>JPMorgan Global High Yield Index </FONT></B><FONT size=2 face=sans-serif>is an unmanaged index of global high-yield fixed-income securities.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>S&amp;P 500 Index </FONT></B><FONT size=2 face=sans-serif>is an unmanaged index of common stock performance.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Indexes assume reinvestment of all distributions and do not account for fees. Securities and performance of a fund and an index will differ. You cannot invest directly in an index.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Lipper </FONT></B><FONT size=2 face=sans-serif>is a third-party industry-ranking entity that ranks mutual funds. Its rankings do not reflect sales charges. Lipper rankings are based on total return at net asset value relative to other funds that have similar current investment styles or objectives as determined by Lipper. Lipper may change a fund&#146;s category assignment at its discretion. Lipper category averages reflect performance trends for funds within a category.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>13</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_15"></A><BR>
<a name="_bclPageBorder15"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>Other information for shareholders</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Important notice regarding share repurchase program</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In September 2010, the Trustees of your fund approved the renewal of a share repurchase program that had been in effect since 2005. This renewal will allow your fund to repurchase, in the 12 months beginning October 8, 2010, up to 10% of the fund&#146;s common shares outstanding as of October 7, 2010.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Important notice regarding delivery of shareholder documents</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In accordance with SEC regulations, Putnam sends a single copy of annual and semiannual shareholder reports, prospectuses, and proxy statements to Putnam shareholders who share the same address, unless a shareholder requests otherwise. If you prefer to receive your own copy of these documents, please call Putnam at 1-800-225-1581, and Putnam will begin sending individual copies within&nbsp;30&nbsp;days.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Proxy voting</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Putnam is committed to managing our mutual funds in the best interests of our shareholders. The Putnam funds&#146; proxy voting guidelines and procedures, as well as information regarding how your fund voted proxies relating to portfolio securities during the 12-month period ended June 30, 2010, are available in the Individual Investors section of putnam.com, and on the SEC&#146;s website, www.sec.gov. If </FONT><FONT size=2 face=sans-serif>you have questions about finding forms on the SEC&#146;s website, you may call the SEC at 1-800-SEC-0330. You may also obtain the Putnam funds&#146; proxy voting guidelines and procedures at no charge by calling Putnam&#146;s Shareholder Services at 1-800-225-1581.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Fund portfolio holdings</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The fund will file a complete schedule of its portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Shareholders may obtain the fund&#146;s Forms N-Q on the SEC&#146;s website at www.sec.gov. In addition, the fund&#146;s Forms N-Q may be reviewed and copied at the SEC&#146;s Public Reference Room in Washington, D.C. You may call the SEC at 1-800-SEC-0330 for information about the SEC&#146;s website or the operation of the Public Reference Room.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Trustee and employee fund ownership</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Putnam employees and members of the Board of Trustees place their faith, confidence, and, most importantly, investment dollars in Putnam mutual funds. As of March 31, 2011, Putnam employees had approximately $376,000,000 and the Trustees had approximately $69,000,000 invested in Putnam mutual funds. These amounts include investments by the Trustees&#146; and employees&#146; immediate family members as well as investments through retirement and deferred compensation plans.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>14</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_16"></A><BR>
<a name="_bclPageBorder16"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>Financial statements</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>A guide to financial statements</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>These sections of the report, as well as the accompanying Notes, constitute the fund&#146;s financial statements.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>The fund&#146;s portfolio </FONT></B><FONT size=2 face=sans-serif>lists all the fund&#146;s investments and their values as of the last day of the reporting period. Holdings are organized by asset type and industry sector, country, or state to show areas of concentration and diversification.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Statement of assets and liabilities </FONT></B><FONT size=2 face=sans-serif>shows how the fund&#146;s net assets and share price are determined. All investment and non-investment assets are added together. Any unpaid expenses and other liabilities are subtracted from this total. The result is divided by the number of shares to determine the net asset value per share. (For funds with preferred shares, the amount subtracted from total assets includes the liquidation preference of preferred shares.)</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Statement of operations </FONT></B><FONT size=2 face=sans-serif>shows the fund&#146;s net investment gain or loss. This is done by first adding up all the fund&#146;s earnings &#151; from dividends and interest income &#151; and subtracting its operating expenses to determine net investment income (or loss). Then, any net gain or loss the fund realized on the sales of its holdings &#151; as well as any unrealized gains or losses over the period &#151; is added to or subtracted from the net </FONT><FONT size=2 face=sans-serif>investment result to determine the fund&#146;s net gain or loss for the fiscal period.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Statement of changes in net assets </FONT></B><FONT size=2 face=sans-serif>shows how the fund&#146;s net assets were affected by the fund&#146;s net investment gain or loss, by distributions to shareholders, and by changes in the number of the fund&#146;s shares. It lists distributions and their sources (net investment income or realized capital gains) over the current reporting period and the most recent fiscal year-end. The distributions listed here may not match the sources listed in the Statement of operations because the distributions are determined on a tax basis and may be paid in a different period from the one in which they were earned. Dividend sources are estimated at the time of declaration. Actual results may vary. Any non-taxable return of capital cannot be determined until final tax calculations are completed after the end of the fund&#146;s fiscal year.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Financial highlights </FONT></B><FONT size=2 face=sans-serif>provide an overview of the fund&#146;s investment results, per-share distributions, expense ratios, net investment income ratios, and portfolio turnover in one summary table, reflecting the five most recent reporting periods. In a semiannual report, the highlights table also includes the current reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>15</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_17"></A><BR>
<a name="_bclPageBorder17"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>The fund&#146;s portfolio </FONT></B><FONT size=2 face=sans-serif>3/31/11 (Unaudited)</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>U.S. GOVERNMENT AND AGENCY MORTGAGE OBLIGATIONS (22.5%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>U.S. Government Guaranteed Mortgage Obligations (0.3%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Government National Mortgage Association Pass-Through</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Certificates 6 1/2s, November 20, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,081,928</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,209,688</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>1,209,688</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>U.S. Government Agency Mortgage Obligations (22.2%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal Home Loan Mortgage Corporation</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Pass-Through Certificates</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>3 1/2s, with due dates from December 1, 2040 to February 1, 2041 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,939,516</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,116,757</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 1/2s, TBA, April 1, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>939,766</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal National Mortgage Association</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Pass-Through Certificates</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4 1/2s, TBA, April 1, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,088,672</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4s, TBA, April 1, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>29,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>28,528,750</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>3 1/2s, with due dates from December 1, 2040 to March 1, 2041 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,913,690</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,005,491</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 1/2s, TBA, April 1, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>26,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,484,689</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>87,164,125</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>&nbsp;</FONT></B></TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Total U.S. government and agency mortgage obligations (cost $88,170,596)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$88,373,813</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4></TD></TR>
<TR>
     <TD colSpan=4>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Basic materials (2.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Associated Materials, LLC 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9 1/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$215,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$230,050</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Atkore International, Inc. 144A sr. notes 9 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>112,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>119,560</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Celanese US Holdings, LLC 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 6 5/8s, 2018 (Germany)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>200,850</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chemtura Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>76,140</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Clondalkin Acquisition BV 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes FRN 2.31s, 2013 (Netherlands)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ferro Corp. sr. unsec. notes 7 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>315,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>333,900</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FMG Resources August 2006 Pty, Ltd. 144A sr. notes</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>7s, 2015 (Australia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>284,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>292,957</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FMG Resources August 2006 Pty, Ltd. 144A sr. notes 6 7/8s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2018 (Australia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>230,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>239,200</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Georgia-Pacific, LLC sr. unsec. unsub. notes 8 1/8s, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,344</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Graphic Packaging International, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 7 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>48,150</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hexion U.S. Finance Corp./Hexion Nova Scotia Finance, ULC</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. notes 8 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>169,200</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hexion U.S. Finance Corp./Hexion Nova Scotia Finance, ULC</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>144A sr. notes 9s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>175,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>181,453</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Huntsman International, LLC 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. sub. notes 8 5/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>185,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>201,650</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ineos Finance PLC 144A company guaranty sr. notes 9s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>219,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ineos Group Holdings PLC company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes Ser. REGS, 7 7/8s, 2016 (United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR </FONT></TD>
     <TD noWrap align=right>&nbsp;<FONT size=1 face=sans-serif>117,000</FONT>&nbsp; </TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>162,260</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JMC Steel Group 144A sr. notes 8 1/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>71,575</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>KRATON Polymers, LLC/KRATON Polymers Capital Corp. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. notes 6 3/4s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,900</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>16</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_18"></A><BR>
<a name="_bclPageBorder18"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Basic materials </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Kronos International, Inc. sr. notes 6 1/2s, 2013 (Germany)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>288,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$410,763</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lyondell Chemical Co. sr. notes 11s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$605,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>679,113</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lyondell Chemical Co. 144A company guaranty sr. notes 8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>305,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>336,263</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Momentive Performance Materials, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 12 1/2s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>216,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Momentive Performance Materials, Inc. 144A notes 9s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>296,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>305,990</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Nalco Co. 144A sr. notes 6 5/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,013</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Nexeo Solutions, LLC/Nexeo Solutions Finance Corp. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. sub. notes 8 3/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>61,200</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Novelis, Inc. company guaranty sr. unsec. notes 7 1/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>243,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>247,860</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Novelis, Inc. 144A company guaranty sr. notes 8 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>215,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>236,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Omnova Solutions, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PE Paper Escrow GmbH sr. notes Ser. REGS, 11 3/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2014 (Austria)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>405,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>655,102</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Rockwood Specialties Group, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. sub. notes 7 5/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,405</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SGL Carbon SE company guaranty sr. sub. notes FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. EMTN, 2.343s, 2015 (Germany)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>152,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,094</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Smurfit Kappa Funding PLC sr. unsec. sub. notes 7 3/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2015 (Ireland)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>117,588</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Solutia, Inc. company guaranty sr. unsec. notes 8 3/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>176,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Solutia, Inc. company guaranty sr. unsec. notes 7 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>153,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>165,623</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Steel Dynamics, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7 3/8s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>26,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Steel Dynamics, Inc. sr. unsec. unsub. notes 7 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>269,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>284,468</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Teck Resources Limited sr. notes 10 3/4s, 2019 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>168,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>214,536</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Teck Resources Limited sr. notes 10 1/4s, 2016 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>177,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,843</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TPC Group, LLC 144A sr. notes 8 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>185,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,638</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Tube City IMS Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 9 3/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>57,475</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USG Corp. 144A company guaranty sr. notes 8 3/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,150</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Vartellus Specialties, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9 3/8s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>34,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>36,380</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Verso Paper Holdings, LLC/Verso Paper, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty Ser. B, 11 3/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>82,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>86,920</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Verso Paper Holdings, LLC/Verso Paper, Inc.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. notes 11 1/2s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>214,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>233,795</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Verso Paper Holdings, LLC/Verso Paper, Inc. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. notes 8 3/4s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>88,400</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>8,270,133</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Capital goods (1.3%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Acquisition Co., Lanza Parent 144A sr. notes 10s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>248,063</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Alliant Techsystems, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 6 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>240,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>250,800</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Alliant Techsystems, Inc. sr. sub. notes 6 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>199,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>204,224</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Allison Transmission, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 11 1/4s, 2015 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>224,720</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>244,102</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Altra Holdings, Inc. company guaranty sr. notes 8 1/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>101,888</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>17</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_19"></A><BR>
<a name="_bclPageBorder19"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Capital goods </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ardagh Packaging Finance PLC sr. notes Ser. REGS, 7 3/8s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2017 (Ireland)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$202,787</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BE Aerospace, Inc. sr. unsec. unsub. notes 6 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$138,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>142,658</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Berry Plastics Corp. company guaranty sr. notes 9 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>97,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>96,515</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Berry Plastics Corp. 144A sr. notes 9 3/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>111,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>109,890</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Berry Plastics Holding Corp. company guaranty notes FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.185s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>103,538</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Briggs &amp; Stratton Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>146,650</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Crown Americas, LLC/Crown Americas Capital Corp. III 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. notes 6 1/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>142,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Crown European Holdings SA 144A sr. notes 7 1/8s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2018 (France)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Exide Technologies 144A sr. notes 8 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>101,413</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Griffon Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>71,225</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Kratos Defense &amp; Security Solutions, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 10s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>176,400</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mueller Water Products, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 8 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33,375</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polypore International, Inc. 144A sr. notes 7 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Pregis Corp. company guaranty sr. sub. notes 12 3/8s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>108,488</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Rexel SA company guaranty sr. unsec. notes 8 1/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2016 (France)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>308,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>473,699</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group DL Escrow, Inc./Reynolds Group Escrow, LLC</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>144A sr. notes 7 3/4s, 2016 (Luxembourg)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>377,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>555,901</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer, Inc. 144A sr. notes 9s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>103,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer, Inc. 144A sr. notes 7 1/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>133,250</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ryerson, Inc. company guaranty sr. notes 12s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>334,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>362,390</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Tenneco, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7 3/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>80,063</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Tenneco, Inc. company guaranty sr. unsub. notes 6 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>144,900</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Terex Corp. sr. unsec. sub. notes 8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>61,118</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Thermadyne Holdings Corp. 144A sr. notes 9s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>243,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>256,669</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Thermon Industries, Inc. company guaranty sr. notes 9 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>147,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>158,760</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TransDigm, Inc. 144A sr. sub. notes 7 3/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>215,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>230,856</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>5,239,922</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Communication services (3.4%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bresnan Broadband Holdings, LLC 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>79,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cablevision Systems Corp. sr. unsec. unsub. notes 8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>163,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CCH II, LLC/CCH II Capital company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 13 1/2s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>237,462</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>284,361</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CCO Holdings, LLC/CCO Holdings Capital Corp. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsub. notes 7s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>143,150</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cequel Communications Holdings I LLC/Cequel Capital Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>144A sr. notes 8 5/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>146,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>152,205</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cincinnati Bell, Inc. company guaranty sr. unsec. notes 7s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>88,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89,100</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cincinnati Bell, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 8 3/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,875</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>18</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_20"></A><BR>
<a name="_bclPageBorder20"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Communication services </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Clearwire Communications, LLC/Clearwire Finance, Inc. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. notes 12s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$300,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$324,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CPI International Acquisition, Inc. 144A sr. notes 8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,344</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cricket Communications, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>285,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>287,138</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cricket Communications, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 10s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>354,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>388,515</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cricket Communications, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsub. notes 7 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>480,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>510,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Crown Castle International Corp. sr. unsec. notes 7 1/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,325</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CSC Holdings LLC sr. notes 6 3/4s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>81,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>84,038</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CSC Holdings LLC sr. unsec. unsub. notes 8 1/2s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>67,275</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Digicel Group, Ltd. 144A sr. notes 8 1/4s, 2017 (Jamaica)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>431,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>456,860</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Frontier Communications Corp. sr. unsec. notes 8 1/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>753,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>812,299</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Inmarsat Finance PLC 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7 3/8s, 2017 (United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>116,050</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Intelsat Jackson Holdings SA 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7 1/2s, 2021 (Bermuda) </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,530</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Intelsat Jackson Holdings SA 144A sr. unsec. notes 7 1/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2020 (Bermuda)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Intelsat Luxembourg SA company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 11 1/2s, 2017 (Luxembourg) &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>92,812</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>101,861</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Intelsat Luxembourg SA company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 11 1/4s, 2017 (Luxembourg)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>253,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>276,403</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Kabel BW Erste Beteiligungs GmbH/Kabel Baden-Wurttemberg</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GmbH &amp; Co. KG 144A company guaranty sr. notes 7 1/2s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2019 (Germany) </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>186,537</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Level 3 Financing, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/4s, 2014 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$220,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>224,950</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Level 3 Financing, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 9 3/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>124,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>119,970</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mediacom LLC/Mediacom Capital Corp. sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>59,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>63,130</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MetroPCS Wireless, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>456,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>487,920</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MetroPCS Wireless, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 5/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>139,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>138,826</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NII Capital Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 10s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>425,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>484,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NII Capital Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7 5/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>66,463</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PAETEC Escrow Corp. 144A sr. unsec. notes 9 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>156,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>164,580</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PAETEC Holding Corp. company guaranty sr. notes 8 7/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>261,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>281,228</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PAETEC Holding Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 9 1/2s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>190,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>199,025</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Phones4U Finance PLC 144A sr. notes 9 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>283,115</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Qwest Communications International, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty 7 1/2s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$181,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>183,941</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Qwest Corp. sr. unsec. notes 7 1/2s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>85,688</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>19</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_21"></A><BR>
<a name="_bclPageBorder21"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%" align=left></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Communication services </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Qwest Corp. sr. unsec. unsub. notes 8 7/8s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,003,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,073,210</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SBA Telecommunications, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/4s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>116,025</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SBA Telecommunications, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,975</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sprint Nextel Corp. sr. notes 8 3/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,225,125</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sprint Nextel Corp. sr. unsec. notes 6s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>117,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>117,439</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sunrise Communications Holdings SA 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 8 1/2s, 2018 (Luxembourg)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,673</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Unitymedia GmbH company guaranty sr. notes Ser. REGS,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>9 5/8s, 2019 (Germany)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>293,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>456,147</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Unitymedia Hessen/NRW 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 8 1/8s, 2017 (Germany)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>218,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>326,204</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>UPC Holdings BV sr. notes 9 3/4s, 2018 (Netherlands)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>361,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>554,679</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Virgin Media Finance PLC company guaranty sr. unsec. bond</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>8 7/8s, 2019 (United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89,651</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Wind Acquisition Finance SA 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7 3/8s, 2018 (Netherlands)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>325,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>480,932</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Windstream Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 8 1/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$60,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>64,050</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Windstream Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7 7/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>247,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>264,908</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Windstream Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7 3/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>137,194</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>13,195,414</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Conglomerates (0.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SPX Corp. sr. unsec. notes 7 5/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>126,644</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SPX Corp. 144A company guaranty sr. unsec. notes 6 7/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,250</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>201,894</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer cyclicals (4.2%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Affinion Group, Inc. 144A sr. notes 10 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,998</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Affinion Group, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 11 1/2s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>250,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>263,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Affinion Group, Inc. 144A sr. notes 7 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>407,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>382,580</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>AMC Entertainment, Inc. 144A sr. sub. notes 9 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>170,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>181,900</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>American Axle &amp; Manufacturing, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 5 1/4s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>250,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>250,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>American Casino &amp; Entertainment Properties LLC</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. notes 11s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>190,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>202,113</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ameristar Casinos, Inc. 144A sr. notes 7 1/2s, 2021 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>170,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>168,513</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Autonation, Inc. company guaranty sr. unsec. notes 6 3/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>255,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>266,794</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Beazer Homes USA, Inc. 144A sr. notes 9 1/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>116,294</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bon-Ton Department Stores, Inc. (The) company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty 10 1/4s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>285,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>292,125</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brickman Group Holdings, Inc. 144A sr. notes 9 1/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>52,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,770</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Building Materials Corp. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7 1/2s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>103,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Building Materials Corp. 144A sr. notes 6 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>76,688</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Burlington Coat Factory Warehouse Corp. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 10s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,800</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>20</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_22"></A><BR>
<a name="_bclPageBorder22"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer cyclicals </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ceasars Entertainment Operating Co., Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 10s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$155,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$141,438</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ceasars Entertainment Operating Co., Inc. sr. notes 11 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>350,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>397,688</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cedar Fair LP/Canada&#146;s Wonderland Co./Magnum</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Management Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,950</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cenveo Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 10 1/2s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Citadel Broadcasting Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,025</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CityCenter Holdings LLC/CityCenter Finance Corp. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. notes 10 3/4s, 2017 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>205,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>211,663</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Communications, Inc. company guaranty unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 10 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>99,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>94,298</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Communications, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>183,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>182,543</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Worldwide Holdings, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes Ser. B, 9 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>453,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>496,601</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Compucom Systems, Inc. 144A sr. sub. notes 12 1/2s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>167,594</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dana Holding Corp. sr. unsec. notes 6 3/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DIRECTV Holdings, LLC/DIRECTV Financing Co., Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 7 5/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>117,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>128,993</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DISH DBS Corp. company guaranty 6 5/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>634,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>671,248</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DR Horton, Inc. sr. notes 7 7/8s, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Goodyear Tire &amp; Rubber Co. (The) sr. unsec. notes 10 1/2s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>112,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Grupo Televisa SA sr. unsec. notes 6s, 2018 (Mexico)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>460,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>501,744</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Gymboree Corp. 144A sr. unsec. notes 9 1/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>82,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hanesbrands, Inc. company guaranty sr. unsec. notes 6 3/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>175,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>170,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Interactive Data Corp. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 10 1/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>259,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>290,728</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Isle of Capri Casinos, Inc. company guaranty 7s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>148,875</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Isle of Capri Casinos, Inc. 144A company guaranty sr.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 7 3/4s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>134,325</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ISS Holdings A/S sr. sub. notes Ser. REGS, 8 7/8s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2016 (Denmark)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>74,105</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jarden Corp. company guaranty sr. sub. notes Ser. 1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,622</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jarden Corp. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$165,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>176,138</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lamar Media Corp. company guaranty sr. notes 9 3/4s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lear Corp. company guaranty sr. unsec. bonds 7 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,063</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lear Corp. company guaranty sr. unsec. notes 8 1/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>250,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>275,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lender Processing Services, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 8 1/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>795,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>827,794</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Levi Strauss &amp; Co. sr. unsec. notes 8 7/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,975</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Limited Brands, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 5/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>158,100</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>21</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_23"></A><BR>
<a name="_bclPageBorder23"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer cyclicals </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Macy&#146;s Retail Holdings, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 5.9s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$195,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$209,381</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mashantucket Western Pequot Tribe 144A bonds 8 1/2s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2015 (In default) <SUP>&#134;</SUP></FONT><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>340,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>34,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MTR Gaming Group, Inc. company guaranty sr. notes</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>12 5/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>205,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>218,325</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Navistar International Corp. sr. notes 8 1/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>260,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>287,300</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Needle Merger Sub Corp. 144A sr. unsec. notes 8 1/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>136,350</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Neiman-Marcus Group, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>91,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,095</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Nielsen Finance, LLC/Nielsen Finance Co. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 7 3/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>155,513</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Nortek, Inc. company guaranty sr. notes 11s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>185,511</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>196,178</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Nortek, Inc. 144A company guaranty sr. unsec. notes 10s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>123,913</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Owens Corning company guaranty unsec. unsub. notes 9s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>497,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>586,460</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Penn National Gaming, Inc. sr. unsec. sub. notes 8 3/4s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,188</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Penske Automotive Group, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 7 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>165,400</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PETCO Animal Supplies, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9 1/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>107,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PHH Corp. 144A sr. unsec. notes 9 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>108,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Pinnacle Entertainment, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 5/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>59,950</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Pinnacle Entertainment, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 7 1/2s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>320,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>325,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ply Gem Industries, Inc. 144A sr. notes 8 1/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>66,788</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Television Holding BV sr. notes Ser. REGS, 11 1/4s</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(13s, 11/15/14), 2017 (Netherlands) <SUP>&#134;&#134;</SUP> </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>292,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>442,374</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Realogy Corp. 144A company guaranty sr. notes 7 7/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>49,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Roofing Supply Group, LLC/Roofing Supply Finance, Inc. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. notes 8 5/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>147,350</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sabre Holdings Corp. sr. unsec. unsub. notes 8.35s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>152,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>146,680</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Scotts Miracle-Gro Co. (The) 144A sr. notes 6 5/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>143,675</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sealy Mattress Co. sr. sub. notes 8 1/4s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sealy Mattress Co. 144A company guaranty sr. sec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 10 7/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>164,213</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sears Holdings Corp. 144A sr. notes 6 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>139,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>134,830</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sirius XM Radio, Inc. 144A sr. notes 9 3/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>403,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>453,879</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Standard Pacific Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>36,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>37,800</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Standard Pacific Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 3/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>52,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>53,755</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Toys R Us, Inc. sr. unsec. unsub. notes 7 7/8s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>32,250</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Toys R Us - Delaware, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7 3/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>47,588</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Toys R Us Property Co., LLC company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 10 3/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>395,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>448,325</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Travelport LLC company guaranty 11 7/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>159,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>148,268</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Travelport LLC company guaranty 9 7/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,931</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>22</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_24"></A><BR>
<a name="_bclPageBorder24"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%" align=left></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer cyclicals </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Travelport, LLC/Travelport, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 9s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$90,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$83,588</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TRW Automotive, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes Ser. REGS, 6 3/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>163,952</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TRW Automotive, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$250,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>275,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Universal City Development Partners, Ltd. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 8 7/8s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>245,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>266,744</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Vertis, Inc. company guaranty sr. notes 13 1/2s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2014 (In default) </FONT><B><FONT size=1 face=sans-serif><SUP>F </SUP></FONT></B><FONT size=1 face=sans-serif><SUP>&#134;</SUP> &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>281,131</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>14,057</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Visteon Corp. 144A sr. notes 6 3/4s, 2019 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty mtge. notes 7 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>111,300</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>XM Satellite Radio, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 13s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,938</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>XM Satellite Radio, Inc. 144A sr. unsec. notes 7 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>263,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>277,465</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Yankee Candle Co. company guaranty sr. notes Ser. B,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>8 1/2s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>125,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>129,688</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>YCC Holdings, LLC/Yankee Finance, Inc. 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 10 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>80,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Yonkers Racing Corp. 144A sr. notes 11 3/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>215,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>239,188</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>16,317,214</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer staples (1.6%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Anheuser-Busch InBev Worldwide, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 9 3/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,400,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>848,738</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Archibald Candy Corp. company guaranty sub. notes 10s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2011 (In default) </FONT><B><FONT size=1 face=sans-serif><SUP>F </SUP></FONT></B><FONT size=1 face=sans-serif><SUP>&#134;</SUP></FONT><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$88,274</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,825</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. unsub. notes 9 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>116,025</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. unsub. notes 7 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>345,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>355,781</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bumble Bee Acquisition Corp. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>161,200</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Burger King Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>9 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>184,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>194,810</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Central Garden &amp; Pet Co. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. sub. notes 8 1/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>198,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>207,405</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CKE Holdings, Inc. 144A sr. notes 10 1/2s, 2016 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89,063</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CKE Restaurants, Inc. company guaranty sr. notes</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>11 3/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>215,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>237,038</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Claires Stores, Inc. 144A sr. notes 8 7/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>133,700</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Constellation Brands, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>23,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,955</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Constellation Brands, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>111,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,019</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Darling International, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 8 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>48,938</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dean Foods Co. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>118,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>112,543</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DineEquity, Inc. 144A sr. unsec. notes 9 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>124,775</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>23</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_25"></A><BR>
<a name="_bclPageBorder25"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer staples </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dole Food Co. 144A sr. notes 8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$87,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$92,329</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dunkin Finance Corp. 144A sr. notes 9 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>59,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,106</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EC Finance PLC company guaranty sr. bonds Ser. REGS,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>9 3/4s, 2017 (United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>79,042</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Elizabeth Arden, Inc. sr. unsec. unsub. notes 7 3/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$165,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>172,219</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Foodcorp, Ltd. 144A company guaranty sr. notes 8 3/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(South Africa)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>138,448</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hertz Corp. company guaranty sr. unsec. notes 8 7/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$21,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>21,525</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hertz Corp. 144A company guaranty sr. notes 6 3/4s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>69,388</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hertz Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>67,275</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hertz Holdings Netherlands BV 144A sr. bonds 8 1/2s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2015 (Netherlands)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>156,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>239,257</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Landry&#146;s Restaurants, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 11 5/8s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$72,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>77,580</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Libbey Glass, Inc. sr. notes 10s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>49,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>53,410</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Prestige Brands, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>152,975</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Prestige Brands, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,850</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Rite Aid Corp. company guaranty sr. notes 7 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>315,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>315,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Rite Aid Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 9 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>277,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>248,954</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Rite Aid Corp. company guaranty sr. unsub. notes 8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,231</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Roadhouse Financing, Inc. 144A sr. notes 10 3/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>123,338</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>RSC Equipment Rental, Inc. 144A sr. unsec. notes 8 1/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>98,800</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Service Corporation International sr. notes 7s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>84,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Simmons Foods, Inc. 144A sr. notes 10 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>124,775</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Spectrum Brands, Inc. 144A sr. notes 9 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>265,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>292,163</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Stewart Enterprises, Inc. sr. notes 6 1/4s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>724,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>724,905</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>United Rentals North America, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. sub. notes 8 3/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,150</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>West Corp. 144A sr. notes 7 7/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>191,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>194,581</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>West Corp. 144A sr. unsec. notes 8 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,420</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>6,421,536</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Energy (5.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Anadarko Petroleum Corp. sr. notes 5.95s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>385,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>418,536</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Anadarko Petroleum Corp. sr. unsec. notes 6 3/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>250,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>275,174</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Arch Coal, Inc. company guaranty sr. unsec. notes 7 1/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>305,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>327,113</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Arch Western Finance, LLC company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 6 3/4s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>221,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>223,210</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ATP Oil &amp; Gas Corp. company guaranty sr. notes 11 7/8s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>68,250</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brigham Exploration Co. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 3/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>286,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>317,460</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Carrizo Oil &amp; Gas, Inc. 144A sr. unsec. notes 8 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>347,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>367,820</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chaparral Energy, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 7/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>320,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>336,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chaparral Energy, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,100</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>24</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_26"></A><BR>
<a name="_bclPageBorder26"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Energy </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chaparral Energy, Inc. 144A sr. notes 9 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$155,400</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chesapeake Energy Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/2s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>495,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>613,800</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Complete Production Services, Inc. company guaranty 8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>388,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>409,340</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Connacher Oil and Gas, Ltd. 144A sec. notes 10 1/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2015 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>369,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>391,140</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Connacher Oil and Gas, Ltd. 144A sr. sec. notes 11 3/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2014 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>80,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CONSOL Energy, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>125,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>138,594</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CONSOL Energy, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>710,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>777,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CONSOL Energy, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 3/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,038</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Crosstex Energy LP/Crosstex Energy Finance Corp. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 8 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>365,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>397,850</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Denbury Resources, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 8 1/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>118,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>131,570</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Denbury Resources, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 6 3/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>97,375</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EXCO Resources, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>405,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>411,581</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Expro Finance Luxemburg 144A sr. notes 8 1/2s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(Luxembourg)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>215,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,850</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ferrellgas LP/Ferrellgas Finance Corp. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. notes 6 1/2s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>98,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,060</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Forest Oil Corp. sr. notes 8s, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>540,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>564,300</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Frac Tech Services, LLC/Frac Tech Finance, Inc. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. notes 7 1/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>184,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Gazprom Via Gaz Capital SA 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>bond 8.146s, 2018 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>176,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>207,152</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Gazprom Via Gaz Capital SA 144A sr. sec. bond 9 1/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2019 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,055,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,553,769</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Gazprom Via White Nights Finance BV notes 10 1/2s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2014 (Netherlands)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>230,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>276,363</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Goodrich Petroleum Corp. 144A sr. notes 8 7/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Helix Energy Solutions Group, Inc. 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/2s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>455,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>480,025</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hornbeck Offshore Services, Inc. sr. notes Ser. B, 6 1/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>340,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>342,125</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Inergy LP/Inergy Finance Corp. 144A sr. notes 6 7/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>211,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>219,968</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Infinis PLC sr. notes Ser. REGS, 9 1/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>98,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>166,829</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>James River Escrow, Inc. 144A sr. notes 7 7/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Key Energy Services, Inc. company guaranty unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 6 3/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>96,663</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Laredo Petroleum, Inc. 144A sr. notes 9 1/2s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>104,125</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lukoil International Finance BV 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 7 1/4s, 2019 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>220,754</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MEG Energy Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 1/2s, 2021 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>137,194</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>25</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_27"></A><BR>
<a name="_bclPageBorder27"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Energy </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Newfield Exploration Co. sr. unsec. sub. notes 6 5/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$348,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$355,830</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>OPTI Canada, Inc. company guaranty sr. sec. notes 8 1/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2014 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>430,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>229,513</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>OPTI Canada, Inc. 144A company guaranty sr. notes 9 3/4s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2013 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>286,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>285,643</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>OPTI Canada, Inc. 144A sr. notes 9s, 2012 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>90,446</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Peabody Energy Corp. company guaranty 7 3/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>529,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>587,190</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Peabody Energy Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 6 1/2s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>19,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,378</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petrobras International Finance Co. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 7 7/8s, 2019 (Brazil)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>440,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>516,472</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petrobras International Finance Co. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 5 3/8s, 2021 (Brazil)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>625,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>626,886</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petrohawk Energy Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 10 1/2s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>109,131</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 5 1/4s, 2017 (Venezuela)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,665,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,005,660</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA sr. unsec. notes 4.9s, 2014 (Venezuela)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>395,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>290,325</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA sr. unsec. sub. bonds 5s, 2015 (Venezuela)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>920,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>604,550</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 8 1/2s, 2017 (Venezuela)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>113,120</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8s, 2013 (Venezuela)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>208,688</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petroleos Mexicanos company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 5 1/2s, 2021 (Mexico)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>175,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>177,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petroleum Co. of Trinidad &amp; Tobago Ltd. 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9 3/4s, 2019 (Trinidad)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>545,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>660,813</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Petroleum Development Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 12s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>240,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>272,100</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Plains Exploration &amp; Production Co. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty 7 3/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,063</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Plains Exploration &amp; Production Co. company guaranty 7s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>82,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Plains Exploration &amp; Production Co. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 10s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>270,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>304,425</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Power Sector Assets &amp; Liabilities Management Corp. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>govt. guaranty sr. unsec. notes 7 1/4s, 2019 (Philippines)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>425,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>484,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Range Resources Corp. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. sub. notes 6 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>159,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Rosetta Resources, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>124,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>137,640</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SandRidge Energy, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/2s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>41,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SandRidge Energy, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>455,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>476,613</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SM Energy Co. 144A sr. unsec. notes 6 5/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>87,231</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>20,171,245</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Financials (4.8%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ACE Cash Express, Inc. 144A sr. notes 11s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>137,363</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. company guaranty sr. unsec. notes 7s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,781</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>26</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_28"></A><BR>
<a name="_bclPageBorder28"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Financials </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 7/8s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$403,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$423,150</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 5/8s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>512,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>532,480</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 8.3s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>71,256</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes FRN 2.511s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>39,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>37,837</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. 144A company guaranty notes 6 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>142,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7 1/2s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>565,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>602,431</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Banco Do Brasil 144A sr. unsec. 9 3/4s, 2017 (Brazil)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>436,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>267,304</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bosphorus Financial Services, Ltd. 144A sr. notes FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.113s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$361,250</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>357,181</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CB Richard Ellis Services, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 5/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>56,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>57,680</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. sr. bonds 7s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>925,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>926,156</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. sr. bonds 7s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>493,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>493,616</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. sr. bonds 7s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>144,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>145,260</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. sr. bonds 7s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>46,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>46,863</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. 144A company guaranty notes 6 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>205,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>207,997</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CNO Financial Group, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,300</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Corrections Corporation of America company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7 3/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>257,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>278,845</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>HUB International Holdings, Inc. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. sub. notes 10 1/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>98,325</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>HUB International Holdings, Inc. 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 9s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>67,925</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Icahn Enterprises LP/Icahn Enterprises Finance Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. notes 8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>385,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>395,588</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPMorgan Chase &amp; Co. 144A sr. unsec. notes FRN zero %, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,007,961</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPMorgan Chase &amp; Co. 144A sr. unsec. unsub. notes FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.91s, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>RUB</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>773,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPMorgan Chase &amp; Co. 144A unsec. unsub. notes 8s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>INR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>19,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>429,806</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Leucadia National Corp. sr. unsec. notes 7 1/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$252,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>264,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>National Money Mart Co. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 10 3/8s, 2016 (Canada)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>128,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>142,720</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Nuveen Investments, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 10 1/2s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>191,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>196,253</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Offshore Group Investments, Ltd. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 11 1/2s, 2015 (Cayman Islands)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>127,650</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Omega Healthcare Investors, Inc. 144A sr. notes 6 3/4s, 2022 </FONT><B><FONT size=1 face=sans-serif><SUP>R</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>86,806</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Russian Agricultural Bank OJSC Via RSHB Capital SA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. bonds FRB 6.97s, 2016 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,585,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,594,393</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Russian Agricultural Bank OJSC Via RSHB Capital SA 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2014 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,425,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,637,040</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sabra Health Care LP/Sabra Capital Corp. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 8 1/8s, 2018 </FONT><B><FONT size=1 face=sans-serif><SUP>R</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>105,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>27</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_29"></A><BR>
<a name="_bclPageBorder29"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Financials </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Shinhan Bank 144A sr. unsec. bond 6s, 2012 (South Korea)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$137,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$144,060</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SLM Corp. sr. notes Ser. MTN, 6 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>170,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>177,890</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>State Bank of India/London 144A sr. unsec. notes 4 1/2s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2015 (India)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>157,508</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ukreximbank Via Biz Finance PLC sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. bonds 8 3/8s, 2015 (United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>206,176</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USI Holdings Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes FRN 4.188s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,350</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/2s, 2011 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,090,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,121,283</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 6 1/4s, 2035 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>137,800</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 6.609s, 2012 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,390,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,475,652</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>VTB Bank Via VTB Capital SA 144A sr. unsec. notes 6 7/8s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2018 (Russia)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,385,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,504,387</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>18,723,298</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Government (0.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>International Bank for Reconstruction &amp; Development</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. unsec. unsub. notes Ser. GDIF, 5 1/4s, 2014 (Supra-Nation)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>RUB</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,750,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>332,127</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>332,127</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Health care (1.3%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aviv Healthcare Properties LP 144A sr. notes 7 3/4s, 2019 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$205,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>213,713</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Biomet, Inc. company guaranty sr. unsec. notes 10s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>109,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Capella Healthcare, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>170,400</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHS/Community Health Systems, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. sub. notes 8 7/8s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>271,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>285,905</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ConvaTec Healthcare E SA 144A sr. notes 7 3/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(Luxembourg)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>146,197</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ConvaTec Healthcare E SA 144A sr. unsec. notes 10 1/2s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2018 (Luxembourg)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$215,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DaVita, Inc. company guaranty sr. unsec. notes 6 5/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,563</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DaVita, Inc. company guaranty sr. unsec. notes 6 3/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>146,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Fresenius Medical Care US Finance, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 5 3/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>217,969</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Giant Funding Corp. 144A sr. notes 8 1/4s, 2018 (Spain)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>97,494</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>HCA Holdings, Inc. 144A sr. unsec. notes 7 3/4s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>172,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>179,310</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>HCA, Inc. company guaranty sr. notes 9 5/8s, 2016 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>394,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>424,535</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>HCA, Inc. sr. sec. notes 9 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>681,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>732,926</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Multiplan, Inc. 144A company guaranty sr. notes 9 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>160,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Select Medical Corp. company guaranty 7 5/8s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>203,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>206,553</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Surgical Care Affiliates, Inc. 144A sr. sub. notes 10s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>310,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>320,850</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Surgical Care Affiliates, Inc. 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8 7/8s, 2015 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,841</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>123,560</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Tenet Healthcare Corp. company guaranty sr. notes 10s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>119,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>139,379</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Tenet Healthcare Corp. sr. notes 9s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>285,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>313,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Tenet Healthcare Corp. sr. notes 8 7/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>198,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,720</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Tenet Healthcare Corp. sr. unsec. notes 8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>175,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>182,438</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>28</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_30"></A><BR>
<a name="_bclPageBorder30"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Health care </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Valeant Pharmaceuticals International 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 7s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$30,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$29,100</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Valeant Pharmaceuticals International 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 6 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Valeant Pharmaceuticals International 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sr. notes 6 3/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>29,550</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Vanguard Health Systems, Inc. 144A sr. notes zero %, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>127,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ventas Realty LP/Capital Corp. company guaranty 9s, 2012 </FONT><B><FONT size=1 face=sans-serif><SUP>R</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>305,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>327,988</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>5,255,475</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Technology (1.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Advanced Micro Devices, Inc. sr. unsec. notes 7 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>61,650</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Avaya, Inc. company guaranty sr. unsec. notes 9 3/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>64,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,040</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Avaya, Inc. 144A company guaranty sr. notes 7s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>190,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>185,250</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buccaneer Merger Sub., Inc. 144A sr. notes 9 1/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>188,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>199,280</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Ceridian Corp. company guaranty sr. unsec. notes 12 1/4s, 2015 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>64,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>66,880</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ceridian Corp. sr. unsec. notes 11 1/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>241,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>250,640</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CommScope, Inc. 144A sr. notes 8 1/4s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>146,300</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Fidelity National Information Services, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 7 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>81,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>88,493</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Fidelity National Information Services, Inc. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 7 5/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>201,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>217,834</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>First Data Corp. company guaranty sr. unsec. notes 10.55s, 2015 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>229,495</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>237,814</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>First Data Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 11 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>141,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,471</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>First Data Corp. 144A company guaranty sr. notes 8 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>82,313</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>First Data Corp. 144A company guaranty sr. notes 7 3/8s, 2019 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>51,063</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Freescale Semiconductor, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 10 1/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,125</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Freescale Semiconductor, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 10 1/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>416,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>464,880</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Freescale Semiconductor, Inc. 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 10 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,245</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Iron Mountain, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>sub. notes 8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>470,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>498,200</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NXP BV/NXP Funding, LLC 144A company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9 3/4s, 2018 (Netherlands)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>464,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>519,680</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Seagate HDD Cayman 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2018 (Cayman Islands)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>186,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>192,510</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SunGard Data Systems, Inc. company guaranty 10 1/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>351,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>368,550</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SunGard Data Systems, Inc. 144A sr. unsec. notes 7 5/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>149,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>153,098</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Unisys Corp. 144A company guaranty sr. sub. notes 14 1/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>109,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>132,435</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>4,126,751</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Transportation (0.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>AMGH Merger Sub., Inc. 144A company guaranty sr. notes 9 1/4s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>198,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,355</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Swift Services Holdings, Inc. 144A company guaranty sr. notes 10s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>215,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>233,275</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>445,630</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Utilities and power (1.7%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>AES Corp. (The) sr. unsec. unsub. notes 8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>475,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>510,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aguila 3 SA company guaranty sr. notes Ser. REGS, 7 7/8s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2018 (Luxembourg)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>378,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>422,613</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>29</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_31"></A><BR>
<a name="_bclPageBorder31"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (26.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont</FONT></I><B><FONT size=1 face=sans-serif>.</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Utilities and power </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Calpine Corp. 144A company guaranty sr. notes 7 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$165,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$174,900</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Calpine Corp. 144A sr. notes 7 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>425,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>442,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dynegy Holdings, Inc. sr. unsec. notes 7 3/4s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>495,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>384,244</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Edison Mission Energy sr. unsec. notes 7 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>151,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>128,350</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Edison Mission Energy sr. unsec. notes 7 1/2s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>69,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>68,655</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Edison Mission Energy sr. unsec. notes 7.2s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>147,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>114,660</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Edison Mission Energy sr. unsec. notes 7s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>23,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>18,458</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>El Paso Natural Gas Co. debs. 8 5/8s, 2022</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>247,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>311,320</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Energy Future Holdings Corp. company</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 10s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>595,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>630,507</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Energy Future Intermediate Holdings Co., LLC sr. notes 10s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>196,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>207,696</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Energy Transfer Equity LP company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/2s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>163,125</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GenOn Energy, Inc. 144A sr. notes 9 7/8s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>295,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>308,275</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GenOn Energy, Inc. 144A sr. unsec. notes 9 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>46,800</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ipalco Enterprises, Inc. 144A sr. notes 7 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>124,488</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Majapahit Holding BV 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 8s, 2019 (Indonesia)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>400,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>454,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Majapahit Holding BV 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2020 (Indonesia)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,085,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,221,873</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mirant Americas Generation, Inc. sr. unsec. notes 8.3s, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,250</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NRG Energy, Inc. sr. notes 7 3/8s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>600,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>621,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NV Energy, Inc. sr. unsec. notes 6 1/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>111,946</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NV Energy, Inc. sr. unsec. unsub. notes 6 3/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>41,026</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>6,606,811</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>&nbsp;</FONT></B></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total corporate bonds and notes (cost $100,384,850)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$105,307,450</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3></TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (19.9%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Adjustable Rate Mortgage Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-1, Class 2A1, 5.646s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$623,250</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$378,040</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-1, Class 5A31, 0.39s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>979,541</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>541,197</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Banc of America Commercial Mortgage, Inc. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-1, Class J, 6 1/8s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>163,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>133,660</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-1, Class K, 6 1/8s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>367,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>273,959</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-5, Class XW, IO, 0.427s, 2051</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>110,664,345</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,924,110</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Banc of America Funding Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-D, Class 6A1, 5.429s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,316,642</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,517,401</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-B, Class A1, 0.464s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>986,698</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>651,221</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Barclays Capital, LLC Trust FRB Ser. 07-AA1, Class 2A1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.43s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,384,043</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>899,628</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Adjustable Rate Mortgage Trust FRB Ser. 07-1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class 2A1, 5.237s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,124,829</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>742,387</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Alt-A Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-5, Class 2A2, 5.999s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,530,439</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,746,003</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-5, Class 2A1, 5.637s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>525,586</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>357,399</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-4, Class 22A1, 5.217s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>733,454</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>377,729</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-1, Class 21A1, 5.202s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,237,934</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>747,366</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-10, Class 25A1, 2.671s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,064,607</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>691,994</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>30</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_32"></A><BR>
<a name="_bclPageBorder32"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (19.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Alt-A Trust II FRB Ser. 07-1, Class 1A1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.447s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$3,502,430</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$2,175,885</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Asset Backed Securities Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-AC4, Class A1, 0.55s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,401,939</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>700,969</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-IM1, Class A1, 0.48s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>550,644</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>294,237</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Commercial Mortgage Securities, Inc. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-PW18, Class X1, IO, 0.121s, 2050</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,869,105</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>376,749</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Citigroup Mortgage Loan Trust, Inc.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-10, Class 1A5A, 5.581s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>437,745</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>302,044</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR5, Class 2A5A, 5.473s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,121,491</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>652,587</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-AR5, Class 1A1A, 5.411s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>592,558</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>369,106</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-10, Class 1A4A, 2.4s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,086,331</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>697,968</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Citigroup/Deutsche Bank Commercial Mortgage Trust 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-CD5, Class XS, IO, 0 1/8s, 2044</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>35,642,107</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>231,069</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cornerstone Titan PLC 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-CT1A, Class D, 1.823s, 2014 (United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>444,023</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>499,358</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-CT2A, Class E, 1.789s, 2014 (United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>226,682</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>273,140</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Countrywide Alternative Loan Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-16CB, Class 3A1, 6 3/4s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$909,567</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>566,387</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-16CB, Class 4A7, 6s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>307,475</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>236,756</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-45T1, Class 2A2, 6s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,461,234</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,034,700</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-45T1, Class 2A5, 6s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>475,769</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>342,553</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-J8, Class A4, 6s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,173,767</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>715,998</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-40T1, Class 1A11, 6s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>676,806</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>491,029</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-41CB, Class 1A7, 6s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>506,082</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>377,031</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-HY5R, Class 2A1A, 5.544s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,038,691</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>994,547</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-8CB, Class A1, 5 1/2s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>690,147</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>531,413</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-24CB, Class A13, 0.6s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>620,468</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>386,435</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-OC10, Class 2A2A, 0.43s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>771,748</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>412,885</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Countrywide Home Loans FRB Ser. 05-HYB4, Class 2A1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.87s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>465,707</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>344,624</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Countrywide Home Loans 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-R3, Class AS, IO, 5.532s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>111,988</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,765</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-R3, Class AF, 0.65s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>110,085</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>94,673</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Credit Suisse Mortgage Capital Certificates Ser. 07-1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class 1A4, 6.131s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>589,948</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>368,717</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CS First Boston Mortgage Securities Corp. 144A Ser. 02-CP5,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class M, 5 1/4s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>354,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>92,965</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Deutsche Alt-A Securities, Inc. Mortgage FRB Ser. 06-AR1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class 1A3, 0.58s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,477,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,651,575</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Deutsche Alternative Securities, Inc.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR6, Class A6, 0.44s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>763,500</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>458,100</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR3, Class A1, 0.44s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,144,288</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>587,878</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DLJ Commercial Mortgage Corp. Ser. 98-CF2, Class B4,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6.04s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>286,492</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>286,463</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>European Prime Real Estate PLC 144A FRB Ser. 1-A, Class D,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1 5/8s, 2014 (United Kingdom)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>259,662</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,404</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal Home Loan Mortgage Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3182, Class SP, 27.58s, 2032</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$317,283</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>492,061</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3211, Class SI, IO, 26.593s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>228,450</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>139,453</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3408, Class EK, 24.767s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,297</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>318,640</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>31</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_33"></A><BR>
<a name="_bclPageBorder33"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (19.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal Home Loan Mortgage Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 2979, Class AS, 23.338s, 2034</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$125,126</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$163,890</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3072, Class SM, 22.862s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>283,927</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>380,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3072, Class SB, 22.715s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>254,351</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>338,717</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3249, Class PS, 21.434s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>236,036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>313,683</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3105, Class SI, IO, 18.961s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>182,479</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>87,367</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3031, Class BS, 16.087s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>420,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>511,199</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3184, Class SP, IO, 7.095s, 2033</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,364,528</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>269,334</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3727, Class PS, IO, 6.445s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,172,918</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>511,862</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3287, Class SE, IO, 6.445s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,579,876</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>246,492</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3398, Class SI, IO, 6.395s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,208,497</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>275,422</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3762, Class SA, IO, 6.345s, 2040</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,577,537</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>580,092</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3677, Class KS, IO, 6.295s, 2040</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,743,824</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>531,807</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3485, Class SI, IO, 6.295s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>503,738</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>74,906</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3346, Class SC, IO, 6.295s, 2033</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12,647,067</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,841,287</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3346, Class SB, IO, 6.295s, 2033</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,189,088</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,038,895</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3242, Class SC, IO, 6.035s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,662,295</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>899,410</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3225, Class EY, IO, 6.035s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,076,256</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,100,363</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3751, Class SB, IO, 5.785s, 2039</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,330,869</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,306,322</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3645, Class ID, IO, 5s, 2040</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,360,819</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>233,244</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3653, Class KI, IO, 5s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,997,508</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>520,038</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3632, Class CI, IO, 5s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,609,109</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>287,500</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3626, Class DI, IO, 5s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,143,447</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>144,543</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3623, Class CI, IO, 5s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,027,300</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>148,959</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3747, Class HI, IO, 4 1/2s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>663,787</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>105,698</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3738, Class MI, IO, 4s, 2034</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,782,733</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>900,487</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3736, Class QI, IO, 4s, 2034</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,371,011</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,088,231</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3751, Class MI, IO, 4s, 2034</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,245,242</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,257,260</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3707, Class HI, IO, 4s, 2023</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,369,939</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>153,885</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3707, Class KI, IO, 4s, 2023</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,416,994</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>240,249</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. T-57, Class 1AX, IO, 0.425s, 2043</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,433,466</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>18,604</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 3124, Class DO, PO, zero %, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,399</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>18,257</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3326, Class YF, zero %, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>85,022</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>77,105</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3251, Class TC, zero %, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,508</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>57,646</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3072, Class TJ, zero %, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,700</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,810</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3052, Class TJ, zero %, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,089</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,992</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3326, Class WF, zero %, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>18,112</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,944</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3030, Class EF, zero %, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,885</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,095</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3033, Class YF, zero %, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,430</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,377</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3412, Class UF, zero %, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,460</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,393</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal National Mortgage Association</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 06-62, Class PS, 38.403s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>452,807</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>741,521</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 07-53, Class SP, 23.285s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>253,982</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>346,826</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 08-24, Class SP, 22.368s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>218,161</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>297,177</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 05-75, Class GS, 19.502s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>278,387</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>352,237</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 05-83, Class QP, 16.745s, 2034</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>293,254</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>361,975</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-35, Class SG, IO, 6.1505s, 2040</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,686,573</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>840,537</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 10-21, Class IP, IO, 5s, 2039</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,755,834</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>509,829</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 378, Class 19, IO, 5s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,251,037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>627,782</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 366, Class 22, IO, 4 1/2s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,179,214</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>127,756</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 407, Class 2, IO, 4s, 2041 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,010,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>241,138</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>32</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_34"></A><BR>
<a name="_bclPageBorder34"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (19.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal National Mortgage Association</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 406, Class 2, IO, 4s, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$4,421,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,029,209</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 406, Class 1, IO, 4s, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,754,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>652,423</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 03-W10, Class 1, IO, 1.554s, 2043</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>774,606</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>36,310</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-26, Class NB, 1s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,865</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,871</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-51, Class N, PO, zero %, 2029</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>37,403</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33,724</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 06-48, Class FG, zero %, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,423</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,097</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FFCA Secured Lending Corp. 144A Ser. 00-1, Class X, IO,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.114s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,965,891</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>88,324</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GMAC Commercial Mortgage Securities, Inc. 144A Ser. 99-C3,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class G, 6.974s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>117,390</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>107,999</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Government National Mortgage Association Ser. 06-36,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class OD, PO, zero %, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,735</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,587</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GS Mortgage Securities Corp. II 144A Ser. 05-GG4, Class XC,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IO, 0.285s, 2039</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>71,415,217</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,390,093</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Harborview Mortgage Loan Trust FRB Ser. 05-14, Class 5A1A,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.6s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,314,329</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>854,314</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>HSI Asset Loan Obligation FRB Ser. 07-AR1, Class 2A1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.835s, 2037 </FONT><FONT size=1 face=sans-serif><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,036,167</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,064,593</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IMPAC Secured Assets Corp. FRB Ser. 07-2, Class 1A1A,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.36s, 2037 </FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,204,566</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>650,466</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IndyMac Indx Mortgage Loan Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-AR15, Class 1A1, 5.473s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,605,842</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,089,243</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR25, Class 5A1, 5.434s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,813,207</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,085,963</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR25, Class 3A1, 5.399s, 2036 </FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>844,905</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>464,698</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-AR9, Class 2A1, 5.384s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>800,796</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>530,271</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-AR11, Class 1A1, 4.742s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>922,788</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>539,831</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR3, Class 2A1A, 3.012s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,271,441</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>696,546</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR31, Class 3A1, 2.69s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,945,920</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,313,496</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR39, Class A1, 0.43s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,560,766</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,252,184</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR35, Class 2A1A, 0.42s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,208,232</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>660,703</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPMorgan Alternative Loan Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-A7, Class 1A1, 0.41s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,107,542</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>631,299</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-A6, Class 1A1, 0.41s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>852,693</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>513,646</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-A1, Class 1A1A, 0.39s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>990,952</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>495,476</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPMorgan Chase Commercial Mortgage Securities Corp. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-CB20, Class X1, IO, 0.148s, 2051</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,124,132</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>630,050</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LB Commercial Conduit Mortgage Trust 144A Ser. 99-C1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class G, 6.41s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>253,101</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>248,210</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lehman XS Trust FRB Ser. 07-8H, Class A1, 0.38s, 2037 </FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>863,690</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>431,845</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Merrill Lynch Mortgage Investors, Inc. Ser. 96-C2,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class JS, IO, 2.287s, 2028</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,047,712</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>34,753</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Merrill Lynch/Countrywide Commercial Mortgage Trust 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-4, Class XC, IO, 0.222s, 2049</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,395,208</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>707,983</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mezz Cap Commercial Mortgage Trust 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 04-C1, Class X, IO, 7.667s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>768,769</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,204</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-C5, Class X, IO, 3.985s, 2049</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,275,216</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>159,948</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley Capital I 144A FRB Ser. 04-RR, Class F7, 6s, 2039</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,730,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,396,975</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley Mortgage Loan Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-3AR, Class 3A1, 5.503s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>525,442</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>373,064</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-11AR, Class 2A1, 5.068s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,394,866</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,208,234</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>33</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_35"></A><BR>
<a name="_bclPageBorder35"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (19.9%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley Mortgage Loan Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-5AR, Class 2A1, 2.987s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$843,571</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$556,757</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-6AR, Class 2A, 2.674s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>688,934</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>420,250</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley ReREMIC Trust 144A FRB Ser. 10-C30A,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class A3B, 10.236s, 2043</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,215,429</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,288,355</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mortgage Capital Funding, Inc. Ser. 97-MC2, Class X, IO,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.233s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,419</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>14</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PNC Mortgage Acceptance Corp. 144A Ser. 00-C1, Class J,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 5/8s, 2033</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>123,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,920</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Residential Asset Securitization Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-A5, Class 2A3, 6s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>609,854</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>460,440</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-A2, Class A1, 0 3/4s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>321,916</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>260,655</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STRIPS 144A Ser. 03-1A, Class N, 5s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>193,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,100</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Structured Adjustable Rate Mortgage Loan Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-10, Class 1A1, 6s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,150,620</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>592,569</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-9, Class 1A1, 5.224s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>685,143</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>414,040</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-4, Class 1A1, 0.49s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>847,892</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>436,664</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Structured Asset Securities Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 07-4, Class 1A3, IO, 5.99s, 2045</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,820,087</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>527,649</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-4, Class 1A4, IO, 1s, 2045</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,152,703</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>142,320</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ursus PLC 144A FRB Ser. 1-A, Class D, 6.938s, 2012 (Ireland)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>209,988</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,868</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Wachovia Bank Commercial Mortgage Trust Ser. 07-C34, IO,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.378s, 2046</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$17,752,959</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>267,537</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Wachovia Bank Commercial Mortgage Trust 144A FRB</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-WL5A, Class L, 3.555s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>477,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>286,200</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total mortgage-backed securities (cost $74,372,119)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$78,065,371</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4></TD></TR>
<TR>
     <TD colSpan=4>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>ASSET-BACKED SECURITIES (14.3%)*</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Accredited Mortgage Loan Trust FRB Ser. 07-1, Class A3,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.38s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,462,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,008,780</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ace Securities Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-OP2, Class A2C, 0.4s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>107,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>66,764</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-HE3, Class A2C, 0.4s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>54,848</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Asset Backed Securities Corp. Home Equity Loan Trust FRB</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-HE4, Class A5, 0.41s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>84,111</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>59,899</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Asset Backed Securities, Inc. FRB Ser. 04-FR3,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class M6, 5 1/8s, 2034</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>47,888</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,602</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bombardier Capital Mortgage Securitization Corp. Ser. 00-A,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class A4, 8.29s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>450,432</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>319,807</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Citigroup Mortgage Loan Trust, Inc. FRB Ser. 07-OPX1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class A1A, 0.32s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>431,446</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>198,465</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Conseco Finance Securitizations Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 00-2, Class A5, 8.85s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,160,675</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>951,754</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 00-5, Class A7, 8.2s, 2032</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>881,907</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>736,392</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 00-1, Class A5, 8.06s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>794,204</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>619,479</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 00-4, Class A5, 7.97s, 2032</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>159,282</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>131,408</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 00-5, Class A6, 7.96s, 2032</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>689,165</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>592,682</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 02-1, Class M1F, 7.954s, 2033</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>44,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>47,559</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 02-1, Class M1A, 2.311s, 2033</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,249,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,976,412</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 01-4, Class M1, 2.011s, 2033</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>295,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>155,880</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>34</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_36"></A><BR>
<a name="_bclPageBorder36"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>ASSET-BACKED SECURITIES (14.3%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Countrywide Asset Backed Certificates</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-6, Class 2A3, 0.53s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$4,059,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,633,748</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-7, Class 2A3, 0.48s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,847,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,395,030</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-3, Class 2A2, 0.42s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>859,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>639,693</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-6, Class 2A2, 0.42s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>538,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>418,080</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-8, Class 2A3, 0.41s, 2046</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>660,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>402,600</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-24, Class 2A3, 0.4s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>730,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>368,650</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-25, Class 2A2, 0.37s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>850,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>773,500</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-1, Class 2A2, 0.35s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,467,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,188,270</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Credit-Based Asset Servicing and Securitization</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-CB9, Class A2, 0.36s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,156,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>525,980</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-CB1, Class AF1A, 0.32s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>552,349</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>178,403</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Crest, Ltd. 144A Ser. 03-2A, Class E2, 8s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>457,381</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,148</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>First Franklin Mortgage Loan Asset Backed Certificates</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-FF1, Class A2D, 0.47s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>874,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>417,306</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-FF18, Class A2C, 0.41s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,632,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>758,880</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-FF11, Class 2A3, 0.4s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>871,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>514,979</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-FF7, Class 2A3, 0.4s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>540,334</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>364,201</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-FF1, Class A2C, 0.39s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,275,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>582,880</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Fremont Home Loan Trust FRB Ser. 06-2, Class 2A3, 0.42s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>353,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>223,773</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Granite Mortgages PLC</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 03-2, Class 2C1, 3.562s, 2043 </FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,430,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,074,022</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 03-2, Class 3C, 3.326s, 2043 </FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>688,016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>516,745</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Green Tree Financial Corp.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 94-6, Class B2, 9s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$858,870</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>601,209</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 94-4, Class B2, 8.6s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>321,202</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>165,577</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 93-1, Class B, 8.45s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>189,494</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,797</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-5, Class A5, 7.86s, 2029</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>857,293</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>784,423</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 96-8, Class M1, 7.85s, 2027</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>387,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>372,362</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-5, Class A6, 7 1/2s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>599,685</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>545,713</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 95-8, Class B1, 7.3s, 2026</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>362,579</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>352,532</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 95-4, Class B1, 7.3s, 2025</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>371,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>350,086</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 97-6, Class M1, 7.21s, 2029</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,087,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>921,063</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 98-2, Class A6, 6.81s, 2028</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>273,420</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>281,234</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-3, Class A7, 6.74s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>677,381</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>677,381</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-3, Class A9, 6.53s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>441,919</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>417,614</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-2, Class A7, 6.44s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>34,913</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>35,325</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-1, Class A6, 6.37s, 2025</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,968</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,352</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 98-4, Class A5, 6.18s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>338,973</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>348,870</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Greenpoint Manufactured Housing Ser. 00-3, Class IA, 8.45s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,354,980</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,395,629</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GSAA Home Equity Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-15, Class 2A2, 0 1/2s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>784,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>559,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-11, Class 3A4, 0 1/2s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,409,125</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,197,756</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-19, Class A3A, 0.49s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>419,661</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>216,125</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-8, Class 2A2, 0.43s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,524,007</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,844,864</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-11, Class 2A2, 0.41s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,440,384</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,281,202</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-19, Class A1, 0.34s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,644,116</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>836,905</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-17, Class A1, 0.31s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,338,889</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>656,056</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-8, Class 2A1, 0.31s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,626,591</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>764,498</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-12, Class A1, 0.3s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,064,899</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,078,910</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>35</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_37"></A><BR>
<a name="_bclPageBorder37"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>ASSET-BACKED SECURITIES (14.3%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GSAMP Trust FRB Ser. 07-HE2, Class A2A, 0.37s, 2047</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$468,265</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$442,160</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GSMPS Mortgage Loan Trust FRB Ser. 05-14, Class 2A2,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0 1/2s, 2035</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,034,313</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>734,362</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Guggenheim Structured Real Estate Funding, Ltd. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-2A, Class E, 2 1/4s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>394,528</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,754</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-1A, Class E, 2.05s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,988</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,798</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lehman XS Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-3, Class 1BA2, 6.17s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>824,770</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>385,580</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-19, Class A2, 0.42s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,344,032</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,456,962</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-1, Class 1A3, 0.37s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,343,358</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,843,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Long Beach Mortgage Loan Trust</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-4, Class 2A4, 0.51s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,310</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>44,947</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-WL1, Class 2A3, 0.49s, 2046</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>854,101</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>593,600</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-6, Class 2A3, 0.4s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,112,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,685,920</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Madison Avenue Manufactured Housing Contract FRB</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 02-A, Class B1, 3 1/2s, 2032</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,328,356</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,242,013</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Merrill Lynch First Franklin Mortgage Loan Asset Backed</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Certificates FRB Ser. 07-1, Class A2B, 0.42s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,147,245</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>642,457</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Merrill Lynch Mortgage Investors Trust FRB Ser. 07-HE1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class A2B, 0.42s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,033,821</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>397,860</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mid-State Trust Ser. 11, Class B, 8.221s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>98,420</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>93,983</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley Capital, Inc. FRB Ser. 04-HE8, Class B3,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.45s, 2034</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,173</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,105</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Novastar Home Equity Loan</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-1, Class A2C, 0.41s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,037,025</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>562,067</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-2, Class A2C, 0.4s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,275,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>707,687</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-6, Class A2B, 0.35s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>670,521</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>448,185</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Oakwood Mortgage Investors, Inc.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-D, Class A1, 7.84s, 2029</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>709,971</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>717,070</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 00-A, Class A2, 7.765s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>106,193</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>83,919</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 95-B, Class B1, 7.55s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>198,135</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>144,024</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 00-D, Class A4, 7.4s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,598,814</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,119,170</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 02-B, Class A4, 7.09s, 2032</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>357,379</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>360,707</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-B, Class A4, 6.99s, 2026</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>688,379</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>688,379</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 02-A, Class A4, 6.97s, 2032</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>41,958</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>42,024</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-D, Class A4, 6.93s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>565,107</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>470,452</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-E, Class A4, 6.81s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>905,501</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>810,990</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-B, Class A3, 6.45s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>163,994</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>160,406</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-C, Class A2, 5.92s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>810,494</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>445,772</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 02-C, Class A1, 5.41s, 2032</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,154,719</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,122,964</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-E, Class A2, 5.05s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>800,378</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>644,304</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 02-A, Class A2, 5.01s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>184,396</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>168,438</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Oakwood Mortgage Investors, Inc. 144A</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-B, Class A4, 7.21s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>504,241</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>489,114</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 01-B, Class A2, 0.63s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>197,363</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>174,406</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Residential Asset Mortgage Products, Inc. FRB Ser. 07-RZ1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class A2, 0.41s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>176,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>114,818</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Residential Asset Securities Corp. Ser. 01-KS3, Class AII,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.71s, 2031</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,174,179</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>935,407</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SG Mortgage Securities Trust FRB Ser. 06-OPT2, Class A3D,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.46s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>246,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,145</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>36</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_38"></A><BR>
<a name="_bclPageBorder38"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="57%"></TD>
     <TD width="12%" align=left></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>ASSET-BACKED SECURITIES (14.3%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Soundview Home Equity Loan Trust FRB Ser. 06-OPT3,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Class 2A3, 0.42s, 2036</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$117,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$94,741</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TIAA Real Estate CDO, Ltd. Ser. 03-1A, Class E, 8s, 2038</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>477,228</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>57,267</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TIAA Real Estate CDO, Ltd. 144A Ser. 02-1A, Class IV,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6.84s, 2037</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>390,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>136,538</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total asset-backed securities (cost $58,133,077)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$56,151,222</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4></TD></TR>
<TR>
     <TD colSpan=4>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>FOREIGN GOVERNMENT BONDS AND NOTES (8.1%)*</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. bonds Ser. VII, 7s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$197,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$200,546</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. bonds FRB 0.45s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,431,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>512,298</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. unsub. bonds 7s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,996,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,703,734</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. unsub. bonds Ser. $V,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10 1/2s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ARS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,039,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>498,120</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. unsub. bonds FRB</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.467s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$21,601,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,238,243</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Banco Nacional de Desenvolvimento Economico e Social</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>144A notes 5 1/2s, 2020 (Brazil)</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>101,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazil (Federal Republic of) notes 10s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,500</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>836,390</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazil (Federal Republic of) unsub. notes 10s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>990</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>582,280</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chile (Republic of) notes 5 1/2s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CLP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>170,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>357,191</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Croatia (Republic of) 144A sr. unsec. unsub. notes 6 3/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$265,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>265,331</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Export-Import Bank of Korea 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 5.1s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>INR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,600,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>479,873</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ghana (Republic of) 144A unsec. notes 8 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$690,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>765,941</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungary (Republic of) sr. unsec. unsub. notes 6 3/8s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,088</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indonesia (Republic of) 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. bonds 6 7/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>550,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>622,875</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indonesia (Republic of) 144A sr. unsec.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>unsub. bonds 6 3/4s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,590,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,760,814</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Industrial Bank of Korea 144A sr. notes 7 1/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>325,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>365,761</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Philippines (Republic of) sr. unsec. unsub. bonds 6 1/2s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,350,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,527,188</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Russia (Federation of) 144A unsec. unsub. bonds 7 1/2s, 2030</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,183,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,534,737</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Africa (Republic of) sr. unsec. unsub. notes 6 7/8s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>430,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>499,338</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sri Lanka (Republic of) 144A notes 7.4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>213,994</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkey (Republic of) bonds 16s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TRY</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>175,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,561</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkey (Republic of) sr. unsec. notes 7 1/2s, 2019</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$810,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>933,906</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkey (Republic of) sr. unsec. notes 7 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,505,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,730,389</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of ) Financing of Infrastructural</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Projects State Enterprise 144A govt. guaranty notes 8 3/8s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>175,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>183,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) sr. unsec. bonds 6.385s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>125,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>129,038</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) 144A bonds 7 3/4s, 2020</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,060,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,093,125</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) 144A sr. unsec. notes 7.95s, 2021</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>730,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>734,555</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) 144A sr. unsec. unsub. notes 7.65s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>400,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>422,000</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Venezuela (Republic of) bonds 8 1/2s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>203,958</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Venezuela (Republic of) unsec. notes 10 3/4s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,985,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,986,528</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Venezuela (Republic of) unsec. notes FRN Ser. REGS, 1.303s, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>770,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>767,474</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Venezuela (Republic of) 144A unsec. bonds 13 5/8s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,285,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,216,124</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total foreign government bonds and notes (cost $28,569,398)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$31,657,900</FONT></B>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>37</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_39"></A><BR>
<a name="_bclPageBorder39"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>SENIOR LOANS (3.1%)* </FONT></B><B><FONT size=1 face=sans-serif>c</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Basic materials (0.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Georgia-Pacific, LLC bank term loan FRN Ser. B2, 2.303s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$94,571</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$94,474</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ineos Holdings, Ltd. bank term loan FRN Ser. B2, 7.501s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2013 (United Kingdom) </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89,760</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>92,257</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ineos Holdings, Ltd. bank term loan FRN Ser. C2, 8.001s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2014 (United Kingdom) <FONT lang=EN-US size=2 face=Arial>&#8710;</FONT></FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,240</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>97,889</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Momentive Performance Materials, Inc. bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.813s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>158,756</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>156,871</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Smurfit-Stone Container Enterprises, Inc. bank term loan</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRN 6 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,840</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,964</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>507,455</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Communication services (0.5%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CCO Holdings, LLC / CCO Holdings Capital Corp. bank term</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>loan FRN 2.762s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Charter Communications Operating, LLC bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. l, 7 1/4s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>90,731</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>91,071</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Charter Communications, Inc. bank term loan FRN Ser. C,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.56s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>813,259</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>811,221</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Insight Midwest, LP bank term loan FRN Ser. B, 2.024s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>119,814</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>118,277</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Intelsat Jackson Holdings SA bank term loan FRN 3.303s,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2014 (Luxembourg)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>460,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>450,513</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Level 3 Communications, Inc. bank term loan FRN 2.553s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>158,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>153,370</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Level 3 Financing, Inc. bank term loan FRN Ser. B, 11 1/2s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>101,460</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>1,921,412</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer cyclicals (1.2%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brickman Group Holdings, Inc. bank term loan FRN Ser. B,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>7 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>438,900</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>447,129</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Burlington Coat Factory Warehouse Corp. bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. B, 6 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>49,305</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CCM Merger, Inc. bank term loan FRN Ser. B, 7s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>255,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>258,028</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cedar Fair LP bank term loan FRN 4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>78,582</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>78,876</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cengage Learning Acquisitions, Inc. bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. B, 2.55s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>288,196</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>275,914</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Communications, Inc. bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. B, 3.912s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>236,042</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>207,553</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Compucom Systems, Inc. bank term loan FRN 3.77s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>106,063</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>102,350</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dex Media West, LLC bank term loan FRN Ser. A, 7s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>141,316</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>125,212</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal Mogul Corp. bank term loan FRN Ser. B, 2.196s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>69,170</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>67,391</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal Mogul Corp. bank term loan FRN Ser. C, 2.189s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>35,291</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>34,383</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GateHouse Media, Inc. bank term loan FRN Ser. B, 2.52s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>217,466</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>96,555</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GateHouse Media, Inc. bank term loan FRN Ser. B, 2.27s, 2014 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>185,167</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>82,214</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GateHouse Media, Inc. bank term loan FRN Ser. DD, 2.27s, 2014 </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>69,092</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,677</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Golden Nugget, Inc. bank term loan FRN 2.268s, 2014 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>57,738</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>49,691</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Golden Nugget, Inc. bank term loan FRN Ser. B, 2.27s, 2014 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>101,431</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>87,294</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Goodman Global, Inc. bank term loan FRN 9s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>123,225</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Goodman Global, Inc. bank term loan FRN 5 3/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>241,785</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>242,841</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Harrah&#146;s Operating Co., Inc. bank term loan FRN Ser. B1,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.303s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>265,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>245,084</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Harrah&#146;s Operating Co., Inc. bank term loan FRN Ser. B2,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.303s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>309,439</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>286,183</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>38</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_40"></A><BR>
<a name="_bclPageBorder40"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>SENIOR LOANS (3.1%)* </FONT></B><B><FONT size=1 face=sans-serif>c </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer cyclicals </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jarden Corp. bank term loan FRN Ser. B4, 3.553s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$164,431</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$165,150</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Michaels Stores, Inc. bank term loan FRN Ser. B, 2.584s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>107,457</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>106,352</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>National Bedding Co., LLC bank term loan FRN Ser. B,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.818s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,633</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,360</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>R.H. Donnelley, Inc. bank term loan FRN Ser. B, 9s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>526,256</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>412,453</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Realogy Corp. bank term loan FRN Ser. B, 4.562s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>422,232</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>397,162</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ServiceMaster Co. (The) bank term loan FRN Ser. B, 2.779s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>225,245</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>220,780</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ServiceMaster Co. (The) bank term loan FRN Ser. DD, 2.77s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,822</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,370</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Six Flags Theme Parks bank term loan FRN Ser. B, 5 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,857</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>214,028</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Tribune Co. bank term loan FRN Ser. B, 5 1/4s, 2014 (In default) <SUP>&#134;</SUP></FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>289,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>201,171</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Univision Communications, Inc. bank term loan FRN 4.512s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>171,147</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>166,440</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>4,868,171</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Consumer staples (0.4%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Claire&#146;s Stores, Inc. bank term loan FRN 3.026s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>188,732</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>179,899</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Del Monte Foods Co. bank term loan FRN Ser. B, 4 1/2s, 2018</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,018</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Revlon Consumer Products bank term loan FRN 6.001s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>957,763</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>960,157</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Rite-Aid Corp. bank term loan FRN Ser. B, 2.013s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>94,519</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>90,809</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>West Corp. bank term loan FRN Ser. B2, 2.743s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>23,026</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,893</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>West Corp. bank term loan FRN Ser. B5, 4.618s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>56,002</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>56,049</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>1,424,825</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Energy (0.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EPCO Holdings, Inc. bank term loan FRN Ser. A, 1 1/4s, 2012</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>202,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>197,960</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hercules Offshore, Inc. bank term loan FRN Ser. B, 7 1/2s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>130,296</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>127,970</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MEG Energy Corp. bank term loan FRN Ser. B, 4s, 2018 (Canada) </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>115,633</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>441,563</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Financials (0.1%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>AGFS Funding Co. bank term loan FRN 7 1/4s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>105,049</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Fifth Third Processing Solutions, Inc. bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,619</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>HUB International Holdings, Inc. bank term loan FRN 6 3/4s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>71,905</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>71,438</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>222,106</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Health care (0.5%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ardent Health Systems bank term loan FRN Ser. B, 6 1/2s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>149,865</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,364</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Axcan Intermediate Holdings, Inc. bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. B, 5 1/2s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>64,838</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>64,655</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Carestream Health, Inc. bank term loan FRN Ser. B, 5s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>141,760</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Grifols SA bank term loan FRN Ser. B, 6s, 2016 (Spain) </FONT><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>100,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Health Management Associates, Inc. bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.053s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>643,872</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>634,053</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IASIS Healthcare, Corp. bank term loan FRN 5.554s, 2014 &#135;&#135;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>134,968</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>133,195</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IASIS Healthcare, LLC bank term loan FRN 7.62s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>32,503</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>32,198</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IASIS Healthcare, LLC bank term loan FRN Ser. B, 2.262s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>342,449</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>339,238</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IASIS Healthcare, LLC bank term loan FRN Ser. DD, 2.262s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>118,533</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>117,422</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Multiplan, Inc. bank term loan FRN Ser. B, 4 3/4s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>139,961</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,346</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>1,853,856</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Technology (&#151;%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Avaya, Inc. bank term loan FRN Ser. B3, 4.811s, 2017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>76,315</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>74,407</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ceridian Corp. bank term loan FRN 3.253s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>123,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>119,310</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>193,717</FONT></B>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>39</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_41"></A><BR>
<a name="_bclPageBorder41"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>SENIOR LOANS (3.1%)* </FONT></B><B><FONT size=1 face=sans-serif>c </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Utilities and power (0.2%)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cengage Learning Acquisitions, Inc. bank term loan FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ser. B3, 3.761s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$192,450</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$161,658</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NRG Energy, Inc. bank term loan FRN 3.553s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>171,649</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>170,388</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NRG Energy, Inc. bank term loan FRN 2.245s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,684</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,760</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NRG Energy, Inc. bank term loan FRN 2.053s, 2013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>66</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>NRG Energy, Inc. bank term loan FRN Ser. B, 3.553s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>203,547</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>204,310</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Texas Competitive Electric Holdings Co., LLC bank term loan</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRN Ser. B2, 3.786s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>264,574</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>222,667</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>789,848</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>&nbsp;</FONT></B></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total senior loans (cost $12,611,893)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$12,222,953</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD></TD>
     <TD>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="54%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>PURCHASED OPTIONS</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Expiration date/</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>OUTSTANDING (0.4%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>strike price</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Credit</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Suisse International for the right to pay a</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>fixed rate of 1.70175% versus the six month</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF-LIBOR-BBA maturing January 23, 2014.</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jan-12/1.70175</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$15,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$60,833</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with UBS AG for</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>the right to pay a fixed rate of 1.722% versus</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>the six month CHF-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>January 23, 2014.</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jan-12/1.722</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,825</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Credit</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Suisse International for the right to pay a</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>fixed rate of 1.578% versus the six month</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF-LIBOR-BBA maturing December 24, 2013.</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dec-11/1.578</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,234</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Credit</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Suisse International for the right to pay a</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>fixed rate of 1.602% versus the six month</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF-LIBOR-BBA maturing December 22, 2013.</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dec-11/1.602</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>56,974</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chase Bank, N.A. for the right to receive a</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>fixed rate of 4.555% versus the three month</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR-BBA maturing August 5, 2041.</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.555</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$4,769,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>267,409</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chase Bank, N.A. for the right to pay a fixed</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>rate of 4.555% versus the three month</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR-BBA maturing August 5, 2041.</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.555</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,769,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>113,030</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Barclay&#146;s</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank PLC for the right to pay a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 3.96% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing June 3, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11/3.96</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>83,019,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>444,153</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chase Bank, N.A. for the right to receive a</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>fixed rate of 3.59% versus the three month</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR-BBA maturing April 28, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Apr-11/3.59</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>43,694,334</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>426,020</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Total purchased options outstanding (cost $2,378,160)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$1,487,478</FONT></B>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>40</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_42"></A><BR>
<a name="_bclPageBorder42"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CONVERTIBLE BONDS AND NOTES (0.2%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Advanced Micro Devices, Inc. cv. sr. unsec. notes 6s, 2015</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$238,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$245,438</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ford Motor Co. cv. sr. unsec. notes 4 1/4s, 2016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>157,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>284,776</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>General Growth Properties, Inc. zero %, 2027 </FONT><B><FONT size=1 face=sans-serif><SUP>F R</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>395,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>494</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Steel Dynamics, Inc. cv. sr. notes 5 1/8s, 2014</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>249,113</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total convertible bonds and notes (cost $545,136)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$779,821</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3></TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>PREFERRED STOCKS (0.1%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Shares</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. 144A Ser. G, 7.00% cum. pfd.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>228</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$212,154</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total preferred stocks (cost $76,202)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$212,154</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3></TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>CONVERTIBLE PREFERRED STOCKS (&#151;%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Shares</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>General Motors Co. Ser. B, $2.375 cv. pfd.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,856</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$185,811</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lehman Brothers Holdings, Inc. Ser. P,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>7.25% cv. pfd. (In default) <SUP>&#134;</SUP></FONT><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>667</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>367</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total convertible preferred stocks (cost $821,499)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$186,178</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3></TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>COMMON STOCKS (&#151;%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Shares</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bohai Bay Litigation, LLC (Escrow) </FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>991</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$3,091</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Nortek, Inc. <SUP>&#134;</SUP></FONT><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>728</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>31,304</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Trump Entertainment Resorts, Inc. <SUP>&#134; </SUP></FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>94</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>470</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total common stocks (cost $27,454)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$34,865</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD></TD>
     <TD>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>WARRANTS (&#151;%)* <SUP>&#134;</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Strike</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>price</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Warrants</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=5 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Charter Communications, Inc. Class A</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>11/30/14</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$46.86</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$235</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Smurfit Kappa Group PLC 144A (Ireland) </FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10/01/13</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>EUR 0.001</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>508</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33,409</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total warrants (cost $19,277)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$33,644</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD colSpan=3></TD>
     <TD>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="69%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>SHORT-TERM INVESTMENTS (35.2%)*</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount/shares</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
&nbsp;</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Putnam Money Market Liquidity Fund 0.13% </FONT><B><FONT size=1 face=sans-serif><SUP>e</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>74,605,117</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$74,605,117</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills for effective yields ranging from 0.14%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>to 0.20%, November 17, 2011 ##</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$12,565,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12,552,159</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills for effective yields ranging from 0.23%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>to 0.26%, October 20, 2011 # ##</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,491,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,462,246</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills for effective yields ranging from 0.19%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>to 0.24%, August 25, 2011 # ##</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>14,162,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>14,148,050</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills for effective yields ranging from 0.22%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>to 0.24%, July 28, 2011 # ##</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,328,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,322,722</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills for effective yields ranging from 0.20%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>to 0.21%, June 2, 2011 # ##</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,067,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,064,649</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total short-term investments (cost $138,149,635)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$138,154,943</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3></TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>TOTAL INVESTMENTS</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total investments (cost $504,259,296)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$512,667,792</FONT></B>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>41</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_43"></A><BR>
<a name="_bclPageBorder43"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Key to holding&#146;s currency abbreviations</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="5%"></TD>
     <TD width="94%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>ARS</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Argentine Peso</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>AUD</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CLP</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>INR</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indian Rupee</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>RUB</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Russian Ruble</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TRY</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Key to holding&#146;s abbreviations</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="5%"></TD>
     <TD width="94%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EMTN</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro Medium Term Notes</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRB</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Floating Rate Bonds</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FRN</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Floating Rate Notes</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IFB</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Inverse Floating Rate Bonds</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>IO</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Interest Only</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MTN</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Medium Term Notes</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>OJSC</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Open Joint Stock Company</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PO</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Principal Only</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>To Be Announced Commitments</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Notes to the fund&#146;s portfolio</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Unless noted otherwise, the notes to the fund&#146;s portfolio are for the close of the fund&#146;s reporting period, which ran from October 1, 2010 through March 31, 2011 (the reporting period).</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>* Percentages indicated are based on net assets of $391,977,073.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif><SUP>&#134;</SUP> Non-income-producing security.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif><SUP>&#134;</SUP><SUP>&#134; </SUP></FONT><FONT size=1 face=sans-serif>The interest rate and date shown parenthetically represent the new interest rate to be paid and the date the fund will begin accruing interest at this rate.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>&#135;&#135; Income may be received in cash or additional securities at the discretion of the issuer.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif># These securities, in part or in entirety, were pledged and segregated with the broker to cover margin requirements for futures contracts at the close of the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>## These securities, in part or in entirety, were pledged and segregated with the custodian for collateral on certain derivatives contracts at the close of the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif><FONT lang=EN-US size=2 face=Arial>&#8710;</FONT> </FONT><FONT size=1 face=sans-serif>Forward commitments, in part or in entirety (Note 1).</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>c</SUP> </FONT></B><FONT size=1 face=sans-serif>Senior loans are exempt from registration under the Securities Act of 1933, as amended, but contain certain restrictions on resale and cannot be sold publicly. These loans pay interest at rates which adjust periodically. The interest rates shown for senior loans are the current interest rates at the close of the reporting period. Senior loans are also subject to mandatory and/or optional prepayment which cannot be predicted. As a result, the remaining maturity may be substantially less than the stated maturity shown (Notes 1 and 7).</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>e</SUP> </FONT></B><FONT size=1 face=sans-serif>See Note 6 to the financial statements regarding investments in Putnam Money Market Liquidity Fund. The rate quoted in the security description is the annualized 7-day yield of the fund at the close of the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>F</SUP> </FONT></B><FONT size=1 face=sans-serif>Is valued at fair value following procedures approved by the Trustees. Securities may be classified as Level 2 or Level 3 for Accounting Standards Codification ASC 820 </FONT><I><FONT size=1 face=sans-serif>Fair Value Measurements and Disclosures </FONT></I><FONT size=1 face=sans-serif>(ASC 820) based on the securities&#146; valuation inputs.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>R</SUP> </FONT></B><FONT size=1 face=sans-serif>Real Estate Investment Trust.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>42</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_44"></A><BR>
<a name="_bclPageBorder44"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>At the close of the reporting period, the fund maintained liquid assets totaling $259,289,674 to cover certain derivatives contracts.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Debt obligations are considered secured unless otherwise indicated.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>144A after the name of an issuer represents securities exempt from registration under Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>See Note 1 to the financial statements regarding TBA&#146;s.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The rates shown on FRB and FRN are the current interest rates at the close of the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The dates shown on debt obligations are the original maturity dates.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>IFB are securities that pay interest rates that vary inversely to changes in the market interest rates. As interest rates rise, inverse floaters produce less current income. The interest rates shown are the current interest rates at the close of the reporting period.</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="24%"></TD>
     <TD width="24%" align=right></TD>
     <TD width="3%"></TD>
     <TD width="24%"></TD>
     <TD width="24%" align=right></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>DIVERSIFICATION BY COUNTRY</FONT></B>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=5 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=5 noWrap align=left><FONT size=1 face=sans-serif>Distribution of investments by country of risk at the close of the reporting period (as a percentage of Portfolio Value):</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD noWrap align=left><FONT size=1 face=sans-serif>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>United States</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>87.0%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Netherlands</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.5%</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Russia</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2.9</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ukraine</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.5</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Argentina</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2.2</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Luxembourg</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.5</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Venezuela</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1.2</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>United Kingdom</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.5</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indonesia</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.8</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Other</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2.8</FONT>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazil</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.6</FONT>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>100.0%</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkey</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.5</FONT>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=right></TD></TR>
<TR>
     <TD colSpan=5></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/11 (aggregate face value $249,810,090) (Unaudited)</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="19%"></TD>
     <TD width="20%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Bank of America, N.A.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$3,712,046</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$3,667,735</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$44,311</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>357,269</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>352,169</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,100</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,129,889</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,149,286</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>19,397</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,034,636</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,013,823</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,813</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>21,993</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,130</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(137)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>326,002</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>325,483</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(519)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>863,131</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>837,210</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,921</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,595,028</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,639,036</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>44,008</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>375,946</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>368,764</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,182</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,644,371</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,627,809</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,562</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,678,091</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,660,095</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,996</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South African Rand</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,972</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,511</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(461)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,067,778</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,050,353</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,425</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,071,074</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,066,474</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,552,544</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,570,123</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,579</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>408,234</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>407,322</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(912)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>611,496</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>580,748</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(30,748)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,187,773</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,072,390</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(115,383)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>859,439</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>843,828</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,611</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,557,401</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,578,811</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>21,410</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>43</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_45"></A><BR>
<a name="_bclPageBorder45"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/11 (aggregate face value $249,810,090) (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="19%"></TD>
     <TD width="20%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$2,862,639</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$2,843,969</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(18,670)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,162</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>142</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>249,814</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>248,901</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(913)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,148,759</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,143,594</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(5,165)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungarian Forint</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>918,562</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>907,871</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,691</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indian Rupee</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,160,369</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,140,070</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(20,299)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,949,674</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,967,210</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,536</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>202,450</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>202,030</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>420</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>405,908</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>391,783</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(14,125)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,418,234</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,406,156</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12,078</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Philippines Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>493,457</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>495,274</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,817)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>312,515</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>312,625</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>110</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,692,052</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,680,632</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,420</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,199,053</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,173,522</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,531</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,155,283</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,153,326</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,957)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,919,261</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,941,978</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,717</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,580</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,547</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(33)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Thai Baht</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>488,902</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>485,787</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,115</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>99,310</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95,418</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,892</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>663,190</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>648,157</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,033</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,293,956</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,262,724</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(31,232)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,575,961</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,613,750</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>37,789</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,359,805</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,350,912</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,893</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>222,917</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>224,391</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,474</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>330,719</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>328,667</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,052</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Danish Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>256,321</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>251,714</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,607</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,724,842</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,724,753</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungarian Forint</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>563,839</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>564,374</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(535)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,955,989</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,023,199</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>67,210</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>807,551</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>794,824</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12,727</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>14,489</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,975</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>514</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>473,004</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>468,465</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,539</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,037,596</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,027,892</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,704</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>167,841</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>165,596</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,245</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South African Rand</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>53,047</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,628</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(2,419)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>580,665</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>570,474</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,191</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>359,927</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>358,754</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,173</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,296,347</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,326,082</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(29,735)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>572,831</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>570,583</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,248</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>265,494</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>255,125</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,369</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse AG</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>150,720</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>142,588</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(8,132)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>571,411</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>560,888</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,523</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>44</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_46"></A><BR>
<a name="_bclPageBorder46"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/11 (aggregate face value $249,810,090) (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="19%"></TD>
     <TD width="20%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse AG </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$2,051,575</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$2,062,478</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$10,903</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>916,220</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>910,345</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(5,875)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,805</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,710</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>95</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,320,055</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,218,621</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>101,434</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indian Rupee</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>175,296</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>173,199</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(2,097)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>822,195</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>835,938</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,743</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Malaysian Ringgit</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>790,231</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>790,596</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(365)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>603,648</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>602,286</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,362</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>380,757</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>371,172</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(9,585)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>589,648</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>589,198</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(450)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South African Rand</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>781,525</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>768,506</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,019</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,165,702</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,152,612</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,090</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,139,151</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,134,314</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(4,837)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,497,604</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,511,104</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,500</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,529</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,503</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(26)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>369,133</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>355,154</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,979</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>81,826</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>79,942</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,884</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>445,212</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>437,879</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,333</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,733,687</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,743,749</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,062</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>368,511</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>365,994</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,517</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>195,190</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>196,241</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,051)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,576</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,548</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(28)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,158,235</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,077,933</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>80,302</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungarian Forint</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,171,526</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,164,869</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,657</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Malaysian Ringgit</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>976,385</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>976,223</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>162</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>389,458</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>387,185</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,273</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>403,468</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>389,338</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(14,130)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,108,232</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,098,234</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,998</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Philippines Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>494,972</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>496,450</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,478)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,027,070</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,017,402</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,668</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>755,443</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>746,540</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,903</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>657,109</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>646,530</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,579</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,726,563</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,712,453</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(14,110)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,040,518</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,064,814</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,296</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>68</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>68</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>265,042</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>258,434</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,608</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,961,754</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,908,083</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>53,671</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>467,114</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>474,586</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,472</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>541,776</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>538,191</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,585)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,752</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,866</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>114</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89,862</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89,368</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(494)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungarian Forint</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>765,693</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>765,545</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>148</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>45</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_47"></A><BR>
<a name="_bclPageBorder47"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/11 (aggregate face value $249,810,090) (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="19%"></TD>
     <TD width="20%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif><B><FONT size=1 face=sans-serif>Counterparty </FONT></B></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=7 noWrap align=left><STRONG><FONT size=1 face=Arial></FONT></STRONG><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif><B><FONT size=1 face=sans-serif>Goldman Sachs International </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></FONT></B></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$963,167</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$979,561</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$16,394</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>352,241</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>348,387</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,854</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,823</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>120,692</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(131)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South African Rand</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>86,248</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>84,275</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,973</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,165,529</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,163,629</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,900)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>48,896</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>49,774</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(878)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif><B><FONT size=1 face=sans-serif>HSBC Bank USA, National Association</FONT></B></FONT></B></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>155,259</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>151,760</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,499)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,645,339</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,687,659</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>42,320</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,218,303</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,211,465</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,838</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indian Rupee</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>175,296</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>172,741</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(2,555)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,112,391</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,148,371</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>35,980</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,738,357</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,720,571</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(17,786)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Philippines Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>494,972</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>495,878</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(906)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,144,745</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,132,133</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12,612</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>446,283</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>444,039</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,244</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,147,082</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,129,804</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(17,278)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>28,805</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>28,814</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank, N.A.</FONT></B></FONT></B></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>166,651</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>165,057</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,594</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>976,471</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>959,882</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,589</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,988,386</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,048,455</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,069</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>147,879</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>146,895</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(984)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>31,316</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>31,508</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(192)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>229,362</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>226,788</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,574</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,419,197</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,376,737</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(42,460)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungarian Forint</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>231,409</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>222,776</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,633</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,196,428</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,216,889</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,461</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Malaysian Ringgit</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>690,987</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>691,647</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(660)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>648,088</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>636,604</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,484</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>429,013</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>413,885</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(15,128)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>499,203</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>494,303</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,900</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,450,862</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,423,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(27,862)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,313,299</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,297,028</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,271</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South African Rand</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>388,726</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>383,116</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,610</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>384,387</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>379,494</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,893</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,105,477</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,092,570</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(12,907)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,386,784</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,369,208</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(17,576)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>205,146</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>206,523</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,377)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Thai Baht</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>492,722</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>489,445</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,277</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>193,774</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>186,088</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(7,686)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif><B><FONT size=1 face=sans-serif>Royal Bank of Scotland PLC (The)</FONT></B></FONT></B></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,815,171</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,763,625</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>51,546</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>980,016</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>973,395</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,621</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>46</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_48"></A><BR>
<a name="_bclPageBorder48"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/11 (aggregate face value $249,810,090) (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="19%"></TD>
     <TD width="20%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Royal Bank of Scotland PLC (The) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$4,119,696</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$4,145,513</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$25,817</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,419,555</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,410,322</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(9,233)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,497</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,320</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>177</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>359,562</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>359,282</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(280)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,552,624</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,543,899</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,725</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungarian Forint</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>717,936</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>717,903</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indian Rupee</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>979,256</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>966,045</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(13,211)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,254,319</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,293,461</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>39,142</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Malaysian Ringgit</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>790,264</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>790,890</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(626)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,184,471</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,173,501</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,970</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>593,192</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>583,581</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(9,611)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,023,953</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,010,295</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,658</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>514,591</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>513,649</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>942</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,169,254</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,158,682</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,572</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South African Rand</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,098,007</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,072,147</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,860</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>970,524</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>953,203</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,321</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>863,210</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>838,610</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(24,600)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,411,533</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,427,562</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,029</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>307,625</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>307,356</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(269)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>257,676</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>257,546</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>130</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>State Street Bank and Trust Co.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>143,686</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>135,843</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(7,843)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>387,582</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>381,011</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,571</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>92,523</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>92,383</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(140)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,563,719</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,553,564</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(10,155)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>732,100</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>711,330</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,770</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungarian Forint</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,489,594</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,477,733</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,861</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,607,567</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,667,488</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>59,921</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Malaysian Ringgit</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>885,419</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>886,500</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,081)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>409,217</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>404,798</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,419</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,040,591</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,019,433</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>21,158</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Philippines Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>494,972</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>497,392</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(2,420)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>141,031</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,868</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(163)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>983,091</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>973,766</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,325</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South African Rand</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>596,267</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>587,648</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,619</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>902,563</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>899,378</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,185)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>296,320</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>299,706</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,386</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>211,940</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>210,951</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>989</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Thai Baht</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>492,718</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>489,764</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,954</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>UBS AG</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,941,808</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,874,726</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>67,082</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,180,529</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,173,498</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,031</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,491,061</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,531,135</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>40,074</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,209,243</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,205,965</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,278)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>47</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_49"></A><BR>
<a name="_bclPageBorder49"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/11 (aggregate face value $249,810,090) (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="19%"></TD>
     <TD width="20%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>UBS AG </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$834,832</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$833,623</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(1,209)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,361,189</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,303,435</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>57,754</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Hungarian Forint</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>785,700</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>782,684</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,016</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Indian Rupee</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,435,204</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,413,478</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(21,726)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,304,424</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,410,670</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>106,246</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,497,938</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,483,721</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>14,217</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>600,512</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>590,806</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(9,706)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,610,419</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,542,132</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>68,287</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>232,775</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>232,792</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,157,025</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,139,742</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,283</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South African Rand</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,222,340</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,197,358</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,982</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,197,047</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,171,131</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,916</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,355,930</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,353,723</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(2,207)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,441,558</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,437,476</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(4,082)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Taiwan Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,164</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,148</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Thai Baht</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>488,902</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>485,476</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,426</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>583,583</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>580,661</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,922</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Westpac Banking Corp.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>655,329</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>648,729</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>815,522</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>828,551</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,029</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>143,132</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>142,217</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(915)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>546,981</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>531,452</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,529</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,817,129</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,864,494</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>47,365</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,539</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,541</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>998</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,456,056</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,442,698</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,358</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,654,409</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,620,347</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(34,062)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/20/11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,804,662</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,825,216</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,554</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$1,549,446</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD colSpan=5></TD>
     <TD>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FUTURES CONTRACTS OUTSTANDING at 3/31/11 (Unaudited)</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="32%"></TD>
     <TD width="15%"></TD>
     <TD width="17%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Number of</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>contracts</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=6 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Australian Government Treasury</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bond 10 yr (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,958,985</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(1,964)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Canadian Government Bond</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10 yr (Long)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>64</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,928,151</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(29,863)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Swiss Franc 3 Month (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>38</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,298,794</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dec-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>466</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Swiss Franc 3 Month (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>38</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,215,856</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dec-12</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,148</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Swiss Franc 3 Month (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>38</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,243,848</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-12</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,905</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Swiss Franc 3 Month Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>38</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,275,986</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mar-12</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,048</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Swiss Franc 3 Month (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>38</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,319,529</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sep-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,502</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Bobl 5 yr (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>976,171</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(21)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Bund 10 yr (Long)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>330</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>56,833,809</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(695,847)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Dollar 90 day (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>310</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>76,837,375</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mar-12</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>113,025</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>48</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_50"></A><BR>
<a name="_bclPageBorder50"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FUTURES CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="32%"></TD>
     <TD width="15%"></TD>
     <TD width="17%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Number of</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>contracts</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=6 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Euro-Schatz 2 yr (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>81</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$12,328,278</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(8,594)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Government Bond</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10 yr (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>26,875,301</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(58,825)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Japanese Government Bond</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10 yr Mini (Long)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>839,974</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,058</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.K. Gilt 10 yr (Long)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>184</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>34,637,139</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(222,716)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bond 20 yr (Long)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>77</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,254,438</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(72,584)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bond 30 yr (Long)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>302</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>37,315,875</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>126,332</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Note 10 yr (Short)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8,927,344</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jun-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,201</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$(825,729)</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD colSpan=4></TD>
     <TD>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="47%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="10%"></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>WRITTEN OPTIONS OUTSTANDING at 3/31/11 (premiums received $30,030,100) (Unaudited)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Expiration date/</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>strike price</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=5 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Citibank, N.A. for</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>the obligation to pay a fixed rate of 4.49% versus the three</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>month USD-LIBOR-BBA maturing August 17, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$11,060,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.49</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$754,734</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.525% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing July 26, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,362,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.525</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,477,263</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Bank of America,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>N.A. for the obligation to receive a fixed rate of 4.475%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 19, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,124,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.475</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>35,762</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Bank of America,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>N.A. for the obligation to pay a fixed rate of 4.475%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 19, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,124,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.475</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>477,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Bank of America,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>N.A. for the obligation to receive a fixed rate of 4.55%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 17, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,530,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.55</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,562</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Citibank, N.A. for the</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>obligation to receive a fixed rate of 4.49% versus the three</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>month USD-LIBOR-BBA maturing August 17, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,060,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.49</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>52,093</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Bank of America,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>N.A. for the obligation to pay a fixed rate of 4.55%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 17, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,530,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.55</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>402,197</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Bank of America,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>N.A. for the obligation to receive a fixed rate of 4.765%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 16, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,823,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.765</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,676</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Bank of America,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>N.A. for the obligation to pay a fixed rate of 4.765%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 16, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,823,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.765</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>967,684</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>49</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_51"></A><BR>
<a name="_bclPageBorder51"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="47%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="10%"></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>WRITTEN OPTIONS OUTSTANDING at 3/31/11 (premiums received $30,030,100) (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Expiration date/</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>strike price</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=5 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Bank of America,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>N.A. for the obligation to receive a fixed rate of 4.70%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 8, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$11,515,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.70</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$26,600</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Bank of America,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>N.A. for the obligation to pay a fixed rate of 4.70%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 8, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,515,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-11/4.70</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>977,739</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 4.745% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing July 27, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,543,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.745</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>49,174</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.745% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing July 27, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,543,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.745</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,737,264</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Citibank, N.A. for the</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>obligation to receive a fixed rate of 4.5475% versus the</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>three month USD-LIBOR-BBA maturing July 26, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,548,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.5475</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,347</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Citibank, N.A. for</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>the obligation to receive a fixed rate of 4.52% versus the</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>three month USD-LIBOR-BBA maturing July 26, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>19,096,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.52</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>52,705</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 4.525% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing July 26, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,362,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.525</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,385</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 4.46% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing July 26, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,362,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.46</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>66,584</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Citibank, N.A. for</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>the obligation to pay a fixed rate of 4.5475% versus the</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>three month USD-LIBOR-BBA maturing July 26, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,548,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.5475</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>709,416</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of 4.46%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>July 26, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,362,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.46</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,375,249</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Citibank, N.A. for</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>the obligation to pay a fixed rate of 4.52% versus the</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>three month USD-LIBOR-BBA maturing July 26, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>19,096,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jul-11/4.52</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,377,967</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 4.375% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing August 10, 2045.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,571,800</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-15/4.375</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>858,392</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.375% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing August 10, 2045.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,571,800</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-15/4.375</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>421,562</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of 4.46%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>August 7, 2045.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,571,800</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-15/4.46</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>446,970</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>50</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_52"></A><BR>
<a name="_bclPageBorder52"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="35%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="10%"></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=5 noWrap align=left><B><FONT size=1 face=sans-serif>WRITTEN OPTIONS OUTSTANDING at 3/31/11 (premiums received $30,030,100) (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Expiration date/</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>strike price</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 4.46% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing August 7, 2045.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$5,571,800</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Aug-15/4.46</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$816,937</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 3.89% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing April 28, 2021.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,477,734</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Apr-11/3.89</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>34,256</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of 4.04%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 11, 2025.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>41,033,400</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sep-15/4.04</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,414,581</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 4.04% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing September 11, 2025.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>41,033,400</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sep-15/4.04</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,322,852</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Barclays</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank PLC for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 5.36% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing February 13, 2025.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,584,020</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Feb-15/5.36</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>79,993</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Barclays Bank</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>PLC for the obligation to pay a fixed rate of 5.36%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>February 13, 2025.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,584,020</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Feb-15/5.36</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>127,038</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 5.27% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing February 12, 2025.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,766,760</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Feb-15/5.27</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>307,623</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of 5.27%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>February 12, 2025.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,766,760</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Feb-15/5.27</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>439,715</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of 4.82%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 12, 2018.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,469,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sep-13/4.82</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>72,285</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of 5.51%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>versus the three month USD-LIBOR-BBA maturing</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>May 14, 2022.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,011,500</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>May-12/5.51</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,092,290</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>of 4.8675% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing April 12, 2022.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,409,500</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Apr-12/4.8675</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>99,679</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to pay a fixed rate of</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.8675% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing April 12, 2022.</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,409,500</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Apr-12/4.8675</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>521,451</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Credit Suisse</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>International for the obligation to pay a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>of 0.70175% versus the six month CHF-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing January 23, 2014.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jan-12/0.70175</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,912</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>51</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_53"></A><BR>
<a name="_bclPageBorder53"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="35%"></TD>
     <TD width="12%" align=right></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="10%"></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=5 noWrap align=left><B><FONT size=1 face=sans-serif>WRITTEN OPTIONS OUTSTANDING at 3/31/11 (premiums received $30,030,100) (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Expiration date/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>strike price</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=6 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with UBS AG for the</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>obligation to pay a fixed rate of 0.722% versus the six</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>month CHF-LIBOR-BBA maturing January 23, 2014.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jan-12/0.722</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$8,745</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Credit Suisse</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>International for the obligation to pay a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 0.578% versus the six month CHF-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing December 24, 2013.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dec-11/0.578</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,605</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with Credit Suisse</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>International for the obligation to pay a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 0.602% versus the six month CHF-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing December 22, 2013.</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dec-11/0.602</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,154</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 4.82% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing September 12, 2018.</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,469,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Sep-13/4.82</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>31,717</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Option on an interest rate swap with JPMorgan Chase</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bank, N.A. for the obligation to receive a fixed rate</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of 5.51% versus the three month USD-LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>maturing May 14, 2022.</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,011,500</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>May-12/5.51</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>209,042</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$24,987,650</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD colSpan=4 align=right></TD>
     <TD>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="47%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="10%"></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>TBA SALE COMMITMENTS OUTSTANDING at 3/31/11 (proceeds receivable $50,603,984) (Unaudited)</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Principal</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Settlement</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Agency</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=5 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FHLMC, 3 1/2s, April 1, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4-13-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$939,766</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FNMA, 4 1/2s, April 1, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4-13-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,088,672</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FNMA, 4s, TBA, April 1, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>29,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4-13-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>28,528,750</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>FNMA, 3 1/2s, TBA, April 1, 2041</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4-13-11</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,009,219</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$50,566,407</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD colSpan=3></TD>
     <TD>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited)</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="5%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Bank of America, N.A.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$77,213,300</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(5,241)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/6/12</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.79%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(206,681)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,410,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.875%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(63,822)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,890,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.0625%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(96,982)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,860,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.9225%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(113,691)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,010,000 </FONT><B><FONT size=1 face=sans-serif><SUP>E</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/31</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.87%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>88,773</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$100,775,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(150,873)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/7/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.891%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(211,275)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>76,870,400</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(24,662)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/17/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.56%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>853,539</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>52</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_54"></A><BR>
<a name="_bclPageBorder54"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="5%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,070,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/1/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.425%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$ (123,735)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$10,238,700</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/10/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.38%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>196,643</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,066,900</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/10/18</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.06%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(18,894)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,475,100</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/14/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.475%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(20,513)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,932,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/15/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.505%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,996)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,016,700</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/18/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.2925%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(62,872)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>AUD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,800,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/21/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.57%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month AUD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BBR-BBSW</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>83,005</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>AUD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,530,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/21/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month AUD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BBR-BBSW</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.88%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(125,331)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$42,104,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>49,871</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/30/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.39%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,792</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,375,600</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>60,607</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/30/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.55%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,211</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>858,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,133)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/30/31</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.17%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,690)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>77,187,400</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,858</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4/1/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(60,101)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>828,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4/1/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.562%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(729)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,720,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/18/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.7875%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(72,431)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,240,000 </FONT><B><FONT size=1 face=sans-serif><SUP>E</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/31</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.86%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>74,076</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>21,570,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.895%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(102,897)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,540,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.95%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>96,138</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,343,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/9/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.53%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>58,416</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$57,359,300</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11/9/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.355%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(2,027,495)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>133,116,500</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,501</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/9/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.01%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,930,660)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11/23/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.25%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>152,262</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$96,669,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(26,599)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/10/12</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.81%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(316,450)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>53</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_55"></A><BR>
<a name="_bclPageBorder55"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="5%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>21,380,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/24/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.8025%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(11,494)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$54,892,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>168,962</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/28/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.17%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(111,820)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,400,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/4/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.79%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,179</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>36,760,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8/3/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.9225%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(473,152)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,910,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8/3/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.885%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>271,016</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,950,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8/3/12</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.61%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>127,865</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,100,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11/23/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.75%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(23,073)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse International</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,690,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/14/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.1075%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,222</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$13,200,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/17/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.334%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(282,502)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>27,430,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/28/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.675%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>55,175</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$19,131,600</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(166,900)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/1/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.29%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(317,870)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,060,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.065%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(157,703)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,110,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.93%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>149,233</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,400,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/7/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.82%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,541)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,030,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/3/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.87375%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(37,525)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,030,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/7/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.27%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,053</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$51,053,600</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(68,044)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/14/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.35%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(138,244)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,547,400</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>26,471</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/14/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.36%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(150,136)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,010,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/18/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.16%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>89,611</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,005,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/21/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.16%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>44,936</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$26,200,000 </FONT><B><FONT size=1 face=sans-serif><SUP>E</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/21/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.15625%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,238</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,770,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/22/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.5075%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>36,961</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$6,700,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/23/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.452%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,988</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>54</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_56"></A><BR>
<a name="_bclPageBorder56"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="5%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse International </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>14,280,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/29/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.81125%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(6,159)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,080,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4/4/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.815%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,220,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/28/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.27%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,031</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33,670,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/21/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6.895%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(179,727)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$9,229,900</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11/17/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.95%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>392,932</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,780,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/9/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.6875%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>71,209</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$54,111,400</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(18,127)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/17/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.04%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(223,028)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>54,425,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(11,135)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/24/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.04%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(278,048)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>39,563,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,057</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/24/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.69%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>651,134</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>19,816,600</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,798</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/24/26</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.16%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(445,486)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,040,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/25/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.2125%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(23,821)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,610,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/1/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.24%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(19,572)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,035,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/4/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.46%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,115</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>26,530,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/4/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.78%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(18,371)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$127,189,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(157,194)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.25%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,467,081)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,241,400</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(31,659)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/10/18</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.41%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(392,355)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>165,330,400</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(117,153)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/16/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.25%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,911,513)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>137,351,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>321,760</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/27/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.94%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(4,841,906)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33,670,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/17/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6.95%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(168,059)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$164,977,800</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>29,087</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/31/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.91%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(939,255)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>69,165,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(5,516)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/5/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.79%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(55,581)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>62,777,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/14/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.85625%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(107,541)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>55</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_57"></A><BR>
<a name="_bclPageBorder57"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="5%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>23,640,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/23/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.325%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$593,870</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$106,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/4/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.54%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,436,973)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>15,800,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/10/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.5775%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,333</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>23,870,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/15/12</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.538%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>76,830</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$3,825,700</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(16,957)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/15/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.67%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>83,231</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>23,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/25/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.11%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>82,430</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$7,196,600</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/28/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.31%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>59,627</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,035,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/2/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.4325%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>59,501</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>26,530,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/2/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.7575%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(25,407)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$17,618,500 </FONT><B><FONT size=1 face=sans-serif><SUP>E</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/19/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.09375%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>53,384</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,768,600</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4/4/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.415%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,690,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/21/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.81%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(47,284)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank, N.A.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,402,400,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/19/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.705%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>229,433</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>511,900,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/19/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.3975%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>140,027</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>598,000,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/22/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.36375%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(64,937)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$48,388,300</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,808</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/11/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.91%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,952</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12,384,400</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(21,246)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/11/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.64%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>104,105</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,705,600</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,411</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/11/26</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.12%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(100,484)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,319,500</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,266</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/11/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.42%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(118,120)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33,446,500</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/11/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.912%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(9,235)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>52,500,000 </FONT><B><FONT size=1 face=sans-serif><SUP>E</SUP></FONT></B>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/21/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.1685%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>124,425</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>56</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_58"></A><BR>
<a name="_bclPageBorder58"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="5%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank, N.A. </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$19,900,000 </FONT><B><FONT size=1 face=sans-serif><SUP>E</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/22/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1.185%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$44,576</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,400,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/23/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.21%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>39,616</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,476,500</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/28/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.249%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>62,549</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,810,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/16/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6.99%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(22,858)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$72,889,500</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>13,012</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/31/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.42%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>31,868</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,015,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/31/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.57%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,807</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,279,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/31/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.565%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,727</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,307,380,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5/25/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.674375%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(107,140)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,420,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5/31/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.0975%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(576,714)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$33,286,900</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>790,564</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/9/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.04%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(487,683)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,320,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>8/19/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6.615%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(171,044)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$19,081,200</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,505</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/27/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.84%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(10,804)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33,281,100</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/4/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.879%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(40,154)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,540,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/3/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.93105%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>86,926</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,303,760,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9/16/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.59125%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,681</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,470,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9/21/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.105%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BA-CDOR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>164,490</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>358,600,000 </FONT><B><FONT size=1 face=sans-serif><SUP>E</SUP></FONT></B>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/28/29</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.67%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(56,716)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>482,100,000 </FONT><B><FONT size=1 face=sans-serif><SUP>E</SUP></FONT></B>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/28/39</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.40%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>85,128</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,450,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/4/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3.405%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>22,509</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>37,740,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11/4/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6.75%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(242,348)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$3,854,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/20/20</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.966%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(133,380)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>57</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_59"></A><BR>
<a name="_bclPageBorder59"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="5%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>UBS, AG</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$18,493,600</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12/9/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.1075%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$320,843</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>31,280,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/11/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.6975%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>66,561</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,680,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2/17/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.275%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,707</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,480,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/28/21</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.21%</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(26,345)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$(23,583,545)</FONT></B>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif><SUP><BR>
E</SUP> </FONT></B><FONT size=1 face=sans-serif>See Note 1 to the financial statements regarding extended effective dates.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited)</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="6%"></TD>
     <TD width="6%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR>
     <TD></TD>
     <TD colSpan=2></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=9 noWrap align=left><STRONG><FONT size=1 face=Arial></FONT></STRONG><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B><B><FONT size=1 face=sans-serif>Barclays Bank PLC</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,302,953</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$16,426</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>498,023</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,878</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 4.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,585,811</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,205</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,012,885</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>25,376</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,251,138</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(58,889)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 6.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,540,578</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,460</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 4.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,067,208</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,334</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>63,258</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,880,601</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(19,100)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,039</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD width="99%" colSpan=9>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>58</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_60"></A><BR>
<a name="_bclPageBorder60"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="6%"></TD>
     <TD width="6%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR>
     <TD></TD>
     <TD colSpan=2></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=9 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,764,517</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(7,168)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(888)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 4.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,008,504</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(12,922)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(651)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,009,241</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>201,824</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,022,019</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>38,098</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,090,957</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>76,787</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,106,045</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,949</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 4.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,297,789</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6.50% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(25,768)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 6.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,132,800</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.50% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,629</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,024,296</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(45,130)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 6.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,270,000</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5/18/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(3.38%)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>GBP Non-revised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>286,491</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>UK Retail Price</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$3,635,000</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/28/11</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(0.685%)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>75,846</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Index - Urban (CPI-U)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,635,000</FONT></TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/29/11</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(0.76%)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>73,183</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Index - Urban (CPI-U)</FONT>&nbsp;</TD></TR>
<TR>
     <TD width="99%" colSpan=9>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>59</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_61"></A><BR>
<a name="_bclPageBorder61"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="6%"></TD>
     <TD width="6%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD>
     <TD width="15%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=9 noWrap align=left><STRONG><FONT size=1 face=Arial></FONT></STRONG><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B><B><FONT size=1 face=sans-serif>Goldman Sachs International </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$3,635,000</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7/30/11</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(0.73%)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$74,336</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Index - Urban (CPI-U)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,040,000</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/1/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.47%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(5,981)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Index - Urban (CPI-U)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,520,000</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/2/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.45%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(4,398)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Index - Urban (CPI-U)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,040,000</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/3/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.45%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(8,636)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Index - Urban (CPI-U)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,040,000</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3/7/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2.51%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>929</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Index - Urban (CPI-U)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,177,484</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(5.00%) 1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(27,451)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.00%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,031,907</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.50% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,271</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,478,327</FONT>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>5.50% (1 month</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>46,565</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Index 5.50%</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>30 year Fannie Mae</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>pools</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=9>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$918,758</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8></TD>
     <TD>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>CREDIT DEFAULT CONTRACTS OUTSTANDING at 3/31/11 (Unaudited)</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="25%"></TD>
     <TD width="10%"></TD>
     <TD width="8%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Termi-</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Notional</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>nation</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>(paid) by fund</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Referenced debt*</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Rating***</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(paid)**</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse International</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Bonos Y Oblig Del</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Estado, 5 1/2%,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>7/30/17</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(18,605)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$2,090,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>12/20/19</FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(100 bp)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$185,388</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of), 7.65%, 6/11/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>B2</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,105,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10/20/11</FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>194 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,016</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Federal Republic of</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Brazil, 12 1/4%,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3/6/30</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Baa3</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>775,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10/20/17 </FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>105 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(7,259)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Smurfit Kappa</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Funding, 7 3/4%,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>4/1/15</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>B2</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>EUR 425,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>9/20/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>715 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>84,634</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>United Mexican</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>States, 7.5%, 4/8/33</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Baa1</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,495,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3/20/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>56 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(8,468)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>60</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_62"></A><BR>
<a name="_bclPageBorder62"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>CREDIT DEFAULT CONTRACTS OUTSTANDING at 3/31/11 (Unaudited) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="25%"></TD>
     <TD width="10%"></TD>
     <TD width="8%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Termi-</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>received</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty /</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>received</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Notional</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>nation</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>(paid) by fund</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Referenced debt*</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Rating***</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(paid)**</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>per annum</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=8 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Virgin Media</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Finance PLC,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>8 3/4%, 4/15/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BB&#150;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT> <FONT size=1 face=sans-serif>400,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>9/20/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>477 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$45,646</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Virgin Media</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Finance PLC,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>8 3/4%, 4/15/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>BB&#150;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT> <FONT size=1 face=sans-serif>400,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>9/20/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>535 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>53,647</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Lighthouse</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>International Co,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>SA, 8%, 4/30/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Caa2</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT> <FONT size=1 face=sans-serif>420,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3/20/13</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>680 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(308,119)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank, N.A.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA EM Series</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10 Index</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ba1</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>28,017</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$485,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>12/20/13</FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>335 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,408</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA HY Series</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>16 Version 1 Index</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>B+</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(53,254)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,582,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6/20/16</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>500 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,939</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Republic of</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Argentina, 8.28%,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>12/31/33</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>B3</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>705,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>6/20/14</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>235 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(59,200)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Morgan Stanley Capital Services, Inc.</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dominican Republic,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>8 5/8%, 4/20/27</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,190,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>11/20/11</FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(170 bp)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,631</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Freeport-McMoRan</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Copper &amp; Gold,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Inc., T/L Bank Loan</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Baa1</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,191,200</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>3/20/12</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>44 bp</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>351</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Republic of</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Venezuela, 9 1/4%,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>9/15/27</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>B2</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>510,000</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>10/20/12&nbsp;</FONT>&nbsp;</TD>
     <TD noWrap align=left>339 bp&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(29,110)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=8>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$26,504</FONT></B>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><SUP><FONT size=1 face=sans-serif>* </FONT></SUP><FONT size=1 face=sans-serif>Payments related to the referenced debt are made upon a credit default event.</FONT></P>
<P style="TEXT-ALIGN: left"><SUP><FONT size=1 face=sans-serif>** </FONT></SUP><FONT size=1 face=sans-serif>Upfront premium is based on the difference between the original spread on issue and the market spread on day of execution.</FONT></P>
<P style="TEXT-ALIGN: left"><SUP><FONT size=1 face=sans-serif>*** </FONT></SUP><FONT size=1 face=sans-serif>Ratings are presented for credit default contracts in which the fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent the average of the ratings of all the securities included in that index. </FONT><FONT size=1 face=sans-serif>The Moody&#146;s, Standard &amp; Poor&#146;s or Fitch ratings are believed to be the most recent ratings available at March 31, 2011.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>61</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_63"></A><BR>
<a name="_bclPageBorder63"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>ASC 820 establishes a three-level hierarchy for disclosure of fair value measurements. The valuation hierarchy is based upon the transparency of inputs to the valuation of the fund&#146;s investments. The three levels are defined as follows:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Level 1 &#151; Valuations based on quoted prices for identical securities in active markets.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Level 2 &#151; Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Level 3 &#151; Valuations based on inputs that are unobservable and significant to the fair value measurement.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The following is a summary of the inputs used to value the fund&#146;s net assets as of the close of the reporting period:</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="25%"></TD>
     <TD width="25%"></TD>
     <TD width="25%"></TD>
     <TD width="13%"></TD>
     <TD width="12%"></TD></TR>
<TR>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD colSpan=2></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 60px" colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>Valuation inputs</FONT></B></TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Investments in securities:</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Level 1</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Level 2</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Level 3</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Common stocks:</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Consumer cyclicals</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$31,304</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>$470</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Energy</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>3,091</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total common stocks</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>31,304</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>&#151;</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>3,561</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Asset-backed securities</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>54,560,455</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>1,590,767</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Convertible bonds and notes</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>779,327</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>494</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Convertible preferred stocks</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>186,178</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Corporate bonds and notes</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>105,290,568</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>16,882</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Foreign government bonds and notes</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>31,657,900</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Mortgage-backed securities</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>78,065,371</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Preferred stocks</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>212,154</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Purchased options outstanding</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,487,478</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Senior loans</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>12,222,953</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>U.S. Government and Agency Mortgage Obligations</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>88,373,813</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Warrants</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>235</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>33,409</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Short-term investments</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>74,605,117</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>63,549,826</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Totals by level</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$74,636,421</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$436,386,258</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>$1,645,113</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD colSpan=2 noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 60px" colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>Valuation inputs</FONT></B></TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Other financial instruments:</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Level 1</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Level 2</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Level 3</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Forward currency contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$1,549,446</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Futures contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(825,729)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Written options</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(24,987,650)</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TBA sale commitments</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(50,566,407)</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Interest rate swap contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(24,347,644)</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Total return swap contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>951,614</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Credit default contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>70,346</FONT>&nbsp;</TD>
     <TD colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD width="25%" noWrap align=left><B><FONT size=1 face=sans-serif>Totals by level</FONT></B>&nbsp;</TD>
     <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>$(825,729)</FONT></B>&nbsp;</TD>
     <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>$(97,330,295)</FONT></B>&nbsp;</TD>
     <TD width="25%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>$&#151;</FONT></B>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>At the start and/or close of the reporting period, Level 3 investments in securities were not considered a significant portion of the fund&#146;s portfolio.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The accompanying notes are an integral part of these financial statements.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>62</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_64"></A><BR>
<a name="_bclPageBorder64"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Statement of assets and liabilities </FONT></B><FONT size=2 face=sans-serif>3/31/11 (Unaudited)</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="82%"></TD>
     <TD width="17%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>ASSETS</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Investment in securities, at value, (Note 1):</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Unaffiliated issuers (identified cost $429,654,179)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$438,062,675</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Affiliated issuers (identified cost $74,605,117) (Note 6)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>74,605,117</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Cash</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,366,092</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Foreign currency (cost $191,479) (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>178,216</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dividends, interest and other receivables</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,004,917</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Receivable for investments sold</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,167,821</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Receivable for sales of delayed delivery securities (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>51,042,117</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Unrealized appreciation on swap contracts (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,972,099</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Unrealized appreciation on forward currency contracts (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,222,516</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Premium paid on swap contracts (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>933,488</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total assets</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>583,555,058</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2></TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>LIABILITIES</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Payable for variation margin (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>43,763</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Distributions payable to shareholders</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,563,523</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Payable for investments purchased</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>156,156</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Payable for purchases of delayed delivery securities (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>79,369,202</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Payable for compensation of Manager (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>718,168</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Payable for investor servicing fees (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>16,321</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Payable for custodian fees (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>42,658</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Payable for Trustee compensation and expenses (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>129,501</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Payable for administrative services (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,140</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Unrealized depreciation on forward currency contracts (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>673,070</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Written options outstanding, at value (premiums received $30,030,100) (Notes 1 and 3)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>24,987,650</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Premium received on swap contracts (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,620,889</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Unrealized depreciation on swap contracts (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,610,382</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>TBA sale commitments, at value (proceeds receivable $50,603,984) (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>50,566,407</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Other accrued expenses</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>78,155</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total liabilities</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>191,577,985</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net assets</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$391,977,073</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>REPRESENTED BY</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Paid-in capital (Unlimited shares authorized) (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$529,900,538</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Distributions in excess of net investment income (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(5,355,142)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Accumulated net realized loss on investments and foreign currency transactions (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(124,128,942)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net unrealized depreciation of investments and assets and liabilities in foreign currencies</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(8,439,381)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total &#151; Representing net assets applicable to capital shares outstanding</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$391,977,073</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2></TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>COMPUTATION OF NET ASSET VALUE</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net asset value per share </FONT></B><FONT size=1 face=sans-serif>($391,977,073 divided by 65,613,922 shares)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$5.97</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The accompanying notes are an integral part of these financial statements.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>63</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_65"></A><BR>
<a name="_bclPageBorder65"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Statement of operations </FONT></B><FONT size=2 face=sans-serif>Six months ended 3/31/11 (Unaudited)</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="83%"></TD>
     <TD width="16%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>INVESTMENT INCOME</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Interest (net of foreign tax of $13,293 ) (including interest income</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of $25,970 from investments in affiliated issuers) (Note 6)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$15,084,104</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Dividends</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>10,430</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total investment income</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>15,094,534</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2></TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>EXPENSES</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Compensation of Manager (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,447,637</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Investor servicing fees (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>96,608</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Custodian fees (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>56,148</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Trustee compensation and expenses (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,108</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Administrative services (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,402</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Other</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>185,081</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total expenses</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>1,809,984</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD noWrap align=left><FONT size=1 face=sans-serif>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Expense reduction (Note 2)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(1,140)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net expenses</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>1,808,844</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net investment income</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>13,285,690</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net realized gain on investments (Notes 1 and 3)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>30,490,494</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net realized gain on swap contracts (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,475,277</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net realized loss on futures contracts (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(13,686,308)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net realized loss on foreign currency transactions (Note 1)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(2,615,563)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net realized gain on written options (Notes 1 and 3)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,366,243</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net unrealized depreciation of assets and liabilities in foreign currencies during the period</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(297,379)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net unrealized depreciation of investments, futures contracts, swap contracts,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>written options, and TBA sale commitments during the period</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(6,226,077)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net gain on investments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>13,506,687</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net increase in net assets resulting from operations</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$26,792,377</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The accompanying notes are an integral part of these financial statements.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>64</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_66"></A><BR>
<a name="_bclPageBorder66"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Statement of changes in net assets</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="59%"></TD>
     <TD width="20%"></TD>
     <TD width="20%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>INCREASE (DECREASE) IN NET ASSETS</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Six months ended 3/31/11*</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Year ended 9/30/10</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Operations:</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net investment income</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$13,285,690</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$37,634,058</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net realized gain on investments and foreign</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>currency transactions</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>20,030,143</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>52,327,882</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net unrealized depreciation of investments</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>and assets and liabilities in foreign currencies</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(6,523,456)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(27,125,881)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net increase in net assets resulting from operations</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>26,792,377</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>62,836,059</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Distributions to shareholders (Note 1):</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>From ordinary income</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net investment income</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(17,302,433)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(69,922,875)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Increase in capital share transactions from reinvestment</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of distributions</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,131,750</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>5,053,775</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total increase (decrease) in net assets</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>10,621,694</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>(2,033,041)</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3></TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>NET ASSETS</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Beginning of period</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>381,355,379</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>383,388,420</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>End of period </FONT></B><FONT size=1 face=sans-serif>(including distributions in excess of net</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>investment income of $5,355,142 and $1,338,399, respectively)</FONT>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$391,977,073</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$381,355,379</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>NUMBER OF FUND SHARES</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Shares outstanding at beginning of period</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,424,306</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>64,565,117</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Shares issued in connection with reinvestment of distributions</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>189,616</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>859,189</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Shares outstanding at end of period</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,613,922</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>65,424,306</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=1 face=sans-serif><BR>
* Unaudited</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The accompanying notes are an integral part of these financial statements.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>65</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<A name="page_67"></A><BR>
<a name="_bclPageBorder67"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Financial highlights </FONT></B><FONT size=2 face=sans-serif>(For a common share outstanding throughout the period)</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="14%" align=left></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>PER-SHARE OPERATING PERFORMANCE</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left></TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Six months ended**</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>Year ended</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2 align=left></TD>
     <TD colSpan=5 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>3/31/11</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>9/30/10</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>9/30/09</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>9/30/08</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>9/30/07</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>9/30/06</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net asset value,</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>beginning of period</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.83</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.94</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.88</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$7.13</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$7.08</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$7.07</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD noWrap align=left><I><FONT size=1 face=sans-serif>&nbsp;</FONT></I></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=1 face=sans-serif>Investment operations:</FONT></I>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net investment income </FONT><B><FONT size=1 face=sans-serif><SUP>a</SUP></FONT></B><SUP></SUP>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.20</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.58</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.34</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.49 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.36 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.34 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Net realized and unrealized</FONT>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>gain (loss) on investments</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.20</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.39</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.24</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>(1.28)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.01</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>(.04)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total from</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>investment operations</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.40</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.97</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.58</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(.79)</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.37</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.30</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD noWrap align=left><I><FONT size=1 face=sans-serif>&nbsp;</FONT></I></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD>
     <TD noWrap align=center></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=1 face=sans-serif>Less distributions:</FONT></I>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>From net investment income</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>(.26)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>(1.08)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>(.54)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>(.49)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>(.36)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>(.35)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total distributions</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(.26)</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(1.08)</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(.54)</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(.49)</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(.36)</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(.35)</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Increase from shares repurchased</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>&#151;</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>&#151;</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.02</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.03</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.04</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>.06</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net asset value,</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>end of period</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.97</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.83</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.94</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.88</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$7.13</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$7.08</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Market value,</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>end of period</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.91</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$6.28</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.99</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$5.39</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$6.41</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$6.15</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total return at</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>market value (%) </FONT></B><B><FONT size=1 face=sans-serif><SUP>b</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(1.62) </FONT></B><FONT size=1 face=sans-serif><SUP>*</SUP></FONT><FONT size=1><SUP>&nbsp;</SUP></FONT></TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>25.33</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>24.66</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>(8.92)</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>10.15</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>4.17</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>RATIOS AND SUPPLEMENTAL DATA</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT></B></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Net assets, end of period</FONT></B>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>(in thousands)</FONT>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$391,977</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$381,355</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$383,388</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$391,973</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$578,811</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><B><FONT size=1 face=sans-serif>$664,410</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ratio of expenses to</FONT>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>average net assets (%) </FONT><B><FONT size=1 face=sans-serif><SUP>c</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>&nbsp;<FONT size=1>47 </FONT></FONT><FONT size=2 face=sans-serif>*</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.94 </FONT><B><FONT size=1 face=sans-serif><SUP>d</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>1.02 </FONT><B><FONT size=1 face=sans-serif><SUP>d</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.96 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.90 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.89 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ratio of expenses to</FONT>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>average net assets excluding</FONT>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>interest expense(%) </FONT><B><FONT size=1 face=sans-serif><SUP>c</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif><FONT size=2 face=sans-serif>&nbsp;<FONT size=1>47&nbsp;</FONT></FONT></FONT><FONT size=2 face=sans-serif>*</FONT><FONT size=2><SUP>&nbsp;</SUP></FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.94</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.98</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.96 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.90 </FONT><B><FONT size=1 face=sans-serif>f</FONT></B>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>.89 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ratio of net investment income</FONT>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD>
     <TD noWrap align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>to average net assets (%)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif><FONT size=1>3.44 </FONT>*</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>9.82 </FONT><B><FONT size=1 face=sans-serif><SUP>d</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.05 </FONT><B><FONT size=1 face=sans-serif><SUP>d</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>7.29 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>5.01 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>4.84 </FONT><B><FONT size=1 face=sans-serif><SUP>f</SUP></FONT></B><SUP>&nbsp;</SUP></TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Portfolio turnover (%)</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>74 </FONT><B><FONT size=1 face=sans-serif><SUP>e</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>88 </FONT><B><FONT size=1 face=sans-serif><SUP>e</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>223 </FONT><B><FONT size=1 face=sans-serif><SUP>e</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>159 </FONT><B><FONT size=1 face=sans-serif><SUP>e</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>78 </FONT><B><FONT size=1 face=sans-serif><SUP>e</SUP></FONT></B><SUP>&nbsp;</SUP></TD>
     <TD noWrap align=center><FONT size=1 face=sans-serif>113 </FONT><B><FONT size=1 face=sans-serif><SUP>e</SUP></FONT></B><SUP>&nbsp;</SUP></TD></TR>
<TR>
     <TD colSpan=7 align=left>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=1 face=sans-serif><BR>
* Not annualized.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>** Unaudited.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>a</SUP> </FONT></B><FONT size=1 face=sans-serif>Per share net investment income has been determined on the basis of weighted average number of shares outstanding during the period.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>b</SUP> </FONT></B><FONT size=1 face=sans-serif>Total return assumes dividend reinvestment.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>c</SUP> </FONT></B><FONT size=1 face=sans-serif>Includes amounts paid through expense offset arrangements (Note 2).</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>d</SUP> </FONT></B><FONT size=1 face=sans-serif>Includes interest accrued in connection with certain terminated derivative contracts, which amounted to less than 0.01% and 0.04% of average net assets as of September 30, 2010 and September 30, 2009, respectively.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>e</SUP> </FONT></B><FONT size=1 face=sans-serif>Portfolio turnover excludes dollar roll transactions.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif><SUP>f </SUP></FONT></B><FONT size=1 face=sans-serif>Reflects waivers of certain fund expenses in connection with investments in Putnam Prime Money Market Fund during the period. As a result of such waivers, the expenses of the fund reflect a reduction of the following amounts:</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="50%"></TD>
     <TD width="49%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Percentage of</FONT></B>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>average net assets</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 30, 2008</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.01%</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 30, 2007</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.02</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 30, 2006</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>0.02</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=2>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The accompanying notes are an integral part of these financial statements.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>66</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_68"></A><BR>
<a name="_bclPageBorder68"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Notes to financial statements </FONT></B><FONT size=2 face=sans-serif>3/31/11 (Unaudited)</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 1: Significant accounting policies</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Putnam Master Intermediate Income Trust (the fund), a Massachusetts business trust, is registered under the Investment Company Act of 1940, as amended, as a diversified, closed-end management investment company and is authorized to issue an unlimited number of shares. The fund&#146;s investment objective is to seek, with equal emphasis, high current income and relative stability of net asset value, by allocating its investments among the U.S. investment grade sector, high-yield sector and international sector. The fund invests in higher yielding, lower rated bonds that have a higher rate of default. The fund may invest a significant portion of its assets in securitized debt instruments, including mortgage-backed and asset-backed investments. The yields and values of these investments are sensitive to changes in interest rates, the rate of principal payments on the underlying assets and the market&#146;s perception of the issuers. The market for these investments may be volatile and limited, which may make them difficult to buy or sell.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>In the normal course of business, the fund enters into contracts that may include agreements to indemnify another party under given circumstances. The fund&#146;s maximum exposure under these arrangements is unknown as this would involve future claims that may be, but have not yet been, made against the fund. However, the fund&#146;s management team expects the risk of material loss to be remote.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The following is a summary of significant accounting policies consistently followed by the fund in the preparation of its financial statements. The preparation of financial statements is in conformity with accounting principles generally accepted in the United States of America and requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities in the financial statements and the reported amounts of increases and decreases in net assets from operations. Actual results could differ from those estimates. Subsequent events after the Statement of assets and liabilities date through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. Unless otherwise noted, the &#147;reporting period&#148; represents the period from October 1, 2010 through March 31, 2011.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>A) Security valuation </FONT></B><FONT size=1 face=sans-serif>Investments for which market quotations are readily available are valued at the last reported sales price on their principal exchange, or official closing price for certain markets, and are classified as Level 1 securities. If no sales are reported &#151; as in the case of some securities traded over-the-counter &#151; a security is valued at its last reported bid price and is generally categorized as a Level 2 security.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Market quotations are not considered to be readily available for certain debt obligations and other investments; such investments are valued on the basis of valuations furnished by an independent pricing service approved by the Trustees or dealers selected by Putnam Investment Management, LLC (Putnam Management), the fund&#146;s manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC. Such services or dealers determine valuations for normal institutional-size trading units of such securities using methods based on market transactions for comparable securities and various relationships, generally recognized by institutional traders, between securities (which considers such factors as security prices, yields, maturities and ratings). These securities will generally be categorized as Level 2.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Many securities markets and exchanges outside the U.S. close prior to the close of the New York Stock Exchange and therefore the closing prices for securities in such markets or on such exchanges may not fully reflect events that occur after such close but before the close of the New York Stock Exchange. Accordingly, on certain days, the fund will fair value foreign equity securities taking into account multiple factors including movements in the U.S. securities markets, currency valuations and comparisons to the valuation of American Depository Receipts, exchange-traded funds and futures contracts. These securities, which will generally represent a transfer from a Level 1 to a Level 2 security, will be classified as Level 2. The number of days on which fair value prices will be used will depend on market activity and it is possible that fair value prices will be used by the fund to a significant extent. Securities quoted in foreign currencies, if any, are translated into U.S. dollars at the current exchange rate.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>To the extent a pricing service or dealer is unable to value a security or provides a valuation that Putnam Management does not believe accurately reflects the security&#146;s fair value, the security will be valued at fair value by Putnam Management. Certain investments, including certain restricted and illiquid securities and derivatives, are also valued at fair value following procedures approved by the Trustees. These valuations consider such factors as significant market or specific security events such as interest rate or credit quality changes, various relationships with other securities, discount rates, U.S. Treasury, U.S. swap and credit yields, index levels, convexity exposures and recovery rates. These securities are classified as Level 2 or as Level 3 depending on the priority of the significant inputs.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>67</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_69"></A><BR>
<a name="_bclPageBorder69"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Such valuations and procedures are reviewed periodically by the Trustees. Certain securities may be valued on the basis of a price provided by a single source. The fair value of securities is generally determined as the amount that the fund could reasonably expect to realize from an orderly disposition of such securities over a reasonable period of time. By its nature, a fair value price is a good faith estimate of the value of a security in a current sale and does not reflect an actual market price, which may be different by a material amount.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>B) Security transactions and related investment income </FONT></B><FONT size=1 face=sans-serif>Security transactions are recorded on the trade date (the date the order to buy or sell is executed). Gains or losses on securities sold are determined on the identified cost basis. Interest income is recorded on the accrual basis. Dividend income, net of applicable withholding taxes, is recognized on the ex-dividend date except that certain dividends from foreign securities, if any, are recognized as soon as the fund is informed of the ex-dividend date. Non-cash dividends, if any, are recorded at the fair market value of the securities received. Dividends representing a return of capital or capital gains, if any, are reflected as a reduction of cost and/or as a realized gain. All premiums/discounts are amortized/accreted on a yield-to-maturity basis.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Securities purchased or sold on a forward commitment and delayed delivery basis may be settled a month or more after the trade date; interest income is accrued based on the terms of the securities. Losses may arise due to changes in the market value of the underlying securities or if the counterparty does not perform under the contract.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The fund earned certain fees in connection with its senior loan purchasing activities. These fees are treated as market discount and are amortized into income in the Statement of operations.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>C) Stripped securities </FONT></B><FONT size=1 face=sans-serif>The fund may invest in stripped securities which represent a participation in securities that may be structured in classes with rights to receive different portions of the interest and principal. Interest-only securities receive all of the interest and principal-only securities receive all of the principal. If the interest-only securities experience greater than anticipated prepayments of principal, the fund may fail to recoup fully its initial investment in these securities. Conversely, principal-only securities increase in value if prepayments are greater than anticipated and decline if prepayments are slower than anticipated. The market value of these securities is highly sensitive to changes in interest rates.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>D) Foreign currency translation </FONT></B><FONT size=1 face=sans-serif>The accounting records of the fund are maintained in U.S. dollars. The market value of foreign securities, currency holdings, and other assets and liabilities is recorded in the books and records of the fund after translation to U.S. dollars based on the exchange rates on that day. The cost of each security is determined using historical exchange rates. Income and withholding taxes are translated at prevailing exchange rates when earned or incurred. The fund does not isolate that portion of realized or unrealized gains or losses resulting from changes in the foreign exchange rate on investments from fluctuations arising from changes in the market prices of the securities. Such gains and losses are included with the net realized and unrealized gain or loss on investments. Net realized gains and losses on foreign currency transactions represent net realized exchange gains or losses on closed forward currency contracts, disposition of foreign currencies, currency gains and losses realized between the trade and settlement dates on securities transactions and the difference between the amount of investment income and foreign withholding taxes recorded on the fund&#146;s books and the U.S. dollar equivalent amounts actually received or paid. Net unrealized appreciation and depreciation of assets and liabilities in foreign currencies arise from changes in the value of open forward currency contracts and assets and liabilities other than investments at the period end, resulting from changes in the exchange rate. Investments in foreign securities involve certain risks, including those related to economic instability, unfavorable political developments, and currency fluctuations, not present with domestic investments. The fund may be subject to taxes imposed by governments of countries in which it invests. Such taxes are generally based on either income or gains earned or repatriated. The fund accrues and applies such taxes to net investment income, net realized gains and net unrealized gains as income and/or capital gains are earned. In some cases, the fund may be entitled to reclaim all or a portion of such taxes, and such reclaim amounts, if any, are reflected as an asset on the fund&#146;s books. In many cases, however, the fund may not receive such amounts for an extended period of time, depending on the country of investment.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>E) Futures contracts </FONT></B><FONT size=1 face=sans-serif>The fund uses futures contracts to hedge interest rate risk and to gain exposure to interest rates. The potential risk to the fund is that the change in value of futures contracts may not correspond to the change in value of the hedged instruments. In addition, losses may arise from changes in the value of the underlying instruments if there is an illiquid secondary market for the contracts, if interest or exchange rates move unexpectedly or if the counterparty to the contract is unable to perform. With futures, there is minimal counterparty credit risk to the fund since futures are exchange traded and the exchange&#146;s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. Risks may exceed amounts recognized on the</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>68</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_70"></A><BR>
<a name="_bclPageBorder70"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Statement of assets and liabilities. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Futures contracts are valued at the quoted daily settlement prices established by the exchange on which they trade. The fund and the broker agree to exchange an amount of cash equal to the daily fluctuation in the value of the futures contract. Such receipts or payments are known as &#147;variation margin.&#148; Futures contracts outstanding at period end, if any, are listed after the fund&#146;s portfolio. Outstanding number of contracts on futures contracts at the close of the reporting period are indicative of the volume of activity during the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>F) Options contracts </FONT></B><FONT size=1 face=sans-serif>The fund uses options contracts to hedge duration, convexity and prepayment risk and to gain exposure to interest rates. The potential risk to the fund is that the change in value of options contracts may not correspond to the change in value of the hedged instruments. In addition, losses may arise from changes in the value of the underlying instruments if there is an illiquid secondary market for the contracts, if interest or exchange rates move unexpectedly or if the counterparty to the contract is unable to perform. Realized gains and losses on purchased options are included in realized gains and losses on investment securities. If a written call option is exercised, the premium originally received is recorded as an addition to sales proceeds. If a written put option is exercised, the premium originally received is recorded as a reduction to the cost of investments.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Exchange traded options are valued at the last sale price or, if no sales are reported, the last bid price for purchased options and the last ask price for written options. Options traded over-the-counter are valued using prices supplied by dealers. Written option contracts outstanding at period end, if any, are listed after the fund&#146;s portfolio. See Note 3 for the volume of written options contracts activity for the reporting period. The fund had an average contract amount of approximately $266,400,000 on purchased options contracts for the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>G) Forward currency contracts </FONT></B><FONT size=1 face=sans-serif>The fund buys and sells forward currency contracts, which are agreements between two parties to buy and sell currencies at a set price on a future date. These contracts are used to hedge foreign exchange risk and to gain exposure on currency. The U.S. dollar value of forward currency contracts is determined using current forward currency exchange rates supplied by a quotation service. The market value of the contract will fluctuate with changes in currency exchange rates. The contract is marked to market daily and the change in market value is recorded as an unrealized gain or loss. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. The fund could be exposed to risk if the value of the currency changes unfavorably, if the counterparties to the contracts are unable to meet the terms of their contracts or if the fund is unable to enter into a closing position. Risks may exceed amounts recognized on the Statement of assets and liabilities. Forward currency contracts outstanding at period end, if any, are listed after the fund&#146;s portfolio. Outstanding contracts on forward currency contracts at the close of the reporting period are indicative of the volume of activity during the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>H) Total return swap contracts </FONT></B><FONT size=1 face=sans-serif>The fund enters into total return swap contracts, which are arrangements to exchange a market linked return for a periodic payment, both based on a notional principal amount to hedge sector exposure, to manage exposure to specific sectors or industries, to gain exposure to specific sectors/industries and to gain exposure to rates of inflation in specific regions/countries. To the extent that the total return of the security, index or other financial measure underlying the transaction exceeds or falls short of the offsetting interest rate obligation, the fund will receive a payment from or make a payment to the counterparty. Total return swap contracts are marked to market daily based upon quotations from an independent pricing service or market makers and the change, if any, is recorded as an unrealized gain or loss. Payments received or made are recorded as realized gains or losses. Certain total return swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract. The fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or in the price of the underlying security or index, the possibility that there is no liquid market for these agreements or that the counterparty may default on its obligation to perform. The fund&#146;s maximum risk of loss from counterparty risk is the fair value of the contract. This risk may be mitigated by having a master netting arrangement between the fund and the counterparty. Risk of loss may exceed amounts recognized on the Statement of assets and liabilities. Total return swap contracts outstanding at period end, if any, are listed after the fund&#146;s portfolio. The fund had an average notional amount of approximately $80,700,000 on total return swap contracts for the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>69</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_71"></A><BR>
<a name="_bclPageBorder71"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>I) Interest rate swap contracts </FONT></B><FONT size=1 face=sans-serif>The fund enters into interest rate swap contracts, which are arrangements between two parties to exchange cash flows based on a notional principal amount, to hedge interest rate risk and to gain exposure on interest rates. An interest rate swap can be purchased or sold with an upfront premium. An upfront payment received by the fund is recorded as a liability on the fund&#146;s books. An upfront payment made by the fund is recorded as an asset on the fund&#146;s books. Interest rate swap contracts are marked to market daily based upon quotations from an independent pricing service or market makers and the change, if any, is recorded as an unrealized gain or loss. Payments received or made are recorded as realized gains or losses. Certain interest rate swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract. The fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. The fund&#146;s maximum risk of loss from counterparty risk is the fair value of the contract. This risk may be mitigated by having a master netting arrangement between the fund and the counterparty. Risk of loss may exceed amounts recognized on the Statement of assets and liabilities. Interest rate swap contracts outstanding at period end, if any, are listed after the fund&#146;s portfolio. The fund had an average notional amount of approximately $3,683,400,000 on interest rate swap contracts for the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>J) Credit default contracts </FONT></B><FONT size=1 face=sans-serif>The fund enters into credit default contracts to gain exposure on individual names and/or baskets of securities. In a credit default contract, the protection buyer typically makes an up front payment and a periodic stream of payments to a counterparty, the protection seller, in exchange for the right to receive a contingent payment upon the occurrence of a credit event on the reference obligation or all other equally ranked obligations of the reference entity. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. An upfront payment received by the fund, as the protection seller, is recorded as a liability on the fund&#146;s books. An upfront payment made by the fund, as the protection buyer, is recorded as an asset on the fund&#146;s books. Periodic payments received or paid by the fund are recorded as realized gains or losses. The credit default contracts are marked to market daily based upon quotations from an independent pricing service or market makers and the change, if any, is recorded as an unrealized gain or loss. Upon the occurrence of a credit event, the difference between the par value and market value of the reference obligation, net of any proportional amount of the upfront payment, is recorded as a realized gain or loss.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>In addition to bearing the risk that the credit event will occur, the fund could be exposed to market risk due to unfavorable changes in interest rates or in the price of the underlying security or index or the possibility that the fund may be unable to close out its position at the same time or at the same price as if it had purchased the underlying reference obligations. In certain circumstances, the fund may enter into offsetting credit default contracts which would mitigate its risk of loss. Risks of loss may exceed amounts recognized on the Statement of assets and liabilities. The fund&#146;s maximum risk of loss from counterparty risk, either as the protection seller or as the protection buyer, is the fair value of the contract. This risk may be mitigated by having a master netting arrangement between the fund and the counterparty. Where the fund is a seller of protection, the maximum potential amount of future payments the fund may be required to make is equal to the notional amount of the relevant credit default contract. Credit default contracts outstanding, including their respective notional amounts at period end, if any, are listed after the fund&#146;s portfolio. Outstanding notional amount on credit default swap contracts at the close of the reporting period are indicative of the volume of activity during the reporting period.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>K) Master agreements </FONT></B><FONT size=1 face=sans-serif>The fund is a party to ISDA (International Swap and Derivatives Association, Inc.) Master Agreements (Master Agreements) with certain counterparties that govern over-the-counter derivative and foreign exchange contracts entered into from time to time. The Master Agreements may contain provisions regarding, among other things, the parties&#146; general obligations, representations, agreements, collateral requirements, events of default and early termination. With respect to certain counterparties, in accordance with the terms of the Master Agreements, collateral posted to the fund is held in a segregated account by the fund&#146;s custodian and with respect to those amounts which can be sold or repledged, are presented in the fund&#146;s portfolio. Collateral posted to the fund which cannot be sold or repledged totaled $571,854 at the close of the reporting period. Collateral pledged by the fund is segregated by the fund&#146;s custodian and identified in the fund&#146;s portfolio. Collateral can be in the form of cash or debt securities issued by the U.S. Government or related agencies or other securities as agreed to by the fund and the applicable counterparty. Collateral requirements are determined based on the fund&#146;s net position with each counterparty. Termination events applicable to the fund may occur upon a decline in the fund&#146;s net assets below a specified threshold over a certain period of time. Termination events applicable to counterparties</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>70</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_72"></A><BR>
<a name="_bclPageBorder72"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>may occur upon a decline in the counterparty&#146;s long-term and short-term credit ratings below a specified level. In each case, upon occurrence, the other party may elect to terminate early and cause settlement of all derivative and foreign exchange contracts outstanding, including the payment of any losses and costs resulting from such early termination, as reasonably determined by the terminating party. Any decision by one or more of the fund&#146;s counterparties to elect early termination could impact the fund&#146;s future derivative activity.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>At the close of the reporting period, the fund had a net liability position of $47,166,882 on derivative contracts subject to the Master Agreements. Collateral posted by the fund totaled $51,516,487.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>L) TBA purchase commitments </FONT></B><FONT size=1 face=sans-serif>The fund may enter into TBA (to be announced) commitments to purchase securities for a fixed unit price at a future date beyond customary settlement time. Although the unit price has been established, the principal value has not been finalized. However, it is anticipated that the amount of the commitments will not significantly differ from the principal amount. The fund holds, and maintains until settlement date, cash or high-grade debt obligations in an amount sufficient to meet the purchase price, or the fund may enter into offsetting contracts for the forward sale of other securities it owns. Income on the securities will not be earned until settlement date. TBA purchase commitments may be considered securities themselves, and involve a risk of loss if the value of the security to be purchased declines prior to the settlement date, which risk is in addition to the risk of decline in the value of the fund&#146;s other assets. Unsettled TBA purchase commitments are valued at fair value of the underlying securities, according to the procedures described under &#147;Security valuation&#148; above. The contract is marked to market daily and the change in market value is recorded by the fund as an unrealized gain or loss.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Although the fund will generally enter into TBA purchase commitments with the intention of acquiring securities for its portfolio or for delivery pursuant to options contracts it has entered into, the fund may dispose of a commitment prior to settlement if Putnam Management deems it appropriate to do so.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>M) TBA sale commitments </FONT></B><FONT size=1 face=sans-serif>The fund may enter into TBA sale commitments to hedge its portfolio positions or to sell mortgage-backed securities it owns under delayed delivery arrangements. Proceeds of TBA sale commitments are not received until the contractual settlement date. During the time a TBA sale commitment is outstanding, equivalent deliverable securities, or an offsetting TBA purchase commitment deliverable on or before the sale commitment date, are held as &#147;cover&#148; for the transaction.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Unsettled TBA sale commitments are valued at the fair value of the underlying securities, generally according to the procedures described under &#147;Security valuation&#148; above. The contract is marked to market daily and the change in market value is recorded by the fund as an unrealized gain or loss. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, the fund realizes a gain or loss. If the fund delivers securities under the commitment, the fund realizes a gain or a loss from the sale of the securities based upon the unit price established at the date the commitment was entered into. TBA sale commitments outstanding at period end, if any, are listed after the fund&#146;s portfolio.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>N) Dollar rolls </FONT></B><FONT size=1 face=sans-serif>To enhance returns, the fund may enter into dollar rolls (principally using TBAs) in which the fund sells securities for delivery in the current month and simultaneously contracts to purchase similar securities on a specified future date. During the period between the sale and subsequent purchase, the fund will not be entitled to receive income and principal payments on the securities sold. The fund will, however, retain the difference between the initial sales price and the forward price for the future purchase. The fund will also be able to earn interest on the cash proceeds that are received from the initial sale on settlement date. The fund may be exposed to market or credit risk if the price of the security changes unfavorably or the counterparty fails to perform under the terms of the agreement.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>O) Interfund lending </FONT></B><FONT size=1 face=sans-serif>The fund, along with other Putnam funds, may participate in an interfund lending program pursuant to an exemptive order issued by the Securities and Exchange Commission (the SEC). This program allows the fund to lend to other Putnam funds that permit such transactions. Interfund lending transactions are subject to each fund&#146;s investment policies and borrowing and lending limits. Interest earned or paid on the interfund lending transaction will be based on the average of certain current market rates. During the reporting period, the fund did not utilize the program.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>P) Federal taxes </FONT></B><FONT size=1 face=sans-serif>It is the policy of the fund to distribute all of its taxable income within the prescribed time period and otherwise comply with the provisions of the Internal Revenue Code of 1986, as amended (the Code), applicable to regulated investment companies. It is also the intention of the fund to distribute an amount sufficient to avoid imposition of any excise tax under Section 4982 of the Code. The fund is subject to the provisions of Accounting Standards Codification ASC 740 </FONT><I><FONT size=1 face=sans-serif>Income Taxes </FONT></I><FONT size=1 face=sans-serif>(ASC 740). ASC 740 sets forth a minimum threshold for financial</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>71</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_73"></A><BR>
<a name="_bclPageBorder73"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. The fund did not have a liability to record for any unrecognized tax benefits in the accompanying financial statements. No provision has been made for federal taxes on income, capital gains or unrealized appreciation on securities held nor for excise tax on income and capital gains. Each of the fund&#146;s federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>At September 30, 2010, the fund had a capital loss carryover of $140,771,424 available to the extent allowed by the Code to offset future net capital gain, if any. The amounts of the carryovers and the expiration dates are:</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="8%" align=right></TD>
     <TD width="83%"></TD>
     <TD width="8%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Loss carryover</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=right><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$47,564,236</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 30, 2011</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3 align=right>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,342,291</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 30, 2015</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3 align=right>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif>11,586,218</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 30, 2016</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3 align=right>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif>28,970,279</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 30, 2017</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3 align=right>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=right><FONT size=1 face=sans-serif>45,308,400</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>September 30, 2018</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3 align=right>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Under the recently enacted Regulated Investment Company Modernization Act of 2010, the fund will be permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2010 for an unlimited period. However, any losses incurred during those future years will be required to be utilized prior to the losses incurred in pre-enactment tax years. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital losses that are carried forward will retain their character as either short-term or long-term capital losses rather than being considered all short-term as under previous law.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The aggregate identified cost on a tax basis is $508,864,542, resulting in gross unrealized appreciation and depreciation of $16,295,843 and $12,492,593, respectively, or net unrealized appreciation of $3,803,250.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Q) Distributions to shareholders </FONT></B><FONT size=1 face=sans-serif>Distributions to shareholders from net investment income are recorded by the fund on the ex-dividend date. Distributions from capital gains, if any, are recorded on the ex-dividend date and paid at least annually. The amount and character of income and gains to be distributed are determined in accordance with income tax regulations, which may differ from generally accepted accounting principles. Dividend sources are estimated at the time of declaration. Actual results may vary. Any non-taxable return of capital cannot be determined until final tax calculations are completed after the end of the fund&#146;s fiscal year. Reclassifications are made to the fund&#146;s capital accounts to reflect income and gains available for distribution (or available capital loss carryovers) under income tax regulations.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 2: Management fee, administrative services and other transactions</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The fund pays Putnam Management for management and investment advisory services quarterly based on the average net assets of the fund. The fee is based on the following annual rates:</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="8%"></TD>
     <TD width="91%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.75%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the first $500 million of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.65%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $500 million of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.60%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $500 million of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.55%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.525%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.505%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.49%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.48%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.47%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.46%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.45%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.44%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.43%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of the next $8.5 billion of average net assets,</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>0.42%</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>of any excess thereafter.</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Putnam Investments Limited (PIL), an affiliate of Putnam Management, is authorized by the Trustees to manage a separate portion of the assets of the fund as determined by Putnam Management from time to time. Putnam Management pays a quarterly sub-management fee to PIL for its services at an annual rate of 0.40% of the average</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>72</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_74"></A><BR>
<a name="_bclPageBorder74"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>net assets (including assets, but excluding liabilities, attributable to leverage for investment purposes) of the portion of the fund managed by PIL.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The fund reimburses Putnam Management an allocated amount for the compensation and related expenses of certain officers of the fund and their staff who provide administrative services to the fund. The aggregate amount of all such reimbursements is determined annually by the Trustees.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Custodial functions for the fund&#146;s assets are provided by State Street Bank and Trust Company (State Street). </FONT><FONT size=1 face=sans-serif>Custody fees are based on the fund&#146;s asset level, the number of its security holdings and transaction volumes.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Putnam Investor Services, a division of Putnam Fiduciary Trust Company (PFTC), which is an affiliate of Putnam Management, provided investor servicing agent functions to the fund through December 31, 2010. Subsequent to December 31, 2010 these services were provided by Putnam Investor Services, Inc., an affiliate of Putnam Management. Both Putnam Investor Services and Putnam Investor Services, Inc. were paid a monthly fee for investor servicing at an annual rate of 0.05% of the fund&#146;s average net assets. The amounts incurred for investor servicing agent functions during the reporting period are included in Investor servicing fees in the Statement of operations.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The fund has entered into expense offset arrangements with PFTC and State Street whereby PFTC&#146;s and State Street&#146;s fees are reduced by credits allowed on cash balances. For the reporting period, the fund&#146;s expenses were reduced by $1,140 under the expense offset arrangements.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Each independent Trustee of the fund receives an annual Trustee fee, of which $243, as a quarterly retainer, has been allocated to the fund, and an additional fee for each Trustees meeting attended. Trustees also are reimbursed for expenses they incur relating to their services as Trustees.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The fund has adopted a Trustee Fee Deferral Plan (the Deferral Plan) which allows the Trustees to defer the receipt of all or a portion of Trustees fees payable on or after July 1, 1995. The deferred fees remain invested in certain Putnam funds until distribution in accordance with the Deferral Plan.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The fund has adopted an unfunded noncontributory defined benefit pension plan (the Pension Plan) covering all Trustees of the fund who have served as a Trustee for at least five years and were first elected prior to 2004. Benefits under the Pension Plan are equal to 50% of the Trustee&#146;s average annual attendance and retainer fees for the three years ended December 31, 2005. The retirement benefit is payable during a Trustee&#146;s lifetime, beginning the year following retirement, for the number of years of service through December 31, 2006. Pension expense for the fund is included in Trustee compensation and expenses in the Statement of operations. Accrued pension liability is included in Payable for Trustee compensation and expenses in the Statement of assets and liabilities. The Trustees have terminated the Pension Plan with respect to any Trustee first elected after 2003.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 3: Purchases and sales of securities</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>During the reporting period, cost of purchases and proceeds from sales of investment securities other than short-term investments aggregated $250,079,533 and $314,259,551, respectively. There were no purchases or proceeds from sales of long-term U.S. government securities.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Written option transactions during the reporting period are summarized as follows:</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="25%"></TD>
     <TD width="25%" align=right></TD>
     <TD width="25%"></TD>
     <TD width="25%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Contract amounts</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Premiums received</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Written options outstanding</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>at beginning of period</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>696,813,160</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$34,911,373</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Options</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>63,120,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>68,913</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>opened</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>17,477,734</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$161,450</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Options</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>exercised</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(216,894,200)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(4,967,343)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Options</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>expired</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(3,157,400)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(144,293)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Options</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>closed</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Written options outstanding</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>63,120,000</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>68,913</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>at end of period</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>494,239,294</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$29,961,187</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>73</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_75"></A><BR>
<a name="_bclPageBorder75"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 4: Summary of derivative activity</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The following is a summary of the market values of derivative instruments as of the close of the reporting period:</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Market values of derivative instruments as of the close of the reporting period</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="20%"></TD>
     <TD width="20%"></TD>
     <TD width="20%"></TD>
     <TD width="20%"></TD>
     <TD width="20%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>Asset derivatives</FONT></B>&nbsp;</TD>
     <TD colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>Liability derivatives</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Derivatives not</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>accounted for as</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Statement of</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Statement of</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>hedging instruments</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>assets and</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>assets and</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>under ASC 815</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>liabilities location</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Market value</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>liabilities location</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Market value</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Credit contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Receivables</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$482,502</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Payables</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$412,156</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Foreign exchange</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Receivables</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,222,516</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Payables</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>673,070</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Equity contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Investments</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>33,644</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Payables</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Investments, Receivables,</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Net assets &#151;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Payables, Net assets &#151;</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Interest rate</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Unrealized appreciation/</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>Unrealized appreciation/</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(depreciation)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>9,285,364*</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>depreciation)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>57,007,295*</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$12,024,026</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$58,092,521</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=5>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>* Includes cumulative appreciation/depreciation of futures contracts as reported in the fund&#146;s portfolio. Only current day&#146;s variation margin is reported within the Statement of assets and liabilities.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The following is a summary of realized and change in unrealized gains or losses of derivative instruments on the Statement of operations for the reporting period (see Note 1):</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Amount of realized gain or (loss) on derivatives recognized in net gain or (loss) on investments</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="16%"></TD>
     <TD width="16%"></TD>
     <TD width="16%"></TD>
     <TD width="16%"></TD>
     <TD width="16%"></TD>
     <TD width="16%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Derivatives not</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>accounted for as</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Forward</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>hedging instruments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>currency</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>under ASC 815</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Options</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Futures</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>contracts</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Swaps</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Credit contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(42,049)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(42,049)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Foreign exchange</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(2,601,034)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(2,601,034)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Interest rate contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>3,914,513</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(13,686,308)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>2,517,326</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$(7,254,469)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$3,914,513</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$(13,686,308)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$(2,601,034)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$2,475,277</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$(9,897,552)</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Change in unrealized appreciation or (depreciation) on derivatives recognized in net gain or (loss) on investments</FONT></B></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Derivatives not</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>accounted for as</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Forward</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>hedging instruments</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>currency</FONT></B>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>under ASC 815</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Options</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Warrants</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Futures</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>contracts</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Swaps</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Credit contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$96,625</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>$96,625</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Foreign exchange</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(297,313)</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>(297,313)</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Equity contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,020</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>7,020</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Interest rate contracts</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>4,453,847</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>198,909</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>1,476,891</FONT>&nbsp;</TD>
     <TD noWrap align=right><FONT size=1 face=sans-serif>6,129,647</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$4,453,847</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$7,020</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$198,909</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$(297,313)</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$1,573,516</FONT></B>&nbsp;</TD>
     <TD noWrap align=right><B><FONT size=1 face=sans-serif>$5,935,979</FONT></B>&nbsp;</TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>74</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_76"></A><BR>
<a name="_bclPageBorder76"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 5: Shares repurchased</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>In September 2010, the Trustees approved the renewal of the repurchase program to allow the fund to repurchase up to 10% of its outstanding common shares over the 12-month period ending October 7, 2011 (based on shares outstanding as of October 7, 2010). Prior to this renewal, the Trustees had approved a repurchase program to allow the fund to repurchase up to 10% of its outstanding common shares over the 12-month period ending October 7, 2010 (based on shares outstanding as of October 7, 2009) and prior to that, to allow the fund to repurchase up to 10% of its outstanding common shares over the 12-month period ending October 7, 2009 (based on shares outstanding as of October 5, 2008). Repurchases are made when the fund&#146;s shares are trading at less than net asset value and in accordance with procedures approved by the fund&#146;s Trustees. During the reporting period the fund did not repurchase any common shares.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 6: Investment in Putnam Money Market Liquidity Fund</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The fund invested in Putnam Money Market Liquidity Fund, an open-end management investment company managed by Putnam Management. Investments in Putnam Money Market Liquidity Fund are valued at its closing net asset value each business day. Income distributions earned by the fund are recorded as interest income in the Statement of operations and totaled $25,970 for the reporting period. During the reporting period, cost of purchases and proceeds of sales of investments in Putnam Money Market Liquidity Fund aggregated $197,715,249 and $127,110,042, respectively. Management fees charged to Putnam Money Market Liquidity Fund have been waived by Putnam Management.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 7: Senior loan commitments</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Senior loans are purchased or sold on a when-issued or delayed delivery basis and may be settled a month or more after the trade date, which from time to time can delay the actual investment of available cash balances; interest income is accrued based on the terms of the securities. Senior loans can be acquired through an agent, by assignment from another holder of the loan, or as a participation interest in another holder&#146;s portion of the loan. When the fund invests in a loan or participation, the fund is subject to the risk that an intermediate participant between the fund and the borrower will fail to meet its obligations to the fund, in addition to the risk that the borrower under the loan may default on its obligations.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 8: Regulatory matters and litigation</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>In late 2003 and 2004, Putnam Management settled charges brought by the Securities and Exchange Commission (the SEC) and the Massachusetts Securities Division in connection with excessive short-term trading in Putnam funds. Distribution of payments from Putnam Management to certain open-end Putnam funds and their shareholders is expected to be completed in the next several months. These allegations and related matters have served as the general basis for certain lawsuits, including purported class action lawsuits against Putnam Management and, in a limited number of cases, some Putnam funds. Putnam Management believes that these lawsuits will have no material adverse effect on the funds or on Putnam Management&#146;s ability to provide investment management services. In addition, Putnam Management has agreed to bear any costs incurred by the Putnam funds as a result of these matters.</FONT></P>
<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 9: Market and credit risk</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>In the normal course of business, the fund trades financial instruments and enters into financial transactions where risk of potential loss exists due to changes in the market (market risk) or failure of the contracting party to the transaction to perform (credit risk). The fund may be exposed to additional credit risk that an institution or other entity with which the fund has unsettled or open transactions will default.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>75</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_77"></A><BR>
<a name="_bclPageBorder77"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>Shareholder meeting results (Unaudited)</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>January 28, 2011 meeting</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>At the meeting, each of the nominees for Trustees was elected, as follows:</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="33%"></TD>
     <TD width="33%"></TD>
     <TD width="33%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Votes for</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=1 face=sans-serif>Votes withheld</FONT></B>&nbsp;</TD></TR>
<TR height=20>
     <TD colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>
<HR SIZE=1 noShade>
</FONT><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Ravi Akhoury</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,497,465</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,902,790</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Barbara M. Baumann</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,502,268</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,894,546</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Jameson A. Baxter</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,425,254</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,970,985</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Charles B. Curtis</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,380,384</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>2,016,689</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Robert J. Darretta</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,439,449</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,958,057</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Myra R. Drucker*</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,470,192</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,925,935</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>John A. Hill</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,429,758</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,968,567</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Paul L. Joskow</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,497,924</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,898,882</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Kenneth R. Leibler</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,487,670</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,908,972</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Robert E. Patterson</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,438,020</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,959,088</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>George Putnam, III</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,509,731</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,884,911</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>Robert L. Reynolds</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,475,643</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,930,002</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=1 face=sans-serif>W. Thomas Stephens</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>57,443,229</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=1 face=sans-serif>1,954,913</FONT>&nbsp;</TD></TR>
<TR>
     <TD colSpan=3>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=1 face=sans-serif><BR>
* Myra Drucker retired from the Board of Trustees of the Putnam funds effective January 30, 2011.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>All tabulations are rounded to the nearest whole number.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>76</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_78"></A><BR>
<a name="_bclPageBorder78"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>Fund information</FONT></B></P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>About Putnam Investments</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Founded over 70 years ago, Putnam Investments was built around the concept that a balance between risk and reward is the hallmark of a well-rounded financial program. We manage over 100 funds across income, value, blend, growth, asset allocation, absolute return, and global sector categories.</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="33%"></TD>
     <TD width="33%"></TD>
     <TD width="33%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Investment Manager</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Kenneth R. Leibler</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Mark C. Trenchard</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Putnam Investment</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Robert E. Patterson</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Management, LLC</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>George Putnam, III</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>BSA Compliance Officer</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>One Post Office Square</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Robert L. Reynolds</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Boston, MA 02109</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>W. Thomas Stephens</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Francis J. McNamara, III</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Investment Sub-Manager</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Officers</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Chief Legal Officer</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Putnam Investments Limited</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Robert L. Reynolds</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>57&#150;59 St James&#146;s Street</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>President</FONT></I>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>James P. Pappas</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>London, England SW1A 1LD</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Jonathan S. Horwitz</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Marketing Services</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Executive Vice President,</FONT></I>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Judith Cohen</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Putnam Retail Management</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Principal Executive</FONT></I>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President, Clerk and</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>One Post Office Square</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Officer, Treasurer and</FONT></I>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Assistant Treasurer</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Boston, MA 02109</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Compliance Liaison</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR height=20>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>&nbsp;</FONT></B></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif><FONT size=2 face=sans-serif>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif><FONT size=2 face=sans-serif>Michael Higgins</FONT></FONT></I></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Custodian</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif><FONT size=2 face=sans-serif>Steven D. Krichmar</FONT></FONT></TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President, Senior Associate</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>State Street Bank</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I></TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Treasurer and Assistant Clerk</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>and Trust Company</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Principal Financial Officer</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Nancy E. Florek</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Legal Counsel</FONT></B>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Janet C. Smith</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President, Assistant Clerk,</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Ropes &amp; Gray LLP</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President, Assistant</FONT></I>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Assistant Treasurer and</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Treasurer and Principal</FONT></I>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Proxy Manager</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Trustees</FONT></B></TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Accounting Officer</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>John A. Hill, </FONT><I><FONT size=2 face=sans-serif>Chairman</FONT></I></TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Susan G. Malloy</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Jameson A. Baxter,</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Beth S. Mazor</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice Chairman</FONT></I>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President</FONT></I>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Assistant Treasurer</FONT></I>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Ravi Akhoury</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Barbara M. Baumann</FONT>&nbsp;</TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Robert R. Leveille</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Charles B. Curtis</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Robert J. Darretta</FONT>&nbsp;</TD>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Chief Compliance Officer</FONT></I>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Paul L. Joskow</FONT>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD>
     <TD noWrap align=left>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Call 1-800-225-1581 Monday through Friday between 8:00 a.m. and 8:00 p.m. Eastern Time, or visit putnam.com anytime for up-to-date information about the fund&#146;s NAV.</FONT></B></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>


<!--$$/page=-->
<A name="page_79"></A><BR>

<a name="_bclPageBorder79"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<IMG src="masterintinctrstx79x1.jpg" border=0>
<BR>
</DIV>

<HR noshade align="center" width="100%" size=2>










































<!--$$/page=-->
<A name="page_1"></A><BR>
<a name="_bclPageBorder1"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 2. Code of Ethics:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Not Applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 3. Audit Committee Financial Expert:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Not Applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 4. Principal Accountant Fees and Services:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Not Applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 5. Audit Committee</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Not Applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 6. Schedule of Investments:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The registrant&#146;s schedule of investments in unaffiliated issuers is included in the report to shareholders in Item 1 above.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 7. Disclosure of Proxy Voting Policies and Procedures For Closed-End Management Investment Companies:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Not applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 8. Portfolio Managers of Closed-End Management Investment Companies</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(a) Not applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(a)(1) </FONT><B><FONT size=2 face=sans-serif>Portfolio Managers. </FONT></B><FONT size=2 face=sans-serif>The officers of Putnam Management identified below are primarily responsible for the day-to-day management of the fund&#146;s portfolio as of the filing date of this report.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>During the period, Michael Salm was named Portfolio Manager following the departure of Portfolio Manager Rob Bloemker.</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="20%"></TD>
     <TD width="20%"></TD>
     <TD width="25%"></TD>
     <TD width="34%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Portfolio Managers</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><B><FONT size=2 face=sans-serif>Joined</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><B><FONT size=2 face=sans-serif>Fund</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Employer</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Positions Over Past Five Years</FONT></B><FONT size=2>&nbsp;</FONT></TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>William Kohli</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>2002</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Putnam</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Co-Head Fixed Income,</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Management</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Previously, Team Leader, Portfolio</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>1994 &#150; Present</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Construction and Global Strategy</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>and Director, Global Core</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Michael Atkin</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>2007</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Putnam</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Director of Sovereign Research,</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Management</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Previously, Senior Economist and</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>1997 &#150; Present</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Team Leader Country Analysis</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR>
     <TD colSpan=4><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Michael Salm</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Putnam</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Co-Head Fixed Income,</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Management</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Previously, Team Leader, Liquid Markets</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>1997 &#150; Present</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>and Mortgage</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR>
     <TD colSpan=4>
<HR SIZE=1 noShade>
</TD></TR>
<TR>
     <TD colSpan=4><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Kevin Murphy</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>2007</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Putnam</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Team Leader, High Grade Credit</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Management</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>1999 &#150; Present</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=2>
<HR SIZE=1 noShade>
</FONT></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=2></FONT>&nbsp;</P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_2"></A><BR>
<a name="_bclPageBorder2"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="20%"></TD>
     <TD width="20%"></TD>
     <TD width="25%"></TD>
     <TD width="34%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Paul Scanlon</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>2005</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Putnam</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Co-Head Fixed Income,</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Management</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Team Leader, U.S. High Yield</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>1999 &#150; Present</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR height=20>
     <TD colSpan=4 noWrap align=left><FONT size=2></FONT><FONT size=2><FONT size=2>
<HR SIZE=1 noShade>
</FONT></FONT></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=2></FONT>&nbsp;</P>
<P style="MARGIN: 0px"><FONT size=2 face=sans-serif>(a)(2) </FONT><B><FONT size=2 face=sans-serif>Other Accounts Managed by the Fund&#146;s Portfolio Managers.</FONT></B></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The following table shows the number and approximate assets of other investment accounts (or portions of investment accounts) that the fund&#146;s Portfolio Managers managed as of the fund&#146;s most recent fiscal year-end. Unless noted, none of the other accounts pays a fee based on the account&#146;s performance.</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD>
     <TD width="14%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2>&nbsp;</FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2><B><FONT size=2 face=sans-serif>Other accounts (including</FONT></B><FONT size=2>&nbsp;</FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center><FONT size=2></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2></FONT></TD>
     <TD noWrap align=center><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2><FONT size=2></FONT></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2><B><FONT size=2 face=sans-serif>separate accounts, managed</FONT></B><FONT size=2>&nbsp;</FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center><FONT size=2>&nbsp;<B><FONT size=2 face=sans-serif>Portfolio</FONT></B><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2><FONT size=2></FONT></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2><FONT size=2>&nbsp;<B><FONT size=2 face=sans-serif>Other accounts that pool</FONT></B><FONT size=2>&nbsp;</FONT></FONT></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2><FONT size=2><B><FONT size=2 face=sans-serif>account programs and single-</FONT></B><FONT size=2>&nbsp;</FONT></FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center><B><FONT size=2 face=sans-serif>Leader or</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2><FONT size=2><B><FONT size=2 face=sans-serif>Other SEC-registered open-end</FONT></B><FONT size=2>&nbsp;</FONT></FONT></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2></FONT><FONT size=2><B><FONT size=2 face=sans-serif>assets from more than one</FONT></B><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2><FONT size=2><B><FONT size=2 face=sans-serif>sponsor defined contribution</FONT></B><FONT size=2>&nbsp;</FONT></FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center><B><FONT size=2 face=sans-serif>Member</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2></FONT><FONT size=2><B><FONT size=2 face=sans-serif>and closed-end funds</FONT></B><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2></FONT><B><FONT size=2 face=sans-serif>client</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD colSpan=2 noWrap align=center><FONT size=2></FONT><FONT size=2><B><FONT size=2 face=sans-serif><B><FONT size=2 face=sans-serif>plan offerings)</FONT></B></FONT></B><FONT size=2>&nbsp;</FONT></FONT></TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>Number</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>Assets</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>Number</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>Assets</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>Number</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>Assets</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>of</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>of</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>of</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>accounts</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>accounts</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>accounts</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>William Kohli</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>7*</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$8,964,300,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>8</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$2,480,300,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>7</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$3,838,100,000</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR height=20>
     <TD noWrap align=left><FONT size=2 face=sans-serif>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Michael Salm</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>17*</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$14,262,700,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>8</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$2,708,400,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>9</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$4,812,900,000</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR height=20>
     <TD noWrap align=left><FONT size=2 face=sans-serif>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Michael Atkin</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>5</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$7,213,000,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>4</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$1,422,700,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>2</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$1,478,500,000</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR height=20>
     <TD noWrap align=left><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Paul Scanlon</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>20*</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$12,612,100,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>17</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$2,731,200,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>5</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$510,100,000</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR height=20>
     <TD noWrap align=left><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR>
     <TD colSpan=7>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Kevin Murphy</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>15**</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$12,250,700,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>14</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$6,637,100,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>10</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif>$4,848,300,000</FONT><FONT size=2>&nbsp;</FONT></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=2 face=sans-serif></FONT>&nbsp;</P>
<P style="MARGIN: 0px"><FONT size=2 face=sans-serif>* 2 accounts, with total assets of $1,751,300,000, pay an advisory fee based on account performance.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>** 4 accounts, with total assets of $2,381,200,000 pay an advisory fee based on account performance.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Potential conflicts of interest in managing multiple accounts. Like other investment professionals with multiple clients, the fund&#146;s Portfolio Managers may face certain potential conflicts of interest in connection with managing both the fund and the other accounts listed under &#147;Other Accounts Managed by the Fund&#146;s Portfolio Managers&#148; at the same time. The paragraphs below describe some of these potential conflicts, which Putnam Management believes are faced by investment professionals at most major financial firms. As described below, Putnam Management and the Trustees of the Putnam funds have adopted compliance policies and procedures that attempt to address certain of these potential conflicts.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The management of accounts with different advisory fee rates and/or fee structures, including accounts that pay advisory fees based on account performance (&#147;performance fee accounts&#148;), may raise potential conflicts of interest by creating an incentive to favor higher-fee accounts. These potential conflicts may include, among others:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; The most attractive investments could be allocated to higher-fee accounts or performance fee accounts.</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_3"></A><BR>
<a name="_bclPageBorder3"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; The trading of higher-fee accounts could be favored as to timing and/or execution price. For example, higher-fee accounts could be permitted to sell securities earlier than other accounts when a prompt sale is desirable or to buy securities at an earlier and more opportune time.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; The trading of other accounts could be used to benefit higher-fee accounts (front- running).</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; The investment management team could focus their time and efforts primarily on higher-fee accounts due to a personal stake in compensation.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Putnam Management attempts to address these potential conflicts of interest relating to higher-fee accounts through various compliance policies that are generally intended to place all accounts, regardless of fee structure, on the same footing for investment management purposes. For example, under Putnam Management&#146;s policies:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; Performance fee accounts must be included in all standard trading and allocation procedures with all other accounts.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; All accounts must be allocated to a specific category of account and trade in parallel with allocations of similar accounts based on the procedures generally applicable to all accounts in those groups (e.g., based on relative risk budgets of accounts).</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; All trading must be effected through Putnam&#146;s trading desks and normal queues and procedures must be followed (i.e., no special treatment is permitted for performance fee accounts or higher-fee accounts based on account fee structure).</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; Front running is strictly prohibited.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#149; The fund&#146;s Portfolio Manager(s) may not be guaranteed or specifically allocated any portion of a performance fee.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>As part of these policies, Putnam Management has also implemented trade oversight and review procedures in order to monitor whether particular accounts (including higher-fee accounts or performance fee accounts) are being favored over time.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Potential conflicts of interest may also arise when the Portfolio Manager(s) have personal investments in other accounts that may create an incentive to favor those accounts. As a general matter and subject to limited exceptions, Putnam Management&#146;s investment professionals do not have the opportunity to invest in client accounts, other than the Putnam funds. However, in the ordinary course of business, Putnam Management or related persons may from time to time establish &#147;pilot&#148; or &#147;incubator&#148; funds for the purpose of testing proposed investment strategies and products prior to offering them to clients. These pilot accounts may be in the form of registered investment companies, private funds such as partnerships or separate accounts established by Putnam Management or an affiliate. Putnam Management or an affiliate supplies the funding for these accounts. Putnam employees, including the fund&#146;s Portfolio Manager(s), may also invest in certain pilot accounts. Putnam Management, and to the extent applicable, the Portfolio Manager(s) will benefit from the favorable investment performance of those funds and accounts. Pilot funds and accounts may, and frequently do, invest in the same securities as the client accounts. Putnam Management&#146;s policy is to treat pilot accounts in the same manner as client accounts for purposes of trading allocation &#150; neither favoring nor disfavoring them except as is legally required. For example, pilot accounts are normally included in Putnam Management&#146;s daily block trades to the same extent as client accounts (except that pilot accounts do not participate in initial public offerings).</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>A potential conflict of interest may arise when the fund and other accounts purchase or sell the same securities. On occasions when the Portfolio Manager(s) consider the purchase or sale of a security to be in the best interests of the fund as well as other accounts, Putnam Management&#146;s trading desk may, to the extent permitted by applicable laws and regulations, aggregate the securities to be sold or purchased in order to obtain the best execution and lower brokerage commissions, if any. Aggregation of trades may create the potential for unfairness to the fund or another account if one account is favored over another in allocating the securities purchased or sold &#150; for example, by allocating a disproportionate amount of a security that is likely to increase in value to a favored account. Putnam Management&#146;s trade allocation policies generally provide that each day&#146;s transactions in securities that are purchased or sold by multiple accounts are, insofar as possible, averaged as to price and allocated between such accounts (including the fund) in a manner which in Putnam Management&#146;s opinion is equitable to each account and in accordance with the amount being purchased or sold by each account. Certain exceptions exist for specialty, regional or sector accounts. Trade allocations are reviewed on a periodic basis as part of Putnam Management&#146;s trade oversight procedures in an attempt to ensure fairness over time across accounts.</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_4"></A><BR>
<a name="_bclPageBorder4"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>&#147;Cross trades,&#148; in which one Putnam account sells a particular security to another account (potentially saving transaction costs for both accounts), may also pose a potential conflict of interest. Cross trades may be seen to involve a potential conflict of interest if, for example, one account is permitted to sell a security to another account at a higher price than an independent third party would pay, or if such trades result in more attractive investments being allocated to higher-fee accounts. Putnam Management and the fund&#146;s Trustees have adopted compliance procedures that provide that any transactions between the fund and another Putnam-advised account are to be made at an independent current market price, as required by law.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Another potential conflict of interest may arise based on the different investment objectives and strategies of the fund and other accounts. For example, another account may have a shorter-term investment horizon or different investment objectives, policies or restrictions than the fund. Depending on another account&#146;s objectives or other factors, the Portfolio Manager(s) may give advice and make decisions that may differ from advice given, or the timing or nature of decisions made, with respect to the fund. In addition, investment decisions are the product of many factors in addition to basic suitability for the particular account involved. Thus, a particular security may be bought or sold for certain accounts even though it could have been bought or sold for other accounts at the same time. More rarely, a particular security may be bought for one or more accounts managed by the Portfolio Manager(s) when one or more other accounts are selling the security (including short sales). There may be circumstances when purchases or sales of portfolio securities for one or more accounts may have an adverse effect on other accounts. As noted above, Putnam Management has implemented trade oversight and review procedures to monitor whether any account is systematically favored over time.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The fund&#146;s Portfolio Manager(s) may also face other potential conflicts of interest in managing the fund, and the description above is not a complete description of every conflict that could be deemed to exist in managing both the fund and other accounts.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(a)(3) </FONT><B><FONT size=2 face=sans-serif>Compensation of portfolio managers. </FONT></B><FONT size=2 face=sans-serif>Putnam&#146;s goal for our products and investors is to deliver strong performance versus peers or performance ahead of benchmark, depending on the product, over a rolling 3-year period. Portfolio managers are evaluated and compensated, in part, based on their performance relative to this goal across the products they manage. In addition to their individual performance, evaluations take into account the performance of their group and a subjective component.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Each portfolio manager is assigned an industry competitive incentive compensation target consistent with this goal and evaluation framework. Actual incentive compensation may be higher or lower than the target, based on individual, group, and subjective performance, and may also reflect the performance of Putnam as a firm. Typically, performance is measured over the lesser of three years or the length of time a portfolio manager has managed a product.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Incentive compensation includes a cash bonus and may also include grants of deferred cash, stock or options. In addition to incentive compensation, portfolio managers receive fixed annual salaries typically based on level of responsibility and experience.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>For this fund, the peer group Putnam compares fund performance against is its broad investment category as determined by Lipper Inc. and identified in the shareholder report included in Item 1.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(a)(4) </FONT><B><FONT size=2 face=sans-serif>Fund ownership. </FONT></B><FONT size=2 face=sans-serif>The following table shows the dollar ranges of shares of the fund owned by the professionals listed above at the end of the fund&#146;s last two fiscal years, including investments by their immediate family members and amounts invested through retirement and deferred compensation plans.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>* Assets in the fund</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$1&#150;</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$10,001&#150;</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$50,001&#150;</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$100,001&#150;</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$500,001&#150;</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$1,000,001</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>Year</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$0</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$10,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$50,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$100,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$500,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>$1,000,000</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>and over</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR>
     <TD colSpan=10>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>D. William</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Kohli</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif></FONT></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=2></FONT>&nbsp;</P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_5"></A><BR>
<a name="_bclPageBorder5"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD>
     <TD width="10%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Portfolio</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Leader</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2010</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR>
     <TD colSpan=10>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Michael</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Atkin</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Portfolio</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Member</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2010</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR>
     <TD colSpan=10>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Michael</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Salm **</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Portfolio</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Member</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR>
     <TD colSpan=10>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Kevin</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Murphy</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Portfolio</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Member</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2010</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR>
     <TD colSpan=10>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Paul</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>Scanlon</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Portfolio</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><I><FONT size=2 face=sans-serif>Member</FONT></I><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=right><FONT size=2 face=sans-serif>2010</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left><B><FONT size=2 face=sans-serif>*</FONT></B><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD>
     <TD noWrap align=left></TD></TR>
<TR>
     <TD colSpan=10>
<HR SIZE=1 noShade>
</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><FONT size=2 face=sans-serif></FONT>&nbsp;</P>
<P style="MARGIN: 0px"><FONT size=2 face=sans-serif>** Became Portfolio Member during the reporting period ended March 31, 2011</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 9. Purchases of Equity Securities by Closed-End Management Investment Companies and Affiliated Purchasers:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Registrant Purchase of Equity Securities</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="20%"></TD>
     <TD width="20%"></TD>
     <TD width="20%"></TD>
     <TD width="20%"></TD>
     <TD width="20%"></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Maximum</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Total Number</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Number (or</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>of Shares</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Approximate</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Purchased</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Dollar Value )</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>as Part</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>of Shares</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>of Publicly</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>that May Yet Be</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Total Number</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Average</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Announced</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Purchased</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>of Shares</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Price Paid</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Plans or</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>under the Plans</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Period</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Purchased</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>per Share</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>Programs*</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>or Programs**</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR>
     <TD colSpan=5><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>October 1 -</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>October 7, 2010</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-<FONT size=2>&nbsp;</FONT></FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif><FONT size=2 face=sans-serif>6,456,512</FONT><FONT size=2>&nbsp;</FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>October 8 -</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>October 31, 2010</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-<FONT size=2>&nbsp;</FONT></FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>6,542,431</FONT><FONT size=2>&nbsp;</FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>November 1 -</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>November 30, 2010</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-<FONT size=2>&nbsp;</FONT></FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>6,542,431</FONT><FONT size=2>&nbsp;</FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>December 1 -</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>December 31, 2010</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-<FONT size=2>&nbsp;</FONT></FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>6,542,431</FONT><FONT size=2>&nbsp;</FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>January 1 -</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>January 31, 2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif><FONT size=2 face=sans-serif>6,542,431</FONT><FONT size=2>&nbsp;</FONT></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>February 1 -</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>February 28, 2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2 face=sans-serif>6,542,431</FONT><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>March 1 -</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;</FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left><FONT size=2 face=sans-serif>March 31, 2011</FONT><FONT size=2>&nbsp;</FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2>&nbsp;<FONT size=2 face=sans-serif>-</FONT><FONT size=2>&nbsp;</FONT></FONT></TD>
     <TD noWrap align=left><FONT size=2><FONT size=2 face=sans-serif>6,542,431</FONT><FONT size=2>&nbsp;</FONT></FONT></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px"><B><FONT size=2 face=sans-serif></FONT></B>&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>* In October 2005, the Board of Trustees of the Putnam Funds initiated the closed-end fund share repurchase program, which, as subsequently amended, authorized the repurchase of up to 10% of the fund's outstanding common shares over the two-years ending October 5, 2007. The Trustees subsequently renewed the program on four occasions, to permit the repurchase of an additional 10% of the fund's outstanding common shares over each of the twelve-month periods beginning on October 8, 2007, October 8, 2008 ,October 8, 2009 and October 8, 2010. The October 8, 2008 - October 7, 2009 program, which was announced in September 2008, allowed repurchases up to a total of 6,664,051 shares of the fund. The</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_6"></A><BR>
<a name="_bclPageBorder6"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>October 8, 2009 - October 7, 2010 program, which was announced in September 2009, allows repurchases up to a total of 6,456,512 shares of the fund. The October 8, 2010 - October 7, 2011 program, which was announced in September 2010, allows repurchases up toa total of 6,542,431 shares of the fund.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>**Information prior to October 7, 2010 is based on the total number of shares eligible for repurchase under the program, as amended through September 2009. Information from October 8, 2010 forward is based on the total number of shares eligible for repurchase under the program, as amended through September 2010.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 10. Submission of Matters to a Vote of Security Holders:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Not applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 11. Controls and Procedures:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(a) The registrant's principal executive officer and principal financial officer have concluded, based on their evaluation of the effectiveness of the design and operation of the registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the design and operation of such procedures are generally effective to provide reasonable assurance that information required to be disclosed by the registrant in this report is recorded, processed, summarized and reported within the time periods specified in the Commission's rules and forms.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(b) Changes in internal control over financial reporting: Not applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Item 12. Exhibits:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(a)(1) Not applicable</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(a)(2) Separate certifications for the principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended, are filed herewith.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>(b) The certifications required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended, are filed herewith.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>SIGNATURES</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>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></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>SIGNATURES</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>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></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Putnam Master Intermediate Income Trust</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>By (Signature and Title):</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>/s/Janet C. Smith</FONT><BR>
<FONT size=2 face=sans-serif>Janet C. Smith</FONT><BR>
<FONT size=2 face=sans-serif>Principal Accounting Officer</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>Date: May 27, 2011</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_7"></A><BR>
<a name="_bclPageBorder7"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>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></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>By (Signature and Title):</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>/s/Jonathan S. Horwitz</FONT><BR>
<FONT size=2 face=sans-serif>Jonathan S. Horwitz</FONT><BR>
<FONT size=2 face=sans-serif>Principal Executive Officer</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>Date: May 27, 2011</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>By (Signature and Title):</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>/s/Steven D. Krichmar</FONT><BR>
<FONT size=2 face=sans-serif>Steven D. Krichmar</FONT><BR>
<FONT size=2 face=sans-serif>Principal Financial Officer</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>Date: May 27, 2011</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>




























</BODY>
</HTML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>b_masterintinctrustcert.htm
<DESCRIPTION>EX-99.CERT
<TEXT>

<HTML>
<HEAD>
   <TITLE>b_masterintinctrustcert.htm</TITLE>
</HEAD>

<BODY bgcolor="#ffffff">


<!--$$/page=-->
<A name="page_1"></A><BR>

<a name="_bclPageBorder1"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<P style="text-align: left;">
<U><FONT size=2 face="sans-serif">Certifications</FONT></U></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">I, Jonathan S. Horwitz, the Principal Executive Officer of the funds listed on Attachment A, certify that:</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">1. I have reviewed each report on Form N-CSR of the funds listed on Attachment A:</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">2. Based on my knowledge, each report does not contain any untrue statements 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 each report;</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">3. Based on my knowledge, the financial statements, and other financial information included in each report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in each report;</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">4. The registrant's other certifying officer 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></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">a) 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 each report is being prepared;</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">b) 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></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">c) evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of each report based on such evaluation; and</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">d) 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></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">5. The registrant's other certifying officer and I have disclosed to each registrant's auditors and the audit committee of each registrant's board of directors (or persons performing the equivalent functions):</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect each registrant's ability to record, process, summarize, and report financial information; and</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">b) any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant's internal control over financial reporting.</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">Date: May 26, 2011</FONT><BR>
<BR>
<FONT size=2 face="sans-serif">/s/ Jonathan S. Horwitz</FONT><BR>
<FONT size=2 face="sans-serif">_______________________</FONT><BR>
<FONT size=2 face="sans-serif">Jonathan S. Horwitz</FONT><BR>
<FONT size=2 face="sans-serif">Principal Executive Officer</FONT></P>
</DIV>

<HR noshade align="center" width="100%" size=2>



<!--$$/page=-->
<A name="page_2"></A><BR>

<a name="_bclPageBorder2"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<P style="text-align: left;">
<U><FONT size=2 face="sans-serif">Certifications</FONT></U></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">I, Steven D. Krichmar, the Principal Financial Officer of the funds listed on Attachment A, certify that:</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">1. I have reviewed each report on Form N-CSR of the funds listed on Attachment A:</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">2. Based on my knowledge, each report does not contain any untrue statements 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 each report;</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">3. Based on my knowledge, the financial statements, and other financial information included in each report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in each report;</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">4. The registrant's other certifying officer 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></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">a) 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 each report is being prepared;</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">b) 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></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">c) evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of each report based on such evaluation; and</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">d) 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></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">5. The registrant's other certifying officer and I have disclosed to each registrant's auditors and the audit committee of each registrant's board of directors (or persons performing the equivalent functions):</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect each registrant's ability to record, process, summarize, and report financial information; and</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">b) any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant's internal control over financial reporting.</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">Date: May 26, 2011</FONT><BR>
<BR>
<FONT size=2 face="sans-serif">/s/ Steven D. Krichmar</FONT><BR>
<FONT size=2 face="sans-serif">_______________________</FONT><BR>
<FONT size=2 face="sans-serif">Steven D. Krichmar</FONT><BR>
<FONT size=2 face="sans-serif">Principal Financial Officer</FONT></P>
</DIV>

<HR noshade align="center" width="100%" size=2>


<!--$$/page=-->
<A name="page_3"></A><BR>
<a name="_bclPageBorder3"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="25%"></TD>
     <TD width="75%"></TD></TR>
<TR vAlign=bottom>
     <TD align=center><FONT size=2 face=sans-serif>Attachment A</FONT></TD>
     <TD align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD align=center><FONT size=2 face=sans-serif>N-CSR</FONT></TD>
     <TD align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center><FONT size=2 face=sans-serif>Period (s) ended March 31, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Putnam Master Intermediate Income Trust</FONT><BR>
<FONT size=2 face=sans-serif>Putnam California Tax Exempt Income Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam American Government Income Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Tax Exempt Income Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam International Growth Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam U.S. Government Income Trust</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Money Market Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Money Market Liquidity Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Tax Exempt Money Market Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Diversified Income Trust</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Asset Allocation: Balanced Portfolio</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Asset Allocation: Growth Portfolio</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Asset Allocation: Conservative Portfolio</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

</BODY>

</HTML>

</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.906 CERT
<SEQUENCE>3
<FILENAME>c_masterintinctrustcertnos.htm
<DESCRIPTION>EX-99.906 CERT
<TEXT>

<HTML>
<HEAD>
   <TITLE>c_masterintinctrustcertnos.htm</TITLE>
</HEAD>

<BODY bgcolor="#ffffff">


<!--$$/page=-->
<A name="page_1"></A><BR>

<a name="_bclPageBorder1"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<P style="text-align: left;">
<U><FONT size=2 face="sans-serif">Section 906 Certifications</FONT></U></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">I, Jonathan S. Horwitz, the Principal Executive Officer of the Funds listed on Attachment A, certify that, to my knowledge:</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">1. The form N-CSR of the Funds listed on Attachment A for the period ended March 31, 2011 fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">2. The information contained in the Form N-CSR of the Funds listed on Attachment A for the period ended March 31, 2011 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="sans-serif">Date: May 26, 2011</FONT><BR>
<BR>
<FONT size=2 face="sans-serif">/s/ Jonathan S. Horwitz</FONT><BR>
<FONT size=2 face="sans-serif">______________________</FONT><BR>
<FONT size=2 face="sans-serif">Jonathan S. Horwitz</FONT><BR>
<FONT size=2 face="sans-serif">Principal Executive Officer</FONT></P>
</DIV>

<HR noshade align="center" width="100%" size=2>


<!--$$/page=-->
<A name="page_2"></A><BR>
<a name="_bclPageBorder2"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<P style="TEXT-ALIGN: left"><U><FONT size=2 face=sans-serif>Section 906 Certifications</FONT></U></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>I, Steven D. Krichmar, the Principal Financial Officer of the Funds listed on Attachment A, certify that, to my knowledge:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>1. The form N-CSR of the Funds listed on Attachment A for the period ended March 31, 2011 fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>2. The information contained in the Form N-CSR of the Funds listed on Attachment A for the period ended March 31, 2011 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Date: May 26, 2011</FONT><BR>
<BR>
<FONT size=2 face=sans-serif>/s/ Steven D. Krichmar</FONT><BR>
<FONT size=2 face=sans-serif>______________________</FONT><BR>
<FONT size=2 face=sans-serif>Steven D. Krichmar</FONT><BR>
<FONT size=2 face=sans-serif>Principal Financial Officer</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

<!--$$/page=-->
<A name="page_3"></A><BR>
<a name="_bclPageBorder3"></a><DIV style="PADDING-LEFT: 0%; WIDTH: 100%; PADDING-RIGHT: 0%">
<DIV align=left>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>
<TR>
     <TD width="25%"></TD>
     <TD width="75%"></TD></TR>
<TR vAlign=bottom>
     <TD align=center><FONT size=2 face=sans-serif>Attachment A</FONT></TD>
     <TD align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD align=center><FONT size=2 face=sans-serif>N-CSR</FONT></TD>
     <TD align=center><FONT size=2 face=sans-serif></FONT></TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center><FONT size=2 face=sans-serif>Period (s) ended March 31, 2011</FONT>&nbsp;</TD>
     <TD noWrap align=center><FONT size=2 face=sans-serif></FONT></TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Putnam Master Intermediate Income Trust</FONT><BR>
<FONT size=2 face=sans-serif>Putnam California Tax Exempt Income Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam American Government Income Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Tax Exempt Income Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam International Growth Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam U.S. Government Income Trust</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Money Market Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Money Market Liquidity Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Tax Exempt Money Market Fund</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Diversified Income Trust</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Asset Allocation: Balanced Portfolio</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Asset Allocation: Growth Portfolio</FONT><BR>
<FONT size=2 face=sans-serif>Putnam Asset Allocation: Conservative Portfolio</FONT></P>
</DIV>
<HR align=center SIZE=2 width="100%" noShade>

</BODY>

</HTML>

</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>4
<FILENAME>masterintinctrstx79x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx79x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@#
M;`)``P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`ZVBBBM#(****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`****`$IJ_P#'Q'_OC^=.IJ_\?$?^^/YTACZ***8@HJIJ
MI(TV?!(.WJ#BD_LRT_N/_P!_&_QH&7**I_V9:?W'_P"_C?XT?V9:?W'_`._C
M?XT`7**S)8=+AF6&65$E;HC3D$_AFI_[,M/[C_\`?QO\:0%RBJ?]F6G]Q_\`
MOXW^-']F6G]Q_P#OXW^-,"Y15/\`LRT_N/\`]_&_QH_LRT_N/_W\;_&@"Y16
M?;PI;ZHZ1;@IA!P6)YW'UK0H$%%%%`!1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`"4U?\`
MCXC_`-\?SIU-7_CXC_WQ_.D,?1113$4]5_Y!L_\`N_UJY5/5?^0;/_N_UJY0
M,****!&!)+)`]S")D99)'+;["5SR>F0<''3\*V+)"EE`A<N5C4%V!!;CJ0>E
M9FI6^INSD.TL)=2J0OL(7<,@CJ>,]_PK7A"B%`BE%VC"D8('I2&Q]%%%,045
M!<W2V^U=CR2/G;&@R3CK[?G1;72W&Y=CQR)C=&XP1GI[?E0!$/\`D+M_UP'_
M`*$:N53'_(7;_K@/_0C5R@84444""BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`$IJ_\?$?
M^^/YTZFK_P`?$?\`OC^=(8^BBBF(IZK_`,@V?_=_K5RJ>J_\@V?_`'?ZU<H&
M%%%%`C$>SOUN&ECM[=I?.+K,9B&*;L[<;>FWC]:V4+%%+@*V.0#D`_6LAKG4
M87"FVN&59Y"S`IAD.[8!EO=?3I6E8B86-N+C/G"-?,R>=V.?UI#97U"6^211
M;1@PD?/(HW.#[*2/SY^E&C2/+IT;S22/.?\`6^8,%6P,C':JFNW7V:6+9J)@
MD(_U`*#>/7<P.W\?2M#3W1[;,=V;H9Y?>K8/IE0!0'0AU,%I84@WB[(8QLK!
M<#C=DD$8^[V-&F`K+.D^\W8"F1F8-D<[<$`#'WNP[TS69(XT1IHSY85V$@<H
M58`8`8$8SS^5-T)U9)51TF7Y6\]"3N)SD$DDDCZ]Z`Z%D?\`(7;_`*X#_P!"
M-7*IC_D+M_UP'_H1JY3`****!!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`"4U?^/B/_?'
M\Z=35_X^(_\`?'\Z0Q]%%%,13U7_`)!L_P#N_P!:N53U7_D&S_[O]:N4#"BN
M=2*YDLA*FG2-?,NX7(F0@MUZ[L[<]NF*Z*D!C75D[92:U%R@E>5'9UV\@CYP
M?3/;/05IVB>7:0IYGF[8U&_^]QU_&LJ]TV:[9Y8KA+I?-!$<K$!-K@E1CCL1
MR,^];,>?+7*;#@?+Z>U`,1_+S\^W/O3(90[R(L3($.-Q`PWN,5EZ_&"T;O%8
M>7C#2W#!7^BDJ<5<TB%(+%4B@AA3.5$,F\,/7=@9-`%N62.*,O*ZH@ZLQP!3
M()EER8@K18!616!5OIC_`#S4%]#(T]O.D0G$.[,1(&21P1GC(QCMU-%C#(L]
MQ.\0A$NW$8(/0<L<<9.<?@*`%'_(7;_K@/\`T(U<JF/^0NW_`%P'_H1JY3`*
M***!!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`"4U?^/B/_?'\Z=35_P"/B/\`WQ_.D,?1
M113$4]5_Y!L_^[_6KE4]5_Y!L_\`N_UJY0,Y^".RM;*V!GO9%\K<7CF=5"#C
M<1NP![5T%4+:RL9;8O"I:*X4'.X\KU`&>@]O<U?I`S"\BSC$C8NIY)+B7"Q3
M,F3N);`#`8'3WQ[UL6S1O;1/$28V0%"222,<=:S/*>66ZN;>*!5!>-@Y;<^.
MN"#A,D=@<\&M*T=)+2%XEV1M&I5<8P,<"@&5[A)!?^=;>3+*(PK12/MVC)P0
M0#UY[=JELH'@CD\PKND<N53[JY`X'Y?J:HZE!#'?->72S^1Y*INA=AM(+'D*
M0><__JJYIT;1VYS$\09MRJ\ID8#`ZDD\^P.*`*^M0O-%&L>GQWCY/+[2(QZX
M8C-+HMI'9Q2*EE);%B"S.4)<_P#`20/IQ4EY->1WENMK"LJ,CEPS;0""N.<'
MU/'^%3VSW+AOM,$<6/N[)2^?T&*`Z$0_Y"[?]<!_Z$:N53'_`"%V_P"N`_\`
M0C5RF`4444""BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"
MBBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`**
M**`"BBB@`HHHH`****`"BBB@`HHHH`****`$IJ_\?$?^^/YTZFK_`,?$?^^/
MYTACZ***8BGJO_(-G_W?ZU<JGJO_`"#9_P#=_K5R@9SMK#I210QKI9D+)F%V
MC4F8#'S9'3J.N.M=%7+A+;R4EMX&!MX]TB_:)<ID\1##<-Q^@XYKJ*2!G-W#
M1M>22S13D^>4>!8'V.F=NXD##'`SW]*Z*-E:-64$*0",C''T[5'-=0P1-))+
M&JJ=I)8`9]/K3XV+QJQ7:6`)7(./;B@#-OULCJ"_VC%;B+RODEF4<MDY&3TQ
MQQ[^U3Z2(Q!+Y$4<<'FGRRB[0XP.<?F,]\4S4)MMP(IKK['`4R)?E&YLGC+`
M@8X_.IM/F>:!B[>8H<A)<8\Q<#G^8_"@"KK\<QMEFB9`L62^^1TX]MK*,_4U
M)H\#Q0&1I-ZR@%<B0$?4.Q_I4>L0I=3VMNRJ7.Z16=V4#;M_ND<\CZ4[1/GM
MOM"J4CF565&F:1AQU))..O0?_J.H="<?\A=O^N`_]"-7*IC_`)"[?]<!_P"A
M&KE,`HHHH$%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`444
M4`%%%%`!1110`4444`%%%%`!1110`4444`)35_X^(_\`?'\Z=35_X^(_]\?S
MI#'T444Q%/5?^0;/_N_UJY5/5?\`D&S_`.[_`%JY0,YV*]O&:(2?;%$JDS9L
MR?*;C`3"_7DYZ5T58=M_:,,D$C65RTA_X^"9U*MP?N@O@<X].*W*2!F;]@"S
M2/\`:`0/,:./;G:S=2>>?8<=35RT18[.!$W[5C4#>,-C'?WK.N+:*2:3&AJ[
ML3^^(B&3_>SG/Z9K2MT>.WB25][J@#/_`'CCDT`9FKW<\,[K&TZA(1)&(X2Z
MROD_*QVG`X'IUJ[ITK36YD>1W8MSNB,>.!P`1G'YU2U<7QF?[-'<L!#^Y:%P
MH$F3G<"1D8V]C5K2EF6&42QRQH)#Y2S/N8+@=3D]\]Z`Z$.J[/M-OY]I]I@V
M29'V?S<-\N.QQWJ/0LEI"+,6JF&+<!;^5F3YMW89[58U-)WDA"0S308;S%AE
M$;9XV\[AQU_2GZ8]TUOLNX'B="0"[*VX9..A/.,9H#H*/^0NW_7`?^A&KE4Q
M_P`A=O\`K@/_`$(U<I@%%%%`@HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@!*:O_'Q'_OC^
M=.IJ_P#'Q'_OC^=(8^BBBF(J:HK-ITX169MO"J,D_A3/[4A_YX7G_@+)_A5Z
MB@91_M2'_GA>?^`LG^%']J0_\\+S_P`!9/\`"KU%`%'^U(?^>%Y_X"R?X4?V
MI#_SPO/_``%D_P`*O44`4?[4A_YX7G_@+)_A1_:D/_/"\_\``63_``J]10!1
M_M2'_GA>?^`LG^%']J0_\\+S_P`!9/\`"KU%`&?:S?:=2>5(ID00A<R1,F3D
M^H%:%%%`!1110(****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`2FK_Q\1_[X_G3J:O\`Q\1_
M[X_G2&/HHHIB"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@!*:O_'Q'_OC^=.IJ_\`'Q'_`+X_G2&/HHHIB"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@!*:O\`Q\1_
M[X_G3J:O_'Q'_OC^=(8^BBBF(****`"BBB@`HHHH`****`"BBB@`HHHH`***
M*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`$IJ_\`'Q'_`+X_G3J:O_'Q'_OC^=(8^BBB
MF(****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"
MBBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`**
M**`$IJ_\?$?^^/YTZFK_`,?$?^^/YTACZ***8@HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`2FK_Q\1_[X_G3J:O_`!\1
M_P"^/YTACZ***8@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`2FK_`,?$?^^/YTZFK_Q\1_[X_G2&/HHHIB"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"B
MBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@!*:O_`!\1
M_P"^/YTZFK_Q\1_[X_G2&/HHHIB"BBB@`HHHH`****`"BBB@`HHHH`****`"
MBBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`**
M**`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@!*:O_'Q'_OC^=.IJ_P#'Q'_OC^=(8^BB
MBF(****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`$IJ_\?$?^^/YTZFK_P`?$?\`OC^=(8^BBBF(****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`$IJ_P#'Q'_OC^=.IJ_\
M?$?^^/YTACZ***8@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"B
MBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`***
M*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`2FK_P`?$?\`OC^=.IJ_\?$?^^/YTACZ***8@HHHH`**
M**`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`2FK_Q\
M1_[X_G3J:O\`Q\1_[X_G2&/HHHIB"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@!*:O_'Q'_OC^=.IJ_\`'Q'_`+X_G2&/
MHHHIB"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@!*:O\`Q\1_[X_G3J:O_'Q'_OC^=(8^BBBF(****`"BBB@`HHHH`***
M*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`***CG$IB(@9%D[%
MU+#\@10!)16197M[*]FTTENT=QG*)&0Z_*3SECCI@^_%:]`PHHHH$%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`"4U?\`CXC_`-\?SIU-7_CXC_WQ
M_.D,?1113$%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%,E5GC94D:-B.'4`D?GQ0!C:?>^9JS((+<22*K2>6F)(
M\ALASW(*J/\`@0K<K"TPQK)9(;RYN%"#RR414SL.`<?-G;D\Y]^<5NTD-A11
M13$%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`"4U?^/B/_?'\Z=35
M_P"/B/\`WQ_.D,?1113$%%%%`!1110`4444`%1^?#YWD^:GFXSLW#=CZ5)7.
M)Y,NJA/M=LGESN"K2#S68R*P&._*XZ]#C&12&='1113$%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110!AZ?>[]1%N(+=<XD*1IAH2P;=N]\JH)X^\
M*W*YRUN[$7L,B2_9U4DN9K\.&&",8WGG)'6NCI(;"BBBF(****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`$I$&;B/\`WA_.EHC_`./B/_>%(8M%%%,0
M445D^(M:&B62RB/S99&VHI.!]30,UJ*\]_X3O5/^>%G_`-\-_P#%5M:3XBOK
M_1=0NS!"9K<?NUC4X/'<9H&XM'445@:%K-YJ6H2K-"BVS1>;"P!!`W;1G/KR
M?PK?H$U8*QG^WB_!8RA6E&U$C4KM#D'+;21\F#UY)(K9KG+A[`ZB=ZZ9`\<X
M=IO.!DR&R>-O4XYYXS28(Z.BFHZR(KHP9&`*L#D$>M.IB"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`R+*#_2(H#-;,+,XRCYD?((^<8X]>_(K7
MKGM)^QRWD,D=_$Y5`L<`P'&T..3GYN';GOP:Z&DAL****8@HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`2B/_`(^(_P#>%%$?_'Q'_O"D-"T444Q!
M7,^/(H'T9'EDV2)(/+&,[B>H_+G\*Z:N5\?QQMI<#M)M=)/E4@_-D<B@J.YE
MZ9XLL[/3X+:330S1*%+*1\WOTK<LO$45UI%]>VMH(C;+G:Q'S'&>U8NE7/A1
M-.A6\B'V@*/,+HS$MWZ=JZ#3)=&DT^[.E6PFB'^LB6,_.<=,-UH&[=B[8:I'
M?2F-;>ZC8+N+2PE%[=S]:OUDZ3KD>J7$L,5K<1>2,,S@;0?[N03S6M02QKNJ
M(SN0JJ,DGL*RF"+>)`;G]V\@F"^4VX,6R`7Z`$\`$=.*U)HDGA>*09212K#U
M!&#6<JVBS_9I+N268R+(Q<?>*D8&0`.#MX']:0%C4O,\E-OF^7O_`'OE9W[<
M'ICGKCIVS5?2XKF%T5VE,3(Y(E8L5^;Y.3SG;G(^E6=11WBCPK/&'!E1.K+@
M\?G@X[@&H+"-%N=UG;O;VVPAE9#&&;(P0IZ<9R<<Y%`&E1113$%%%%`!1110
M`4444`%%%%`!1110`4444`%%%)TZT`9%EJLT^H?9V6,Y569%!W19#9#>X*J.
MWWA6Q69:74\LEM$=WG+G[3E,+T/W3CGYL8QVSFM.D-A1113$%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`"41_P#'Q'_O"BB/_CXC_P!X4AH6BBBF
M(*Q_$ME87>GA]2GDA@A;?N0@'/3'(.:V*Y/XA%O[-M0/NF;)^NTX_K0-;G.N
M/"ZL0&U9@.X\O!_.ND\,PZ7<:5?0V,E['%(0LCS%0PR.Q%8BZ9I%MK$%M>R%
M;=[-7,A8C+GG/M5[PK!'>Z/J]A;L`S-M$K9Y4Y`)'X&@M['0:1HUMI,I2WO;
MJ0;"!!)*"HY&2%`'/O[UKUA:/H]Y9:BUU=3PR`I(`(U(Y=PQZUNT$,*Q&MXF
MN$N?.<6R7#)Y>SG>95)YSTWJ.WZ5JW4C0VLTJ`ED1F`"[LD#TR,_3-8EM<V]
MQJ*S)?6.6E*B,AMQ^;&0-^W)[''<4@1I:M''+%!');I.S2@(LAPN[!Y)P>V>
MWI4-@+2&_6&&QBMIS$YDV@`C!7TZ@YSGV_*SJ+E8XD^11)*%+N`0G4@\]\@`
M>Y%1V^4U$1/,+EO*)\PJH=!D<$@`8/;C^$T`:%%%5KB^@MG"2LY<C.U(V<X]
M<*#BF(LUGZF$:2`,UT6PQ$=O(5+#C).".G'YU>1Q(BNN<,`1D$'\CTK*UNXB
MMY(WEE,)6&5E=7"LQ&WY!GU_/BD-$^E26[B0P-<G(5AY\C-E3G:PR3@'GTZ5
MH5E:/`;:6:!V#LB1X=<X"?-M09].?^^A6K0#"BBBF(****`"BBB@`HHHH`*:
MZ+(NUU##(.",\@Y'ZTZB@#&TV*);M/)L;=T`.+N*`18XX^N<]5XK9K$TN[G%
MQ%;R7/F1$`QEH,&12&*X;>?[IZC/'XUMTD-A1113$%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`"41_\`'Q'_`+PHHC_X^(_]X4AH6BBBF(*RO$7]
MF?V>#J_,"N"H!.2W/3'/K6K7*^/X=^EP2>8JF.3[K'&[([>]`UN8NKZGX>U-
M8,0WUNT*"-2B(?E'0<MVK7T";3H_#U\=/EN+?RP3)/*@+`XX(`)Z>E4-*L?"
MTNG0/=7(%P5_>!Y2I#=QBMZP.D:5I=Y<:6PGBC&^15DW<@>]!3[%;PCJ$E\7
M-QJ+SS!6Q"V/NY'S8`X_/O73U0L-5TZ^E,=G/')(%W%5'(''^(J_02R.=/,@
MD02-'N4C>IP5XZBLC3IIQ(L7V^)E:5F&;5U$@+%B%8G!Z]L_C6O<0BXMY86)
M"R(4)'49&*J>3>3F.*X$"Q1NKEXV.7*D$<8^7D>II`3WMQ!;0;KGE'(3;MSN
M)[8JOIC[GF2*SCM(8FVE!@,6(#9PO`X;U-3W\_V:V+FVDN%SAD0`G'J<GI53
M2E3S#)!:2V\,B[O]8C1L>`"`I.#@=N/TH`U*R+]I(]2+*]U"IA4;[>W,FX[F
MX/RD<=OJ:UZR]1B#76Z6W^U1B,;4W*/*()R_)'J.1R,4`C0@.8(R6=LJ.77:
MQX[C`P?;%17<$\S1^3=/`@SOVJI+>GW@??\`.I+576UA6202.$4,X_B..357
M4KN>T8-%%)(IAD("1L^9!MV@X'&?FH`DTX%H!.+N2Y28!E+HJX'X`?K5NJ.G
MK+$\ENS%XHU38Q0)@G.5```P!C\ZO4P"BBB@04444`%%%%`!1110`4444`8E
MA):O?1306C*91L+&0GRVVEMNWH,<@XZ$X[FMNLZVU$SO;1CRS,V?M$8/,/!/
M/XX'OFM&D-A1113$%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`"41
M_P#'Q'_O"BB/_CXC_P!X4AH6BBBF(*YWQG!:3V-NMY>&U029#"(R9.#Q@5T5
M>=ZMH?B"\O;@F&:6#SF:,-,"`,G&`3QQ05'<L#P5"UD+Q=5)A,?F@BV.2N,]
M-V>E7_#EOI4.C:@#??:K5O\`7$Q-'M&/KG\JP_[$\3^3Y.RY\K;MV?:!MQZ8
MW=*Z'P[X;:TTB\@U'"M=@!U5ON@9QSTSR:"GMN;5GJ-A<W4UK:RHTL`^=5'3
M\>]7JR],T2UTR<2PR2/)Y7EY=LDY;<3]2?Y"M2@AB-DJ=I`.."1FL*&XN4=(
MIK[>AN#N,<)!'[T@`DMP"WRXP>/;FMZL@38N&F$5N$:X$31B/]X6#;0Y.?QZ
M=.]($7[Z*YF@V6LZP.3RY3=QZ=:K6$;V3K;2SV@#`E8T0J['N<EB3[U;NW>.
MTFDB&9%C8J,$Y(''`YJEITHFG)-U=3';G;-;>6%Z=#M'/MF@#3K.U`I;S^>+
MV"V>1`C>=CY@"2,9(YY/YUHUC:A<K;ZJ?])M+=C`N3<#=N&YN@R,8Y^N?:@$
M:5B$6QMUB&(Q$H4;@W&..1P?PJ*]@>>>`;I!"-V_RY"A#<;3D$9'7CW%6(&W
MP1MO1]R@[D'RMQU'M4%Y9+=3P-*B21)N#(_3G&&'N,?J:`&6:727L_VAM\8C
M14?/WL%\G'8\C/KC\KU9VF1,97NEE\VWEAC$+'.[:"QYS_O=:T:`"BBBF(**
M**`"BBB@`HHHH`*:ZEUP'9.0<KC/!Z<_E3J*`,;3!>RSQ7#7#-;N"VQY5+8Q
MQE1&.?;/%;-8&FQP+>0/%';>>V?-A2)%-M\I[@9Z\<]<UOTD-A1113$%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`"41_\?$?^\**(_\`CXC_`-X4
MAH6BBBF(*Q/%&FWNIVD,=BX1T?<Q+E>,5MUA>*Y]3@LX6TH3&0R8?RH]YQCT
MP:!K<Y6\\.Z[9VLEP\VY(U+-LF)(`ZFM/PO:W%_X;U&(3J[S_(N]R=IQW]*R
MKBZ\574#PS17S1N,,!;$9'IPM;?AO2KG3-#OI+P7$+3`%4B_UB@`\@>IS^E!
M;V+VB:3J-IJ3W-\]J5*2`"$MG+N&/4=.M=!6+H+ZP[R#4$_T;'[II0%E/3J!
MQZ^];5!#(+YY(["X>`$RK$Q0`9RV#CBLNQEM8]2?;'</N5`DTMO(7W$D,-Q&
M0/N]>.:VZQ6U"Y754@W_`#,S`P;1PH=0&SUY4LWX8I`C4NVD2TF:)E601L5+
MG`!QQGVJE8$B[VQ_:1&4)D%P6R7R,%=W;KG''2I]6CBDTRY$YD$:QLS>6VTX
M`/\`GGBJNG^2NH,JI*QV,$DDG:3[I4,.>G)'UQ[4`:U9>IR7<<ZE)98;90-S
MQ1AV).[/!!Z$)T]36I6/?P^?J;8AL[G9"OR7+$;,EN1\I'./T'X@(TK0R-9P
M-,")3&I<'&=V.>G%0WDL@GA@27R!*&)EP"<C&%&>,G)/X&IK1D>S@:,(J-&I
M4)]T#';@<?A535ECD$<5VVVR8-YK=!GC`)[#KS["@!^GL4>6U#K(D"KM=5"X
MSGY2!QD8'3'!%7JSM)$48DBM#NLD"^4W49YR`>XZ<^YK1H`****8@HHHH`**
M**`"BBB@`IDDB11F25U1%Y+,<`?C3Z0@$8(R*`,72KS<;6-=2@N5D'^K6+]X
MHVDC<=YQCIR/:MNLNRDES:P+$8WC&+@>5M0#:?NG&#SC&.U:E)#84444Q!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%0WAVVDV#@E"!\VWD].>W-`$U%9.GV
MMU'/&\T3JN.2U]))V_ND8K6H&)1'_P`?$?\`O"BB/_CXC_WA2!"T444Q!7G&
MH7NJZ_K<UM9-(41F"1H^T!0<9/\`GO7H]>46NJ7&D:K<W%KLWL60[QD8W9_I
M07$Z#PGJ=];:P^DZ@\C$@A5D.2C`9Z^A&:Z^^E>&RFEC>)'1"0TQ(0?7':O+
M?[9NO[9_M7]W]ISG[OR_=V]/I78Z'K_]H:3>W&LF(6\3*K8C)&#QR.<\D4!)
M=2SX;U?4-5ED:Y%G]G4'88MP9R".<$YV]>H':N@K$T:[T">[==)6$3A"6V0E
M#MR.Y`[XK;H)85D1K*;XF>"_9A,<.LP$>W=\ORA^F,=N:TKD2-;2K`P64H0A
M/9L<5EQ10>;$+.SEAN0ZF1VC*_+GYMS=&R,CJ>>:0(U+H2FUF$&WS2AV;NF[
M'&:SM+@2&X`MH9HX%C*N)@00V1@+GM][...E6-465HH1''-(GF?O5A?:Q7:>
MAR.^WO53289TO=\EM-%E9!))*RDO\X\O)!))"Y%`&S6)JL%E'=M(S:5%(Z`L
M+J(,S<GG[P_EVK;K)U)O]-Q*MX8UB#1FV1S\^3G)4?3`/OFA@C0LW:2S@=UV
M.T:EE`Q@XZ8[56U+S-\7_'QY&&W>1G=NXV].WWO;IFI=/G>XLXVE5UE"@2;H
MV3YL#.`0.*6ZENHWC6VMDFW9W%Y-@7T['WH`JZ,;HJQN?-^XF[S?^>G._'^S
M]W&.*TZIZ9'/!:I;RPI&D2JB%9=Y('K\HJY0#"BBBF(****`"BBB@`HHHH`*
MCFFBMXFEFD6.->K,<`5)5747DBM-\0D)62,D1J6;;O7=P.3QF@#'TP0_VJIC
MO;5_E'^KER\Q`?)8?\"R>OW1^'15D17L]QJ"(L=TL?V@D%X&1?+\H]21_?\`
M6M>DAL****8@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"H;J2.&TFEF7='&A9A
MC.0!DU-3)A&87$VWRBIW[^F.^?:@#-BF2.^6"U:1$W;"K#='NV[BHYR#MY]*
MU:J6\5A;S""W6".0`OY:8!YXSC\.M6Z0Q*(_^/B/_>%%$?\`Q\1_[PH!"T44
M4Q!5&[U#3[-]EQ+&K_W0NXCZX'%,UJ_>RME$./.E.%SV'<_R_.LBVT.*6%+B
M[N_WDP+B,$;VY]6(&:TC!-7D9RG9V1HV^O:7-@%O*8G`$B8_'(R`*T6AM[F#
M8\<4L,@!P5#*PZCV-85_I%M%H4\PM)()8Y`%:1]Q<''IQCG]*I:#>3:??K:S
MK((IB`$(Q@GH<'_/Y53IIJ\04VG9G3V]A9VKE[:T@A<C!:.,*2/3@59HHK$T
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`JW>H6]E)&EPQ7>K,&QD`+C.3V
MZBHY;B"\TR[\SS(XPC)*"!N4;<GU[$&H]3N5M[JV41V[22*ZAIW*`#Y<C.#U
M.*F03Q64[M;Q><0SB.-RP<X]2!UZ4AF9IS*+Y%D$Y?SB2TI7=YGE<#"\8V#\
MZWZY[2XQ'J2-!LEA(VY2,(L9P2<`>A&.>?FKH:$#$HC_`./B/_>%%$?_`!\1
M_P"\*`0M%%%,1CZO`TU_;!B/+VM@=\]_Z5+>Q6B06WGQ2NHCPH1@,<G-6KR`
MS1JR`>;&=R>_J/Q_PJ*/5$1!'(`CJ,8;Y7%;Q;:5NASRBE)WZE8II\=HK3V=
M\+;>/O-\N?7&:R?%8\S7,0@DLB;`HZ\<8K0U'4[7^RI[=))GDDD!_>-NP!CO
M^%4=!TQ[FZ2\E4K!&<IGC>W;'L/\]ZI>[[S$GS>ZCJZ***YCI"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`IWAMH[B&6<DR;71(P-Q<'&>._05#:^7+I$C6
MZFUBE0F,EL[05X;'\/TI=6F2-422!90RL5S_`'QC:H/8DG]*ALD,6D7=O.#+
M%#OC`0<,H495>I]1R3R*0R&P,CZOAQY;+AL[LAE\L#8/Q^;G!YK=KGK)98=1
MM1=%7:>0NFSD?ZHC=NQR<`#&!US70T(&)1'_`,?$?^\**(_^/B/_`'A0"(O-
M%'FBJ!E([TWS_>F!H^:*BGB@N!B:-7[9(Y'XU3\_WH\_WH3L)JY+'IUA&Q86
MZ$XQ\^6_G5SS16=Y_O1Y_O3;;W!)+8T?-%'FBL[S_>CS_>D,T?-%'FBL[S_>
MCS_>@#1\T4>:*SO/]Z//]Z`-'S11YHK.\_WH\_WH`T?-%'FBL[S_`'H\_P!Z
M`-'S11YHK.\_WH\_WH`T?-%'FBL[S_>CS_>@#1\T4>:*SO/]Z//]Z`-'S11Y
MHK.\_P!Z//\`>@#1\T4>:*SO/]Z//]Z`-'S11YHK.\_WH\_WH`T?-%'FBL[S
M_>CS_>@#1\T4>:*SO/\`>CS_`'H`T?-%'FBL[S_>CS_>@#1\T4>:*SO/]Z//
M]Z`-'S11YHK.\_WH\_WH`T?-%'FBL[S_`'H\_P!Z`-'S11YHK.\_WH\_WH`T
M?-%'FBL[S_>CS_>@#1\T4>:*SO/]Z//]Z`-'S11YHK.\_P!Z//\`>@#1\T4>
M:*SO/]Z//]Z`-'S11YHK.\_WH\_WH`T?-%'FBL[S_>CS_>@#1\T4>:*SO/\`
M>CS_`'H`T?-%'FBL[S_>CS_>@#1\T4>:*SO/]Z//]Z`-'S11YHK.\_WH\_WH
M`T?-%'FBL[S_`'H\_P!Z`-'S11YHK.\_WH\_WH`T?-%'F"L[S_>CS_>@#0W)
M\O`^7IQTI?-%9WG^]'G^]`&CY@I87S<Q_P"\*S?/]ZEM)LW<(SU=1^M(#?\`
MLEL?^7>+_O@4GV.U_P"?:'_O@5/14&A!]CM?^?:'_O@4?8[7_GVA_P"^!4]%
M`$'V.U_Y]H?^^!1]CM?^?:'_`+X%3T4`0?8[7_GVA_[X%'V.U_Y]H?\`O@5/
M10!!]CM?^?:'_O@4?8[7_GVA_P"^!4]%`$'V.U_Y]H?^^!1]CM?^?:'_`+X%
M3T4`0?8[7_GVA_[X%'V.U_Y]H?\`O@5/10!!]CM?^?:'_O@4?8[7_GVA_P"^
M!4]%`$'V.U_Y]H?^^!1]CM?^?:'_`+X%3T4`0?8[7_GVA_[X%'V.U_Y]H?\`
MO@5/10!!]CM?^?:'_O@4?8[7_GVA_P"^!4]%`$'V.U_Y]H?^^!1]CM?^?:'_
M`+X%3T4`0?8[7_GVA_[X%'V.U_Y]H?\`O@5/10!!]CM?^?:'_O@4?8[7_GVA
M_P"^!4]%`$'V.U_Y]H?^^!1]CM?^?:'_`+X%3T4`0?8[7_GVA_[X%'V.U_Y]
MH?\`O@5/10!!]CM?^?:'_O@4?8[7_GVA_P"^!4]%`$'V.U_Y]H?^^!1]CM?^
M?:'_`+X%3T4`0?8[7_GVA_[X%'V.U_Y]H?\`O@5/10!!]CM?^?:'_O@4?8[7
M_GVA_P"^!4]%`$'V.U_Y]H?^^!1]CM?^?:'_`+X%3T4`0?8[7_GVA_[X%'V.
MU_Y]H?\`O@5/10!!]CM?^?:'_O@4?8[7_GVA_P"^!4]%`$'V.U_Y]H?^^!1]
MCM?^?:'_`+X%3T4`0?8[7_GVA_[X%'V.U_Y]H?\`O@5/10!!]CM?^?:'_O@4
M?8[7_GVA_P"^!4]%`$'V.U_Y]H?^^!1]CM?^?:'_`+X%3T4`0?8[7_GVA_[X
M%'V.U_Y]H?\`O@5/10!!]CM?^?:'_O@4?8[7_GVA_P"^!4]%`$'V.U_Y]H?^
M^!1]CM?^?:'_`+X%3T4`0?8[7_GVA_[X%'V.U_Y]H?\`O@5/10!!]CM?^?:'
M_O@4?8[7_GVA_P"^!4]%`$'V.U_Y]H?^^!1]CM?^?:'_`+X%3T4`0?8[7_GV
MA_[X%'V.U_Y]H?\`O@5/10!!]CM?^?:'_O@4?8[7_GVA_P"^!4]%`$'V.U_Y
M]H?^^!2K:6ZL&6WB!!R"$'%344`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!152XO3%<&"*UFN'50["(H-H
M)(&=S#K@]/2IX-WD1[]^_:,^9MW9QWV\9^G%`$E%%%`!1110`4455O;^*SQO
M5W8JSX09PJXR3VXR/?TH`M45!:2M,CNSJX$CJ-J%<`$C!Y.3D'GOZ5!J.HBR
M*J(O,8QO+@MM&U<9^I^88'\J`+U%0VUPMS$9%!`#LGUVL5S^E34`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`%&]U);.81M#)+E<_NAN*\]6'\(]SQUJU`YE@CD.
MS+*"=C;E_`]Q[UBZNI.HE5FGB/EJQ\M;B7.21]V)P%Z=QSGV-;%H-MG",EL(
MO+*P)X[AB2/Q.?6@#.N]6N+2Z>*:*QA3`9))[PQAP2>F4ZC'([9'-:-I*\]I
M#-)$8GD0,T9.2I(Z?A6/K5X]OJ"A?M4IC$;[+=7(0;SN+[1@@@$<YZ=*TM*G
M\_3H2TGF2HBK*2K*=VT9X8`]\\CH:`,K4X].L]0=Y],ANA*J?+';*[*Q9OF;
MC.&)`SZCI6OIF/[+M,%6'DI@JNT'@=!@8'M@5GZL,W3J+B*SWI&1-*I;>RLQ
M`49`R#SWSD<5I:>-NGVP\MHL1+\C')7CH2>]`%BBBB@`HHHH`*QM>A^U2P6X
MCG??&Y)MM@D`RN?F?`"G/(ZGBMFLG6K6.Z>`3Q;H5#$R+;K,ZGY<``JW!YS@
M=A0!<TV(PV,<;+,I&<B;9OZGKL^7_//-9WB&.%WMQ=0W%S#M?-O;L^YCE<-M
M4C('/TS5_2HC#8)&8DB"E@JJH7C<<$@<`D8)]R:IZ[')(R-"C^9'#+('5Y%Z
M;?E^1ESGW/;H:`)-#@DAASNF\AD7:LQ<LK`MGA^0,;?;C.!WU*HZ.Q;3D)?S
M/F<!PS,&`8X(+$D@CW/MQ5Z@`HHHH`****`"BBB@"*XN(K9`TS[03A0`26/7
M``Y)X/`]*9;7/VEI&3RVB&W8RN23E0>1CCJ.YX-5M:DCBMXG<JC"3]W(TOEK
M&VUN2V",8R.0>2*;H`B%B1$\$F&"EX;CS@<*`,G:,'``QCTH`TZ*KW-Y%:E1
M(L[;NGEP/)^>T'%.MKA+E"\:RJ`<?O(FC/Y,`:`)J*H:G/<P"+[,Z;G)4(83
M(7.">#O4#@'K2:/>37MLTD_W@PQ^ZV9!4,.-[>OK^%`&A152^N9;?R%@BCDD
MFD\L"20H!\I/7!]/2H;+4)I[HP7$$4;8<J8YBX.TJ#U4?WAZ]^E`&C1110`4
M444`%%%%`!1110`4444`%%%%`!1110`445#-=00*S2RJH3[W/3ZT`345F?V]
MIYN5@2<.[?=*?,#^(Z?C3QJ,GFE&@0`/LR)>_P"5/E9/,GL:%%5%OXFQ\K9+
M%>W4=:='=AY4385W@GYC@C!QTHL.Y9HHHI#"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@#*U`6AOU\Q+LRD(CM!.T84,Q"[L,,\YZ
M9-7[.2.6S@DA+&)XU9"S$D@CC)/)K/U"R:_O3%YB(@1&+*Q61"&8CC&""<=>
M!@\<U?LXWALX(I`@=(U5A&,*"!V'I0!EZRKM<,ZA8DB6,O*S2`,K,0<[6487
MDG.>IZ=:T=.&;**4QK'),BNX52HW;0.AY'0#%9>M2O'?#<3)'Y:`1I<S1LI+
M,,D1J<@\`9[@XK7L7$EC;NOW6C4C+,W&/5L$_4\T`8^K3F/52JZRFFD0H2)"
MA$@RW0,.#[Y/TK3TJ]BO].AGBF$N47>0P)#8!(.,`'GT'TK.UB_%KJ&R6&^F
MC\M"@M&QM8LP^8`@\\`9R/QK0T>YFO-,MYKB*2.1HU)W[?FR`<C!Z?7!]A0!
M=HHHH`****`"L;7+DVES;20S6L-R8Y`C7<FV/;E=P]<_=QCT-;-4]0M4EC>8
MBX=T0[4BN)(]WM\I%`":1@Z<C"2*0NSN6AD\Q"2Q)P<#N3VXJOK$@A>.19KR
M.1(W;;;!#E!MW$[QCCCWY/6M&"%8(A&A<J.A=V<_F22:I7MW:)=>3<6T\C&)
M@66V>0;3C*Y`/7C\J`)].D:6S5G:8L&929P@?(8CG;QV[5:JMI_E?8U\B*2*
M/+8656#'YCDG=SDGGGDYJS0`4444`%%%17$RV]M+.P)6-"Y`ZD`9H#8EHJF^
MHPHX3:Y;,8(QTWG`_E5RG:PDTS&\07*1-:H+N"WE#EU:2=8R/E([HPQ@GL.U
M3Z)</<6TIDNDN2LFW>DJR#H#C*HH[^GXU+J=Q+;1Q21"%F\S&V5B-PVGA<*Q
MS]!T!I]A<O=0EY!""".(I"XP0".2H['T]*0R'5D5TMU>-IU,O,"@'S?D;CD@
M>_/''KBH/#D'V>TFB:)89%D`>,`94A%&3@D9(PW'KCG&:?K-O;.(Y9;2T=R=
MAGN(0ZQ+@G)Z<9XZCK4FC+&MM(L,-NB"3A[>/8DO`^8#GZ=3TH`74D#RV8,\
MT+-*51HU0X;8W)W*<<`CCUINCV\-HES;PR2R>7-AFDVYSM7@;0.`,#VQCH!3
M-?!:S1"$>-Y-KQ,[*91M/RC:I;.<'`'8TGATP_V>4MX_*C1\!!+(X`V@C!D4
M$#!'`&*`$\07,<-I''*R".5]KAFB!*X/02$*><>O6GZ'-%/9EHI'D5&*`NT)
M(&!P/*^7'Z_I3=7DV7-L/M-_#R>+:#S!T/)^1OR_3O4^EMNCF;S;N7,GW[F/
MRR?E'0;5X_#KF@"]1110`4444`%%%%`!1110`4444`%%%5Y[I8@>1D`'/4<G
M%`$[$*,FLJ^U=T!2S@:20@8=QA!D\$\CWZ4C7!D8<E@=ZY/4\#M^%9E_J"6R
MJNTO<2HAB!7<"P/Y8Z>]:1CJ9RE9!)K.H6_S7T4*PAF0R;CM9LY```)_,?C7
M+7=Y/>.&G??M&%]A5Z[>Y4O>3)(UP'*LY57B3V'49IEE$FJ2K!((K=8U)W1H
MH+'W)(_G73%*.IQS<I/EN+HSE&.RR>9@ZDS*I;RQ],&NDFE0M-N5!B5"'$NP
M]AT-4[/2UBLW^S[I!)")/F4-EO;Y#^AJVY=O-*M\A2-O]8`,Y_ZZ5E-INYO3
MBXQLQZE]RJ'E(2X/0HV<@^_O4EIN^TVP+2\.Z\[0.OUI'@=I)OFC.)4^\ZGJ
M!_LFGP02)<1$A,?:6'4=.?\`8'\Z@U-NBBBLC0****`"BBB@`HHHH`****`"
MBBB@`HHHH`****`"BBB@`HHHH`****`,#68H9M3C$EO%,RB/"B!)792YW;L@
MD`#D=.<\UKV"R)I]LLL:Q2+$H9%`PIQR!CCCVK#U>[:ZO'M?(:6*(#*>7*&[
MC.1"V!D'!4]NM;E@Z2V%O)']QHE*_,6XQZM@GZGF@#*U@L;V2.*0PLT4;%UM
M9+ALJS%3A3A<'U'/X5K6*".QMT!)"QJ,E2I/'HW(^AYJGJ,=HD[7%TEVBA`&
MFAE=5P">"$;/&>I'?K5RSFMYK9&M9A-$``&#[_S/4GZT`9]U=6$EQ/$WVQ;C
M";C';2L5VL2K#Y2.N>>0<=ZT+$PFQMS;,6@,:^63G)7'!YYZ>M96LP2R7L<@
M-TJ#RQ_HK,#(-QW!]O.`.1TZGFM33Q(NGVPF18Y!$H9%QA3@9`QQ0!8HHHH`
M****`"L'7+>SCNTNVL+>ZG\IRT<B#YE&W+EL'[O`Y!//%;U8?B&YMHGABF^S
M.[(P\N680G:<?QY&!QC&#GCTH`OZ1%'#8".((%620;47:JG>V0!['BJ>O6^G
MR/$]Z75@K$%+19CM&,YRC8`S[=:MZ/+'/IL4D3(R$MS&N!G<<]SGGOGGKWIF
MIK&T\`,=Q-+AB(H2HWJ"N<[B!C.WOG\,T`+H80:5%Y15HR7*%5505W'!PH`'
M&/\`]=:%5K`Q-;;H=X!D<L'ZAMQW`_0YJS0`4444`%0W8B:TF$YQ$8V#G_9Q
MS^E35%<",V\HF&8RAW@#.1CG@4T)[&8+&QB-M<,UU^]>/;OD8\]5W#/K_.MB
ML&&>V:YMH)K^:55<>3$]NRDD=,G'./PK>JIWZD0MT*&KIN@B<.4>-]R$(S-G
M:1QC/8GJ"/;T;HL)ALMK6\D+;L'S'#%\``'C'&`!R`>.E3:A%-+$@BWE0^9$
MC?8[K@\!LC!S@]1TZT:='-%$XEWA2^8TD?>Z+@<%LG)SD]3UZU!H5==LH[I(
M&>+<J/\`O'6!)75-IZ!E;OMZ#-,T:TFLI2B!OLL@=L-#''@@J%.%4<D9Z^@Z
M=*OWL$MQY*)(R1[_`-[M<J2NT\`CGKMZ$5!HT%S;VSK=&0N6&/,E,AX503DD
MX!()`]^W0`!JSM&MO(B,667AQ$\NSY&&2J\D<X_&F:#"8;-U,KRG?U>W>$@!
M0`-K<X``&?ZY-+JEO=SRP_9U5XQG>/M4D!'![IU[=?3WXGTZ&6"!EF38Q;./
MM+S\8'\3@$?2@"#6R/LL:C3X=0=I,)!*P`)P3D$@C.`>N._T+="14AN`+:.T
M<S9>WCP1$=B\9'!XP>/6GZW+:16T0O(;657DVH+I@L8;:3DD@XX!'3O3-&BL
MF1[BVMM.C?)0O9,KC'!P6"C\OI0!J4444`%%%%`!1110`4444`%)02%!)(`'
M))K$UV^8PBWMY&6:3A%4<DYQD^@II7=A2=E<LZCJL=HC,S?*`K?*"3C)R3CI
MT_SFLF'5(KY',3$ND>Y\CI\V?\>>@XK,B-E:!H[VX-Q+E`P.6"D'&.1V'X_R
MIMA?VD6I7\Q<QPRHVSY<')Z#`[\^HK=4U8YG5U5SH!$6N?WASB8@CV*Y_#\?
MP-5IK*":T+-;H[_9,KQ\QP>QQ^H!Z]?6S#=VDLI,<\1Q.FT`]25P<?\`U@/K
MZ1W&I65FGE3S*0/-1HU.\G)[@<9_WLU*O?0T?+;4XV\E66<O'!]GC(RL8)(`
M_&KWAN>&WU57N)1%'L(+%ROZC_ZU=2\,-P/M#PQ2LL$;*VT.0`>Q.$'X>]8/
MB2SA-U=7;7D8D+*%ASEF&!SQTK934O=.:5-P?/N;ZE);6WS\T<ELX#/CD<8S
MO.?TIX<M`SH<A[4%2C'MG^ZOOVK*T'4[=X[*TC=DF0,&RJ(O3UY)/3IS6K`W
MFK;YD\S=$Z;@\DBMT]@#^-825G9G3&2DKHEE#$S;3)TCD^[)Z_4>GUIVV03$
MG<`MPIZ'N!_M>_\`]:H!&98<^4&,EK_S[G.1_O'WZ'\ZE\K,[#R,<PO_`*M!
M_%]<]OPJ2S4HHHJ"PHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"
MBBB@`HHHH`RM4DMA<!7ANY)0$#&VE,>`S$+DAESSGCG'M5^S>.2S@>)#'&T:
ME4(`*C'`XK(U&\:*YFBNK:PB5U7;-->F(R`,Q7!V9!!YX/&1S6K8'=86Q$'V
M?,2_NO\`GGQ]W\.E`&%K`GCU(R&4$C;Y8#!B@/`X\ARN3D=>?TK<T_:]G%,,
M,TR*[OW<[1R>!V`[#Z"LO5_,-[(D9D@W11GSELY)\E68C&TX!!YYSG(K6L4$
M=C;H"2%C49*E2>/1N1]#S0!CZM>O::JPMKBQ@F:%/,-Y+L#+N?&WCK][/;D<
M5KZ>BQZ?;)&59%B4*5?>",=FP,CWP*R=7G8W,H_T]EC$>Q+>*8;CN)?E1@Y7
M`&3C/IUK5TX.-.MA*6,GE+N+YSG`SG/.?KS0!9HHHH`****`"J4]A)+=>?'?
MW,'RX*1["N>.?F4^G^><W:Q]6GC:ZC@,4H<*Q\Y;660J..%9.A/L>PS0!HVA
M_=%#+-*R,59Y4VL3GZ`$>X&*J:A#>37*B*VMWB53AS<O$X)QT*J2!^/-/TI9
M1#N:>XEB(P@N4VR`@D$G@'!XQGFH=72:6[MHK?87='#+(VU63*;AD`X)X['C
M/3@T`7;&.2*U5)8XHV!/RQ,64<G')`R?4XZU8JCHX0:>H10JAY!M7[JX<\#V
M';VJ]0`4444`%1SL4@D<.J%5)W/T7CJ?:I*ANX3<V<\`.TRQLF?3(Q30GL9E
MK;W-M<"::[M)7=E#.R'>03PH^;`SVXK9K%.G70G22>YM@I>'("$9V'(`R>IS
M6U52(@K=#$\0WXM6M4W&-BQ82>9&N!M(.`[+D\_0<=>AE\/O#)!<O;*B0&;Y
M$1T;;\BYSL8C.<GKGFK6I!3"BF*XE+/@+;S>4V<'ON7(]L_A46C%6MY721VC
M:3*!Y_.9!@`@MD]P>,FH-!NN(9((44*[-+Q"T7F"7Y6^4@LH]^3VI=$01VTL
M?DPP.LF'CB@$04[0>0&8$X(Y!_E3=9O[.W$<$\EOYSG*++.(MO!^;=U7H1D=
MSBI='ECEM6:(VQ&\@FWN#."<#EF(!S]?:@"OKMI:RM;3R6D-S<+)B.-XP3+\
MK?*3V'4\\<4_05A%O,T$<,(DD#F*)<*F8T..V>,'.!UZ5)K$D44$4MR$^SI)
MF5SU0;6&5(Y!R0..<$TS0IK6:UE:Q\LVHDQ$5.21M7[V3G.?7G&*`%U2[CAD
MBB:ZO+=V^[]GMS)O//&=C#/!.!S4NF3++#)MN;BX*OM8W$7ELIP#C&U?4'IW
MJ+6BZP0F+S%D\SY98XFE,7RM\VU>OIZ<TNBJXMI&EF>>1I,M(]N\)8X`^ZWT
M[8'MUH`T:***`"BBB@`HHHH`***R]9U.*R$<+3"-Y2"2#RJ9&3^/3\SVII-N
MR$VDKL74Y/-A_=MTR5R.,@9#'U]OS]#6:D$-LTC;R\K`LS.VYFPP_(?I^58F
MHZW-<YBM\Q0XQ[D8Q^'X5F"23Y_G;Y_O<_>^M=,:3MJ<<Z\;Z*Y=UJXMIYS]
MG4%M[,T@Z-D\=LG_`#]2[2].#2+<7\82SSM+2/L&=N1[G\*IVB6[38NI'2(`
MDE!DDXX`JVEQ;WI/]I33><SJ!+_"B#KP/\*U:LK(Q34GS,2_O8#=6LMHH)@1
M0=T8"LP]O3ZU2NKF6[N7N)VW2.<D@8I)5197$3%D!.UB,$BF8JE%(B4FSH[3
M7;5X62Y4Q[+;R@S9D9V]NP_*LO7;^+4KY9X1(%$87]YC)(SV'`K/Q24E!)W1
M4JLI*S);2ZFLKE;BW8+(O0D`_P`ZT;/Q#=PW2S73R7*KNPGF;!D]^/Y5DTF*
M;BGN2IRCLSL[?4]/,%JTL]K'^Z96C9&<KG'&<_S_``JY#/;6\MD9C&AN(T1,
M6Q&YLC`![=1UKS^M#3;B>;5=/26:214GC"!F)"C<.GI64J*[G1&N]K'I=%%%
M<9W!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110!E:@
MMR]ZIMS))Y?EMY<<NS;\QW%AD9!`QWZ=*NZ>7.GVQED663REW.IR&..2*Q-;
MLK7[8SR16T1?RRI\B-GF)8[\!@2Q"X.`,_7I6UIY<Z=;&7[YB7=P.N!Z<?EQ
M0!FZKY)OB9;7[7A%4)):RNL9Y.Y2J,"3D9Z=!S6I9*4LH%+O(1&HWNI5FXZD
M'D'ZUGZA%YM^R?9Y9M\2C8W^IDP6^\=IQC/3OD<'%7M.&W3K4;77$2C;)]X<
M#K[T`9FK6CWE\ZI;PW!1(7VSMM50'8G'!Y8#!X''<]*T-)V_V19[""OD)@@8
MXVCM5"_ATZ.]VMI-E(6*-+)(B@_.Q7(^4[CGD]*T["2.;3[:6&,1Q/$K(@&`
MH(X%`%BBBB@`HHHH`*R-;L[.X>)[E9=P!`,5F)R1[YC;'Z=ZUZQ-?6`3032V
MD5X\44A$,J_+MRNYLX(&..V3GB@"]I$)M]/2(KM`9]H\M4^7<<?*H`'&.U4/
M$%FMRZ"><>61Q"(II"<=3MC<9ZCG''K5O1;2VM;5S;Q0HS2.',4>WD.W'OCD
M#^E4=7O3#JB(MW90NL;%6DN1$Z@E<@Y5A@XSR/Y<@&GI2+'I\2+*)0N1N&X=
MSQAF)&.F">W;I5RJ6D/')IZ/'Y9!9R3'(9%8[CDAL#.3GM5V@`HHHH`*;)O\
MMO+*A\':6&1GMFG5%<N([661G,85"2X&2N!UQ0)F?=17C>1]KN+58Q/&?DB8
M$D,,#J>M:M8\D8:2(7&IRR!)8FV&-1R6^7.!W(K8JI$PW9EZ[S;P+O,6Z4CS
M<\1C8V2?8C([=>H.*=HDHN+>2<1[!(RL,=#^[3I[`\?A3]5$!BA^T17+J)>#
M;^9N0[3S\G..WXU)IWD>0WV?[3MW<_:?-W9P.GF<X_2I+%O9)8FMVB.?WGS1
M@@&0;6X&>,YP>HZ4ZT-PPE>X4H'?,<9()1=H&#CC.03U/7K537;>WNH+>.\"
M-;F7YT(RS?(V`H`SG..G.`:@\+VL=II\B1(J*7#$*V[)\M,GVSU`]".G0`%C
M6?NVH1Y(YC-B)D*CYMC=2P(QC/8GI3M'N#<6S,9IIB"OS2[<C**V!M`'\7YY
MIFN1QM:HTT$LT(;$BI<>5A<'D_,H/('4]ZDT>*&&SV6]O-;QAN$EE$AZ#H0S
M8'MF@":]M%O/)63!B1]SQL,AQM(P1]2#SZ55T2U2QBFM@]N9%=2Z0G[OR*`6
M'8G;G\>_4RZGYI2!8G(#289%?8\@VL=JGUR`>HX!YI-(^T_9V%VX,H*@KN#%
M#L7()'<G)_&@"_1110`4444`%%%%`#)9$AB>60[412S'T`ZUYOJ=Z^HW\ER^
M<,<(I/W5["NJ\87GE6"VJ?>F8%_91S^&2/T-<<!770AIS'#B9W?*-Q2XIV*>
MT,BQ+*481L2%;'!QUKH.0BQ28I^*,4`1XI,5)BDQ0`RDQ3R*;B@!I%)3J0B@
M8TBK>D?\ABR_Z^(__0A56K>D_P#(7LO^N\?_`*$*4MF5'='IU%%%>:>L%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`57N[HVRAA;S3`@D^4`=N/
M7)%6*HWZB6:"W\^XB:7=Q"5Y`').0?;IZTUN3+8DL;S[;'YBP31(0&4R`#<#
MZ8)JU5#38TMGFM%FGD\D(`)2I`7'&,`>XY]*OT2WT"-[:F+JD-TU^6M[>5U*
MQ$NFQN4<L!AG7'UYZUI6,0@L;>)0X"1JH$A!;@=R.,_2J=](MO>F2*9UFDC5
M9`MJ\_R@MC[OW3RW7\JNV<<<5E!'%O\`+2-57>"&P!QD'&#2*,35)#)J1/V:
M4O"8RI>WD=5PQ)*E5/48!Z?I6U8(8M/MHR[.5B5=S(5+8'4@\CZ5EZM>6\.H
M^5=7#*OE*R(MUY&"2V2?F7(X'KC'3FM6R+-90&25)G,:EI$.5<XZCV-`'.ZK
M/!=:G+%>R:<4@`\M'U)XBIRW)PO7IQVQ[UT5DV^R@;!7,:G!8L1QZGD_4\UG
MW>JW%I=O'-#80K@%))[PQB09/`RG48Y';(K1M)7GM(9I(C$\B!FC)R5)'3\*
M`)J***`*NHF=;&4VV?,&,;1DXR,X]\9K/M)_/U4/;7,LR.6,BG<$C7:,#!X#
M9_F:TKZ18K21VN/LX4`F7`.WGW_+\:R]*NY;J\#-JB/"<[(6\OS'XZD`9'KC
MK6D5[K9E-^\D;E8VM7$,<@6^L2]N5($XG2/KC*Y9E//<9YP.O;9K+O[NRCNU
M8ZG:6UU"I3;,ZD`-@G*Y![#O69J7+!D:SC:*$PH1D(2I/7KE20<]<Y[U4U26
MZCN8/L3;IBCYB\H/N7*\Y+J!CCOWJSIP@%FIMIUGC9F;S$8$,2Q)QCCJ3536
MF;=`BJZDACYR02RE>GR_NR",Y]?X:`+EA,\]HKR,K2996VILP02",9/3&.IJ
MS5#2+A9K78()(6C)!#0/&#R<,-P[]>I(SS5^@`HHHH`*ANXTFM)HI&VH\;*S
M>@(ZU-4-VL;VDR3';$T;!SZ#'--;B>QEKI\?F03R:C(ZRM&5!10'V_,HZ?6M
MJLC9*PM4N[FV-NLB&-DSNE(^[[=<=*UZ<B8*QFZU.88H1BY96?YTMU<NZ[3P
M"HX.<'J.AYIVC2-+;2,5N$C\S]VEPKAT7`X);D\Y.<GKUINMJK00!@0/-_UN
M]U$7RM\Q*D'';J!S1H4HELBZK(%8@@O*\F[**3@L2<`DC\*DL?JSPQQP/.74
M+(=LB'E#L;IZD_=P>I8=\4S18Q#;20F(H\;A6R^_=A%QS@=L#IVI-<SY-N?+
M>5!+\\:QLX8;6X8*"<9QV/..*70E=;(^8TC-D`AXW3&$5>-X!/3.<=2:`&:_
M(D,%M(9(8Y5FS$T[A8PVQOO'!XQGISG%0^&KBV,,ELMU!-<H1Y@BE#*<(H!7
MOC&!GUS5W59Y+>"-H9`DAD``/(;@\$8)/&3A>>.PS1I4TL\#M-()'WC)7&SE
M5(V]P,$?>YY],4`,UB*YDCA:V?8R/NWB+S&3@C(&X>I&,'KTI-#*M:RO]L2[
MD:0^9*L9C.X`##*2<'@<<?2DUQ/,AMU!4N9?EC:+S!*=K?*1N4=,GDXXJ729
MS/;',D3[2,>7$8P`5#`8+'LP[T`7J***`"BBB@`HHJ&[F^S6DT^,^6C/C/7`
MS0#=CD?$TK27+%NC/M4$#*A./U)8_E6(!4]S<-=2*S*JA5"*J]`!48%>E"/+
M&QY%27-)L:!@@X!]C6WK,T=[IT5Q"K",3,H#+C'`/T_*LJ:$PRM&65BIP2IR
M*DN)(Y2@BB\I54`C=G)[G\:&KM,(RY4TRKBDQ4NVDQ5&9%BD(J4BFD4#(R*:
M14A%(12&1D4VI"*:10`PBK6D_P#(7LO^NZ?^A"J]6=*'_$WLO^NZ?^A"E+9E
M1W1Z;1117FGKA1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%5-0A
MC=%F>X-L\62LH(&W/7.>"*MUG:Q%:/'$]T9!(K?NO+!+;O8<YZ>E..Y,M@TA
MX)/.DAFEN&8C?.ZX#D=A[#V]:T:S-$R(9E\[S1YA;YHRCJQY(8?C6G3EN*'P
MHP-9;RM1WD;P8D7:EQ-$RG<V"?+4Y!S@9[YQ6Q8N)+&W=?NM&I&69N,>K8)^
MIYK)U<R&^DCC9X2T4;>:MI)/R&8KC:<`@\\@YR/2M6P54L+=4;<HB4`E2N1C
MK@\C\>:DLIWXN#>\6UY-"(U*?9YEC`?+9SEE)XQUR/:K6FR7,EE']L@>&=5`
M<,5.XX&2-I(QGZ?2LO5]:BL[Y4-_'$J&,&-60ELM\X8')&%P1T^M:>E`#2K7
M"11YB5BL6-H)&3C'&,^E`&=K*K]NC<#S95\M@ODR2>4`Q)(V*<;N1VSBM2P0
MQ:?;1EV<K$J[F0J6P.I!Y'TK+U:)&U'<TXM#Y2CS6DD42\M\HV.HR/Q/S=*U
M;(LUE`6C>-C&I*.Q9E..A)Y)^M`$]%%%`$-WN^SML:)6X`,HRO7OR*KV\%XD
MZM*;/8,Y\N(JW3L<T:Q'YNFR+Y@C&Y&+DXP`P/\`2H[?RDO_`"?[2N)94ZQN
M5VGCV4<\YQFK6QF_B-*L/6[J:UOK=XI+"&3RW$<EW,54C*[AC;[+_%ZUN5FZ
MI<M%/!%]I>!)`Q+0J'D)!7`"D'(Y.<`]NE0:$ND'.G(WF12%F=BT,@="2Q)P
M0!_+\^M1:G-<K/!#;B?#J[,;?RM^05Q_K#C')_2K5BT[6JFX!\S+=0`2N3M)
M`Z$C&:HZY;6EP8/M7G97=M\JT$_IG.4;';TH`O67F?94\[SM_.?/V;^O?9\O
MY58JCH\)@TY(]NT*S[1Y:IQN./E4`#C';Z\U>H`****`"H[AREO(X9%*J3E_
MNCCO[5)4-W";FSG@!VF6-DSZ9&*:$]M#,@T^.RGCN$N8FD+`.'4!?F/\`'W3
MZ>M;-8PTN\:X626X@*[HBP6,@X0Y&.?>MFJD[]2(*W2QFZVTJVL?E*[`R?.J
M&121@]XU9ASC^7>HM"FN91.LBJ($?"[I96=#M7Y3YB`GJ3G/?%6=6:X6&(V[
M3K\_S&!%9B-IP/F!'+;><<>PS2:3%<0QSK=N9)O,R9=NW?\`*O..G'3CCBH-
M!-5,X,"V]Q-')*Y150H%)VEN2RL>BGH*9H5S-<VCM.[.P8$%G5C@HK#[JJ/X
MO3\:=JJ.7MWCN;M'#D)%;B/+MM/]\8Z9ZG'XT[2(&@MY`R7"%I"Q$_E@\@<@
M1_+C/XYS0`S5)H4D@CFCNL[BT<L$;/L.U@>@/8XP1W]N)-)CMXK4K;"?`(#-
M/&R,Q"@#A@.P`X&.*7585EME:1H?+C;>Z3G$;C!&&/ISGH>@HTRW%O"X7RE5
MWW+'"<I&,`87VXST'6@!-4AEEBB\J`3%7SMW;2/E(!!ZCDC)'.,]>A32;-K"
MW>W)+(K_`",<98;1UQ[Y`SS@"FZRVV"']QYH,N-WDM*8_E;Y@J\^W;K2:5&X
M^=+NZEAY!2YC92#QC;N`;'7KG]*`-*BBB@`HHHH`*R/%$JQZ+*K9S(RJOUSG
M^0-:]8'B]U%C!&3\S2[@/8`Y_F*NFKS1E6=J;.7MK=[B41QXW$$\G'05MP:3
M'"\+,59E.7##.?NC\AGN/\*DTRT@2,2P[B[HH)8<`D<XJZY"C/?DKQW^8\#\
M![_2NF=1MV1RTZ22O(S/[/9]+V2`H\1>0``'(VY&?R_^M6.R,K%6!!'4$8KJ
M=Q+,1MV*>22,#)8=>@Z^Y/K5.YLI+U`854MG<7)/(*@_>/7I50G9ZDU:5U[N
MY@[:3%:CZ/=><8X4\X`#YU^[R,]:H;:V33V.6491W1"12$5,5IA6F*Y"132*
MF(IA%(9$132*D(II%`R,BK.E?\A>R_Z[I_Z$*@(JQI0_XFUE_P!=T_\`0A4R
MV9<=T>ET445YIZX4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!5#
M4]T3P7:/$&B)7;*^Q6#=L]CP*OUF:M&XFM[@&UV1AU87+[5);&.Q]#^=5'<F
M>Q+8))Y]Q/.8UFE"YC1MVQ1G&3[\U>K-T2SELK7RY$@Z#$D3%B_N<@>V*TJ)
M;A#X3`U5;:VOV9IH4>5`6\[59(#U/11GCK^M:^GL'T^V80^2&B4^5G.SCI^%
M4+BTOOMSW$$%J[>8K)*\[*X3`!3&PX!P>_?.,UJQES&ID55?`W!3D`^QP,_E
M4E&+K5W+:78W7SV\;Q@1JCP+\V3DMYG)'*]/0UHZ:9S;YFG%P#@QRC;\ZE0<
M_*`.N<<=,5GZFEW'>RW,%S';H(T5V:Y5!@%L$AHFQR2,YYK6MBQM8B[AW*#+
M!@P)QUR``?R'TH`QM6TN"ZU$RSZ2]XGEKM>,QJ0V3G.6!/&WKD>U:6E&;^SH
M4N+8V\D:*A0[,9`'(VDC'Y?2L?Q!-:0ZD/MIME0Q+L:YLVN%)RV0N,8/3/KQ
MZ5N6#1O86[0E#&T:E#&FQ2,<87L/;M0!8HHHH`J:DL;6+K,YC4LH#`9PVX8X
M^N*J00PQW=N'N?,E6:3=A,;I"N3]`%SQ]*MZFD3V$@GF,*`J3(!G;A@1^HJM
M9Z<OVA+L7SW"[S)T7#,5VYR!Z5:^$RE?FV-2L[5[6>[C2*'?@YW+N"QM[,?O
M?]\^_M6C6;JUE%>@K-+&J""0!9.0"=N'Q_LXZ^_:H-2SI]NUK8PP,L:LBX(C
MSM'TSS65KZQPW"W!,BOY+MO^T2(O&WY0%8`%OZ=#6CI$21:=&(S"49F<>0<H
M`S$X![@9QG^72F:M%;>3]IG+AXE81[+AHBQ./ER".N!0!)I8460"(R)O?;N9
MF+#<<-EN3GK^-7*BMXTAA6.-G91G!>0N>OJ22:EH`****`"HKF7R+:6;:6\M
M"VT=3@9Q4M07LQM[*>90"8XV<`]#@9IK<3T106>\@%K/-<I,EPZJ8U0`#=_=
M/4X]ZUJQK(V"SQR1V%PDK8`8P/M7/7&>`*V:<B8&9J\]W"BFW\E1GY6>9@Q;
MGY=@1MW';K],9J31Y)9+5FGD220L"S)*7!RH(ZJNW@C@#W[TS6LB&`K\C"7B
M?G$/R-\Q'<=N>/FIGAW:=.RB,`=GSL<[_P!VO/X?=_X#4EBZ^(OL<9N$B-N)
M,RO(BOY8VGY@&XSG`Z'J>*C\-30SZ<SV\=ND98<0*JC.Q=V0.ASG\,5+KA>.
M""92ZB*7<SHT89!M89'F';WQSZT_1KD75J[^=+-AR,RM$Q'`X_=<?GS^E`"Z
MK;7%Q'"UHL1FADWKYK%5^ZPYPISU]OK4.@12P6\T-P$\Z.14<H^Y3B-`,<#'
M&.*37M.BU%+:&6'S=TA`+,^Q/E8[BJD9Z8Y(Z]:9X801Z<R(JJBN,*N_"_*I
M(^9CT)(..,@]\T`6-6,+&W2X65X@Y9T2W>57&TC!V@CJ0>?2HO#UNMO92*J;
M`7''DO'G"JN<,`<G&?QQSC-/UR,RV\,:JLC-+Q"\0D67Y6X(+*/?D]J;HEO>
M0++YZI#"S96`0*FS@?=VR,`.#QUR30!JT444`%%%%`!7->+QE[($X!+_`/LM
M=+7.>+T)2T?!VJ6!/;)Q_@:UH_&C'$?PV6+96AMHXR"&3.2>N!P/\_\`UJ78
M/NN,C[K>G8<_]]'_``%%K,MQ;B1FP'(7./IG_)I7?*%D!SC=GDD#+'J.G0=Q
M^%5K<G2PD3.Z[B.&7<I/RC^$]3QW/(%+;QJLJ$(K.-H+8\QOXAU/`Z?SJM)(
MT<BQPX23!RS*N"!G/.2<\"IQ>1/&TA*YPS!78DDAL@8%6XNVAFI*^I8N;C[-
M;^:R;V4*=CR`$YR.@XKEF0EB0N`3T':M&YN'N=NY$4)G`08ZU!MK:G'D1S5I
M>T>FQ2*TPK5\0F1@JJ68]`!DTMO8O-/CRV9$(\P#J!GFM7)&"A*^AF,M,(K3
MU6U6VOI(XT94&"H8Y[509:2=U<&G%M,@(J,BIR*C84#(B*L:6/\`B;6?_7=/
M_0A4)%3Z6/\`B;6?_7=/_0A4RV9<=T>D4445YI[`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!63K),4]K/^X94WKLEW'<3CD``],'\ZUJIWEI-
M-<03P7"PO$K#YH]X(;'N/2JB[/4F:;6A%HJ31V*K(8&BZQ-"Q(())QR!TX%:
M-9VCJ(DE@%['<B-L_(F-I)).3DY_I6C1+<(?"C!UIHQJ"M_K)8Q')M,$C^4`
MY.X%5.-V"#TZ5I:5)&VG0I'*TOE(J,S(4)(4<E3R,\'\:HZQB.\621K54=`H
M\V^>W9B">#M'S#D<'W]:U+>,1QY\M(W?#.$.1G`'!P..`.@Z5)1G:A(L>HAX
MK599T6(,SS%!AV95X`.2#GDCC/![5=TQD;3+5HT$:&%"JAMP48'&>_UJEJES
M*+AK8(!"T0+,UC)<+)DD%?E(`QCH?[U:5N2UO$3U*`GY"G;^Z>1]#TH`S=17
M=>3+;P337!CB8[`A";79ESN9203G@'MVK0LH_)LH(L.-D:KA\;A@=\<9^G%9
MUSI=N+V28Z3;W22J.!%'E7R=S$MC.<CUZ=*T;*)H+*"&39OCC56V#"Y`QP/2
M@">BBB@""]F,%J\BF($8YE?:O)QR:S-.BM/MXG%_;O.P/[FV950_@#EC6I=^
M;]F?R(TDDQ\JR'"GZUG:;:7,-SYMS:1&5^'G$N2!Z*NW@?C^=7'X69R^)&O6
M/KF]9[5T59``VZ+<^YQE3T5&)&0,\#L,X)!V*R=3F=+Q-EK<@I$Q%Q#)$,#*
MY&'.,=,Y''&*@T+>F'=9*V%!=G8A7+`$L2>2`>O;`QTK(\1W"QW,:2*8]T$D
M:RL\04AMN<!G4YXZY'X]M;261]/1XTV*Y9AEU<G+$Y)4D$GKP>]5=9U"YL2A
MB5(X_P"*241E2>P&Z5,'\Z`)]&<2:<L@_C>1C\ZMR7)/*DCKV!.*OU4TL?Z!
M&V&&\L_.WNQ/&TD8YXY/%6Z`"BBB@`J.X,0MY3/CR@AWY&1MQS^E257OT$MA
M<QLVT-$RE@"<9!YP.M-;B>Q,FW8NS[N./I3JPK9](CGMXU>X$Y("!C,`2/8\
M8_2MVG)6%&5RGJ,?F+"!<?9W#G:VW/\`"V?IQD@^H'7H6:2MJL4WV,XB,F=G
MEE-IVCL?7KGOG-1:['YMO`@8;S+\J&,OYGRME>&7'&<Y(&,@]:DTB7SH99#)
M'([.&8I$8^J*1P6;L1WJ2B/5FN%N['RK>&5?.^4O.4PVQ^HV'C'<'.:;X?CE
MA@N(9_+\R*4(?+?<,!$`[#G&,^_H,`.U^<062"0J(I)-DA+1@XP3QYA"DY`Z
MYXS2Z#+%)8$0.[1H^T!C"=O`X'E?*!S]?TH`L:E&KVV7:!`AW>9,.$X(R.1@
M\^HZTMA#Y$&W[5)<@G(9V!P#V!ZX^I)]ZHZ]=V\1MD-S;QW2R;XEFE55'RL,
MMGG'49'?%.\.+ML&S/;3-N`9[>;S%X15'88.`./\:`':[&)8($.QV,ORQ/#Y
MJR':W!&Y1[Y)QQ3M#$0M'$*VZC<&(@M_)'*JPR,G)P1S_A3M9(6T1S&DFQP<
M,=N.",[\C9U^]]1CFDT1=MHR^4L.UL;%R=ORC'S$G?QCYOP[4`:-%5-0N)+>
M)#&43<^UI9%)2,8)W$`CC@#J.M-TR5YDF=V63]Y@2IG9(-HY4$G`[<'&03WH
M`NT444`%8OBI&;3$*@D+*"WL,$?S(K:JCK47G:1<J6VX3?G_`'?F_I5P=I)F
M=57@T86CN&B9?F\S!()SSP!QCT&*M7S^7"Y&.,J@D&>X&!D?6L_31,;.5[<X
MDAR<9Z@@9_EFI;F02(RDJ""C*,`$@@D_J?6NOEO,X>>U.Q`"S(BD\(,#BG`4
MBBK5K$I)DE`\M.=I.-_L*T;L91C<@`I<5.(?,265,*B<X)YP34MA;>?+N(4H
MA&Y6.,YJ7))7-%!MV$TV*4W22QJQ5&&XC'&>.].O(KFUDFF1F2.5RI.1D_YY
MK36".)6\N)5R&SB0C.#Q4&J)FTD.U/E<'[^3R*Q52\C=T[0,=K6>\AFNFD#&
M,<[CR:S&6M^/_0;</MCF\]>A_AQ_^NJ]XL5[%->-(D4BX`B'\7^?Z5O&>OD<
MLZ:M=;F&RU&15AA43"M#!,@85/I@_P")K9_]=T_]"%1,*FTP?\36S_Z[I_Z$
M*F6S-(?$CT6BBBO,/9"DHII-`#LT9J(M2;Z`)LT9J'?1OH`FS1FH=]&^@";-
M&:AWT;Z`)LT9J'?2[Z`)<T5&&IX-`#J*2EH`*I:E8?;XT7SFCV'.WJC?[P[B
MKM9FK72136T$MR;:*7<SR`X/&.`>W7]*J-[Z$SM;4?I%M-9PR03)$HWEU:+[
MIR<XQVQ6A69I-TLT]S!%<FYBBV%)"<GG.03WZ?K6G1*]]10MRZ&-J,TL&I[K
M8QJ62))FEY`4NP!4>H).<G'2KVEF-M*LS"&$9A0IN.3C:,9JEJ5F]S*8[BUF
MNH3,)(S$ZKL&T#!)8$<Y/%:5HDL=G#'.X>58U#L.[8Y-269]_;VLMXRMI$-S
M.R!EEDB&UNN07VG&`![G/`J_9D-9P%8?(4QJ1%C&SC[N.V*QM3B%O?,T9NY_
M,4,8EN;D",Y//[L-C/3'`^7BMBQ4I86Z-(\C+&H+R`AFXZD'G/UH`S-5P;]@
M(?/&R)98I)`L;;G94R-I)P<^@^N*T-*(.E6A7.#"F,MN_A'?O]:H7]C>WMQ+
MYUO!);,NQ8Q?2QY&3DL%7G((X.<8]ZU;=#';Q(5VE4`(WE\<?WCR?J:`):**
M*`(;I8'MV6Z"&(D`A^AY&/UQ4-OIUA#-YMO;Q+(A(W*.0<?X&GZA;M=6;11N
MJ,65@6&1PP/]*J::EPMQ,PN[29))"\@B4Y!P!@?-QT%6MMR'\6QJ5B^(',30
MR_=5(W=F;.QL%3Y9_P!X@=Q]WN"16U67JX9Y(8XH3),0Q!0?.JY&=K;EQU'?
MTX-066=-(-H6"E0TLC#/\0+L0?H>OXU6U65H;JW>$@7!1TBW+N5B2GRXXY[Y
MSP`3R*MZ>LB64:S&<N,Y\\J7Z]]O%9NMSSQS+O""W568*EU+&[8QEB(T)`&3
MW(Y!-`%[2018`,,/YDF_!R-V\[L<#C.<<=*NU1T>2273D>5MS;G'\1P`Q`&6
M`8D`8R1SBKU`!1110`5'.Q2"1PZH54G<_1>.I]JDJ"^C$MA<1LZQAXF4NW1<
M@\FFMQ/8S;6WN;:X$TUW:2N[*&=D.\@GA1\V!GMQ6S7.QH);M"VJ:>^YXLJA
MY.PY`'S=3FNBJID4_(S=;)\B'F&-?-^::921$-K?-D,"I[9R.M0Z*9H'%OMA
M:W969'BC9<[=H!)+-G(/'^[W%6-65'6V62-IE,IS`H!\WY&XY('OSQQ]*A\/
M6LMI92)-:_9F+CY/EYPJKN^4D9.,_P"/4P:$NIW&H1-$MC;>:&/S/M#;1@]B
MZ^W?U]JDTM9A%+)<Q/'+))N8,JJ#\H&0%9N..YS3=3GN8!%]F=-SDJ$,)D+G
M!/!WJ!P#UJ/1)Y+J*:>8OO=EX*E1C:""%WL!P>V/I0!+J+7,>R:.]MK6%.9#
M/'N!X/?</\_E3M,F\^&23[=;WF7QNMQA5X''WFY[]>],U6WNKA8#:$*\;[PW
MFA"#@CNC@\$]JDTZ.[C@87LF^3=D'>&XP.X1/?M^-`$>JBW$<,MQ=16QBDW1
MO*0%+;6&#G&>">A!J/1/L:0-%;7T-VXVES&X.,*%'`)QPHI-=G%O#;RK+#%*
M)OW3SL%C#;&^\?3&>G.<4W1U%P?M;3V\LBEU)MIO,0EMI/.!C[HX]\\YH`?J
M]L&\NZ,LZ)$?WJI=-$&7!X^\!G)!SQTZU)I,;1PRDF38[[D62<RLHVC@DD]\
MG`)ZT:J@,4,N&S#)O#`*0IVL,L"1D<]N<XJ/05MQ8;K:X-PI(#/L*@E5"\`^
MRB@#3HHHH`*0@$$$9!Z@TM%`')Z8K6=]=6[?.4!&UL*),'WZ4EW:M"XDSF-A
M\H.?E'/'Z58UZ+[)JD5X%W)(/F&>I'!^G&/UJ.6>!]QC(\LNI5`.A'7]#_.N
MZ+;M)=3S)12O!]"*WC$LJ(20&.,BM<PV[HB-M&U20F\@C(!SS]*JV[/#/.D<
M:M\Q&.A`ZY]^E5Y\B=U)Z,0/IFAWDRXVA'8T[V&!+=0Q=0@81]",]:HPP3'9
M*D;%<YSC/2A9$-B8R0'#Y'R\D8]:UXC&`@78@."`LA'4>E9MN"L:)*;N/X+]
M$^]CF(]Q44J++`R,Z*&122$]^M+#.)BPC$N4*@_,#S4F)"#S+T8=%]>*QU3-
M]&BM;O)#<BUP/*3*B38><C.*J/I=N82WFREO++`!.X_"M4DAB0TOWE/W1WX]
M*B696G\CS93(-P*[0/QZ5:DUJB)0B])'(2+@XJ!A707^DLXC:SA?[F6W$?YS
M63?64UE($G4`D9&#FNR,XRV/-E2E#=%!A4VFC_B:6G_7=/\`T(5&PJ;31_Q-
M+3_KLG_H0HELPANCT&BBBO,/:$-,QNSSBG&D3J:`&&$G^/\`2D^SG^_^E222
MQQ@EW50!GDTAFB$8D,B!#T8MP:`&?9S_`'_TH^SG^_\`I4H96)`()'7!Z4M`
M$/V<_P!_]*/LY_O_`*57N-:T^V;;)<J6'9,M_*H4\1:8YQYY7_>0T`7OLY_O
M_I1]G/\`?_2GP3Q7";X)$D7U4YJ2@"#[.?[_`.E'V<_W_P!*F)`ZG%+0!6^Z
MY7.<5*IJ&3_7M4J4`24M)2T`%9VI:@+&Z@$DB1QO'(3N[L-N/YFM&J5]=&VN
M;4R2"*W8MYCGIG'R@GMW_*JCN3/8@T?46U!Y,NC!88F(4='(.X?I6I5&QNC<
MW-T8Y!+;J5\MQTSCY@#W'3\S5ZB6XH;;W,/5FD&I(F=Z,B*J+=30E6+$9/EJ
M1@\`9QT-:UFP:S@8<@QJ1\Y?M_>/)^IYK"U9WN;]E@>YMA&$W2"PEE$A5B0.
M,<`\Y[[NM;=A&L-A;QH,*D2J!M*\`>C<CZ'FI+*&H0K-J+>5"QF6%3(_VR2`
M;,MC[O7!W=?7K6A92)+9021APCQJRAR2V".Y/4UGW5K>SWCRR65E/&`%B$MP
MWRX)^8#80"01TYXZUH64<L5E!'<.'F2-5=@206`Y.3[T`9&L1+)J7[V".11$
MNUI=/>Z7.6R!M^Z>F?7CTK8M`%M(0H50$4`+&8P..RGE?IVK(UF'[1>2*EFU
M](D<3K'\FU,.QY+,,;@",@'ISGI6IIT30:=;0LNUHXE4K@#!`''!/\S0!9HH
MHH`JZG#)/82Q1??8#C.-PSR/Q&1^-4[=!+?V\EM9/:I$K"0L@3<",!0._//X
M5H7=P+6V>9E+;<84=R3@#\R*K0W5TMS'#>PQ)YV?+:-RW(&<'(';/Y5:O8B5
MKE^LW4]-M]1GB6>;#!240Q1/Z9(WHWMT]JTJP]?59V1!;Q7!CCD;'DK*X<;<
M#!!(!SR0/3D5!9J65JEE:I;QG*IG'R*O4YZ*`._852U"9'O?L[Z==SL\+H&C
M9`K(=N[JXQSMZ^^*MZ;'Y5FJ>0D"AGVQHH4!=QQP.AQC/O6?XB.!"7::*+#`
MS02QQ2*<C`#.1P><X]!0!>TLJ;%2JS*=[[A-C?NW'<3MXZYZ<57U2_FMKB.*
M&.X8.I#-';NX0DC#9"G.`&X]2,C'(FT8QG3(C"S,F6Y8QDD[CG)C^4G.>GX\
MYJKKD`N62'RGG9X)0L*A3@Y7#_,0/E_/GCO0!<THL;%2P<$NYR\?ELWSGDK@
M8)ZG@=:N50T55334"HD?SR9C0<1G><K^!XSWQ5^@`IDQQ"Y\LR?*?D'\7'2G
MU7U`R+I]R8MWF")BNWKG!QBFMQ/1&3I22V\[[]/GBCD?Y(PJE(N>N2<_D*WJ
MH6[ZF1%YD5KLXW$2-NQWXV]:OTY.[)@K*QFZW%%+;Q)<>2L'F?O))E0B,;6P
M1OX!S@9P>M5O"K1/I\IA:)E\W!,:(HW;%W#"`#KGGO[C!JWJ\<[I;M;I*S)+
MN)AV;U&UAD;SM[XY]:ET[S_(;[1]IW;N/M/E;L8'3R^,?K4EE77;I+6.W9I%
M0^:2&WQJZC:PROF$+GD#OP32>'/L_P!AD^S22.OFG)DDB<YP.,QDC`&`!V''
M3%.UV]2RB@9[W[&AD_>.NPL5VGH&!SSMZ`FH]&N9KF4R)>M>6K!_G;R_D(*[
M1\H&"03P?0=.E`%C5XI)8(MD;2JLF7CZJXVL,-STR0>AY`X](]`(:Q)%RL[!
M@K!<_(555(YY!XSR!UIOB&X@AMX5N988XGD^<R;20NT\A6X)SM['KTI^@7OV
M^P\T-$R@JJ^7CCY%R"!T^8G\,4`-UCSS-;1I!O21M@87LD!#8)YVCD87UZGI
M4ND%A'<1.FQXI=K#[2\_.U3]YN1UZ?XTW6[>*XM5$I8KNP8P9/G&.F$.?T/T
MIVBPBWL?+6TEM55B!&\IDX]5).0/8X^E`":QY#QQQ3QLPW;@1://C'<;0=IY
MZ_6I-+"+:E8Y;N4!CEKI65__`!X#C\*CU:P2^-NC6\3Y<JTCQ([1KM)R-P('
M(4=#]*B\/0/;V4B/%Y1+@X\E8^=J[N%`R-V1GOCN,&@#6HHHH`****`*6K6?
MVZP>-1F1?G3_`'A_CR/QKF;.:/9&@^^)`<-RI[?A79UR^MV8M+\7(4M#,22!
MGAN_/ZC\?2NFA+[+./$PVFATA`N9/-A++A2W8CC'!^M.ED3[46*AXW"GDY('
M'<5'\\<T4DCDEE.TMP5(/Z_UJ<2VZ3DL2&(*DJ/E.<\X_$?X5J9(C>`O+*T"
M[HERV0>@_&@7,N^-RVXQ_=R.E6_+6=<B0B+'"K@`''Y?AQ6:#1'7<<ER[$WG
M-YQDXR6R0.AYJ]#-(^H`NC1(W\+,0`<50@C\Z58]RKN[MTK;5G*`[G;"J3M*
MGH>:BHTC2DF]1,8C.,'$?\,I[51^WV@G,WD2;]V=V[G&,>M7Y'2,9E.U064E
MH\CGFL2"&"59/-G$97[O'6I@DTVRJDFFDC8@*SQ1NJ':X90&E/3_`"*AG@BF
MA)DAM]S0?*SODKCTX]^M.M$BCB58Y(Y%CD^]Y9.<CU_&I8SM9.1U=.(2.^?Z
M5#T>A:5UJ<KJ&FO:RA8G%P"F\M&,X'O4^GV=O#)`UR\L5Z)TV1,N,C<.>GUK
MHE\QXU"O,&:$@[4"\CZC@\URL5U/>:U:27+;G65%Z`8`:MXSE-6.65.-.2:Z
MG<T445Q'HC32)U-*:1.IH`JW@V2>:%##;AMP.``<@Y'2HF0&VA`*D-O<AT(!
MSDGCMU--U$W+W21P0M*$4.0)%49R>H(YZ5)*DLEG')<;8I$SN#R8X_WE_P`*
M`)K!?+A,.%S'@$J.O`.:RKM[C6K^2RMY#%:0G$SCJQ]*U;#88F9$D7+<[R3G
MCJ">U4/"^/[.DS_K?.;S/KQ0!:M='L+50$MT9A_$XW']:L26=K*NV2WB8>Z"
MIZ*`,&\T=[)C>:0S12+RT.<JX]/_`*U7!=-J>AR2VP(D>,C:#R#W`K2KG=/D
M:'3=8D@.U5ED,9';C_\`50!8D2*],LTUM*;:"';&CQD$MW('7L!FM2T61;.!
M9CF41J'/OCFLEQ#'=K;V^H>7#+&6E8R[B2"!P2>"<_I6S"J)#&L7^K50%P<\
M8XYH`@D_U[5*E12?Z]JE2@"2EI*6@`K/U:<P0JWVF.$$D;&B\PR'L`,BM"L_
M59K&(1"\@2=V)$2&,,2>^,\#M51W)G\(NDFZ:`FZ>$G^%(P!L'O@GFK]9NCE
M76:1+*&T7>4VQ@;B5)!W8XK2HEN$/A1BZS#<2W(^RH[/Y8SY0,<G4])?N^OR
MX_G6M"&$$8?=N"C.XY.<=SWJK]O<37"M:R&*%]F^/YS]T-RO7OVS5FV!%NF9
M7FXSO<`$_4``?I4E&)J<0M[YFC-W/YBAC$MS<@1G)Y_=AL9Z8X'R\5L6*E+"
MW1I'D98U!>0$,W'4@\Y^M96LQ,;N29,PB..(23&2505+L.=CJ,+R23GKVZUJ
M:<S-IULT@(<Q*6!SG.!_>)/Y\T`9&J65W+J#2FRMKQ"@"%[2-]@!/&6E4YY]
M,5K:84;2[0Q!@AA0J&4*0,#&0.!]*R=1$$FI/)=V37!C=8PIL#*&C(!+;]IY
M!)Z'L1C/-;L3*T2,@*J5!`*E2!]#R/I0`^BBB@"&ZMX[N!H9=VQB#\IP>#D<
M_453^R6UM>VI:2YDD9F$>^5G`.TYZGTS5C472.RD:0RA>!^Z;:Q.1@`^YQ6?
M9+"]^BF.]-Q`QW":4NL65ZYR0<@]JN-[&<K<RT-JL#6;)I=2CD2&VNG:-L12
M6BR,`"N3DNHP,COW/7MOUEZQ<0Q;%>$O((WE#+*8RJKMW88<YY'`ZXYJ#0L:
M2$&GQJBQ(%+*5BB\M5(8@C;DXYSW/K2WEC'=N2[%289(1C'`?&3]>/UIUB\3
MVW[A-D:NZ`?1B"?Q(S^-9>OHD,RW)\U2(G)D\^5%XV_)A6`!;Z]NAH`TM.4)
M;LF]G99'WL8R@+%B3@'MD\=?J:J:T6\ZW4S0VT95R9Y5;@Y7"AE9<9R>_.*M
M:6%%D`B,B;WV[F9BPW'#9;DYZ_C5/6IKB!\V]Q.I$+RE%:-5VIC)RR,<_,/;
MZ4`2Z/)<;&AGCC4*BNICC*#YBW&"3SQGKGYN1ZZ=4]+DEDL@9V+R*[HQ+!LE
M6(ZA5';T%7*`"H[C_CWEXD/R'B,X8\=O>I*CG8K!(P=4(4D._P!U>.I]J$)[
M&+82PW$J/#'JI"N`2\W"G/\`$-W3\*WJP+`^3=E_[3TZ>69@';.789Z#YL#V
MXK?JY[F=+8S=9F,4,6%N70OF1+='+LN#P"HX.2#U'3K3M&D:6VD8K<)'YG[M
M+A7#HN!P2W)YR<Y/7K3-:0%(CYCQ9;:9?.D1(Q@G<P1ESTQR>]/T;(MI%WF5
M1)A9M[LL@P.5W,Q`[=2.#4&HNJ_ZN';)<)+YG[L6^S<YVMQ\XVXQD\^E/TV1
MGBD626X>1'PXG"!D.`<?(,="#WZT:F46V#2K&45LDO+Y97@\JWK^(ZGFH],N
M[:0>3##-"YRVV93E\8!.[G=U'.3VH`9K2C9"V9$RQ4R+-(BQC!.Y@A&>0!R1
MUZTNA2B6R+JL@5B""\KR;LHI."Q)P"2/PHU?[447R_)6V7YI7>Z:$GKQE5.!
MG!SGMBI-*2=()!.R%2^8PDS3;5VCJ[`$\Y/XB@"+6W@2"#[3)"L9EQLG.(Y#
MM;Y6/8=^AY`I^C>1]FD:VEMWC:3(2V<-'%P/E!'Y]!UZ5)J4-Q/"B6V#\^74
MS-%N7!Z,H)'.#^%1Z9'?PM)'=)$(<YC(N'E9>!P2R@GG)SGOB@!FMRRI#$(E
MD;+_`#JGFC<N#QNC5B.<'MTI^BL6M7+12Q_.>)))7/0=Y5!_(8_6DU26YAD@
M:*[A@C+-N\R$OG",W)W#C`IVE33SQ3&Y8F19,%?*V;1M!`QN;USU[]J`+]%%
M%`!1110`5#=VT=W;O!*/E8=1U!]:FHH3MJ)I-69R#K=Q7/D3-B6!<H`,[Q[>
MN1_*K;0".".:,&-P-V5R1TR/IWK5U33EO4$B82YCYC?^A]JPEO6-U'YB/YOS
M))'T_+\SQ7;&?.M#@G#V;UZFI88(C<`+D`G`QGD@_P`Z;<VGFL"#L8*!C;UY
MQV`/Z5#IXE2,9SD9VKM[\'J/I5Z0?,5VD`[L<<9X/I_+\ZS>DM#6-I0U*MI9
MRQ3"5F"[#D$<@\X//:K[+OR,!OOCH#[U#+<+$A9@<,2NX#/49_SS1,;AI`\/
ME,GRD+)UR1C/-2[R=V6K15D+=1B:!UW*NXJV2&4#MTJ**RM]JJZ1LPW*3YN,
MFIUW+"-P(81G(!88*G\13S)\^=_1U(`93P1CO2NTK(?*F[LBA1(8W6)"B%5D
MXE&,YYY_"I2<.VXG"RC&Z;'!`_3GI3`A+J`I(*NF=B>OUINQ_G^0C=$IR(TQ
MD?CBD]1K04,B.@9T_P!8R'-P2><G\^G%8$EQ&^JV=M';11>1<*NY/XOF'K6_
M*75I3F4?,C_\LQQP/Z53DLK=[OS@4$ZW2$N\H)(R.`!^6#5P:6Y%2+>QNT44
M5SG2--(G4TII$ZF@"E>>2+H!XU>1D`0-T)W8X_/FFEHY+:W>11#$&8$KT7&1
MP>P..M274CI=*J\[@NT;@.C<XSZBB6:6WMT&8XY&9B/-.0!R0.#]*`);-RRR
M8<O&&PC'G(P._?G/-9-RLVC7TM[;H9K.8YF1>J'UK7LYFN(?,8I\W(5#G:/0
MGUKG-,L;F<W=Q97;0RK.R[3RC#WH`WK75K&[4&*Y0$_PL=I_(U-)=VT:EI+B
M)5'<N*YR46BRB/6M.^SN>DT.0C?E_P#7K0MM!TB5!+$OG(>A$A(_2@".]UEK
MPFSTE6EE?@R@8"CU_P#KU?M+6#2]*\N4@QHI:5B,@^O%6H+>&V39!$D:^BC%
M%S,MM;23."5C4L0.N!0!D/()_(^S6,$44[[%FEC4GH3D*/IW_*MF)/+B2/.=
MJ@9P!G'L*SYK&V-R?L[-;SQ`3?(/EYR,E>A[^]7;24SV<$QZR1JQXQU&>E`$
M<G^O:I4J*3_7M4J4`24M)2T`%13B%TV7`C*-_"^,'\ZEK/U6:QB$0O($G=B1
M$AC#$GOC/`[4TKL4G9#=-2""\NK:U&V)`CX#Y4$[LX';I6E6;HY5UFD2RAM%
MWE-L8&XE20=V.*TJ<MR8?"8EW(BWLJ3WER(VF&8X$D/\``7>@^4YYQGT]3G4
ML=YL;<RR++)Y:[G4Y#''452FT^ZDU![F*:WC7<"JLDC@X`^8@2!<Y]NPYJ_;
M1""VBA`4"-`OR+A>!C@9.!^)J2RG>S3)=-']KBMX3&&+$@.I!.2N00<\#V].
M:MV;2/9P-,09#&I<A2,G'/!Y%9=Y8P?;F:YCO)(CM>(QS3-B3+9X5OE_AQP`
M.>:T[)9%LH%G&)1&H<;BV#CGDDD_F:`(;B[F6Y:"WAB=D02.992@`)(XPIST
M/IVJ6P9'L8'B\S8Z!U\UBS8//)))/7UK#UJPDO-0(`-P5"N$4/\`N@<@'_7*
M,\'H,\5NV+*]C;LLGF*8U(?GYN.O))_,DT`3T444`5M02![*073%81AF()!&
M#D=/<50TY+5;S<OVZ*5QN`N';$G&,X)YP/7FKNIK$]A*)I/*3@[\9VD$$'\\
M5!:I->7$-S-/;ND.2@@)()(QDGZ=JM?"9R7O;&E6/X@7?'$@5')W':6+'MR(
MNC_CT_&MBJE[>?8PC,L90Y!!E"L3V"@\'\Q4&@NFESI\'F;]^WGS(PC?BHX%
M5M5FDCFB5)=BM&^\`X.-R#Y?5N<#_>SGC!FTZ[2Y63#S[\[RD\>QD!S@#@9'
M!P>?J:KZW:M/'YI?8D$,CJP8J5DP-K9'/3=T]>AH`LZ4S-8KN\S(=UQ(VYEP
MY&"<G)'3.3TJ#4X%:YBDF6Y-N(V5S!)*"#D8^5#R/O=CVJ?2X7M[%8W5T.]V
M"N^]@"Q(!.3DX/J?J:H^(0,Q,5CF"1R.T,EOYJE1MRV"Z@$?GR<4`7M)@^S:
M?'"(C$B%@B%B2$W';U)/3'%7*I:/@:<B^2D.UG4QI$(P"&(/RAF`_.KM`!3)
MCB%SY9D^4_(/XN.E/J*Y=X[:5XEWR*A*KZG'`H0F8VE)+;SOOT^>*.1_DC"J
M4BYZY)S^0K>K#BF\LV<D-^]S-.ZAXRX((/WB%_AQ_2MRKGO<BGHK&1K$:-=6
MK-9W4S;B`\%P(B/E;C[ZY/7\"?H;>F(R0R!H+B`;_E6XG\UB,#G.YL#KQFH]
M9MQ<V\:/")(O,S(?*61D&#RJD')S@=#P31HUN+:VD1(1'%YF8SY2QLXP.64`
M8.<CH.`*@T$U2&\N&C2"*)H5.YB;EXF/!X!521V.0?:I--@N88Y!=;1\_P"[
M`E:4JN!P68`GD$_E577;2UE:VGDM(;FX63$<;Q@F7Y6^4GL.IYXXI^@K"+>9
MH(X81)(',42X5,QH<=L\8.<#KTH`EU1-_D-LES$YD5TC#A3M*\KU/#'IZ?FS
M0TMTLR+>Y%Q\P5V`QAE55QCL<*.#2ZM9F\1$$+2D9QF7:@_W@00WXJ:L6$,\
M%N([B2-V!^7RTV@#L/<^X`^E`%76XIYX8D@@,X#[F0HKHPP1AE9USUSU/2GZ
M+"\%JZR6D5J2Y.R.%8@>!SA78?CG\*DU&ZDM8XS&%&]]K2."5C&TG<<=L@#J
M.O6H](N#>12715E\S9_&Q4_(I.T'@<DCCTH`CUIY&\B&W02R^8'V%$<'`.,A
MG7TR"#_#5C3#<M"[7D0CE+YP(U3(P.>'?^?X5%JZV($,E_:13J&*@R(&V_*3
MQD=R`,=R13M)\I8IHHK."T,<F'CAQMR54YX`YP10!?HHHH`****`"BBB@`K.
MU'2UNI$GBVK.A!R>CCT-:-%-2<7=$RBI*S,2\@N<*\;E7'56&0QSZ_CUI)3-
M&(YTA5B0%**QZ],8/'<?_7K8DB63V.,54FA*PL`#D'</YG^5:QJ=S*5/JBHE
MQ*9(5C7*,JLYYR/U&1Q]*EW>6HQ@8!QVSM/X?R--5?WFSL2P)/0<Y!Q[#I2Y
M!=AS@O@YS_$OZU5T2DR57_>;0G)<CC@D$9]J"[&(D[A^[!.XG^$^X-5]Y"$@
M$856..V#@YP0!^=/0D/@'@NR_+Z'GL!_.E8=R63RQ*I(5B)0<_(>H_"FJD8D
MC'EJ1ATR$3_&HFN6^Q%V;+[5/WAU!_WCZ5++,5"2G<0L@/`/<8X^4^OK^-+4
M>@T[=A&`I>`C($8Z?B>.?<5+%)YLY19=V1&X!D7@9]%'_P!:FK(5E0$.-KLN
M2"!@C/\`<'I_]<U5CU2VCNX(/,D:8D0LH#<'.`3D@?H:5F^@[I=3<HHHK(V&
MFD3J:<::G4T`5K\OMPP_<8RYPI_]"./T-,<(MK;J3+%!_$6)W#CC)ZBGWEO-
M-,C1@$(,C,FWGZ;3^=*\5PT<?W=ZA@V7/?ISC^E`"V1RL@1BT0;Y&/<8'?OS
MGFL_PU_JKW_KY;^E:T`D$064*&`Q\K9S^@K,\/PRPQW8EC=-UPQ&Y2,CCF@#
M4DC25"DB*Z'JK#(-9$VA&"0SZ5<-;2=T)RC?Y_&MJB@##36Y[-Q%JUJT1/`F
M094U?NWCOM*G^SN)5>-@"GS=OY^U6I(TE0I(BNAZJPR#4$%K%I]O*+2$X)+B
M,'J<=!GITH`HVZWMT[W4-S9MO01L/+;C!)Z9R#R:TK2$V]I#"3N,<:H2.^!B
MJ<6FM+*]S=2,DT@`*P.4`'N1RQ]S6@BA$5020HQDG)_.@"O)_KVJ5*C<?OFJ
M5*`'TM)2T`%4=2N`GEP?9EN3*&8HQ`&U<9Z_45>JM=V-O>%&G1B4!"E79<9Q
MGH1Z"FK7U)E=K0HZ$T?[Y8H?)5E254#EE"L"1UZ'CD5KU0TV'3X7F6Q(+`*K
MXD+XQG`Y)]ZOTY.[%!-1LS(U"U:ZU$&'RGFA$3[9<CRQO8Y4X/+8(/T%7=-"
MC3+4++YRB%,2$8W\#G';-8FO7$']I^7+=2PA(UYMKF"-B<G(<.02,8P.G)K>
ML2IL;<QG*&-=I.WIC_9^7\N/2I+,?4I8I-2<263701%4":UE94.6RRD(V3T]
M,X'-:]@KI86ZR%RXB4,7^]G'?WK-N[C29-0E2\O4C955)()G54?!;&0W7J3Z
M<C/:M.S2..S@2&3S8EC4(^[.X8X.>]`&'>F1M4G'G3!0%`_T"=N[9&Z,C</K
MQ^M;MGN^QP;T$;>6N4"[0IQT`R<?3-9NH"Y?4F%E<21NL*M(#*B+MRV",QMD
M]<].U:-E*)K*"4,[!XU;+@!CD=\<9^E`$]%%%`$-V9!;.89(XWQPT@RH^M8>
MC^4^I;Y%>6YP<SPD&'Z<`?KFM^6..6,I,BNG4AAD<<U6AU"TDN1:V[B1AU\L
M95/J>@JXO1HSDKR3;+E8FM7%NTQB.I6]NZ0N-IN1&XD.TIG!SCK^G!K;K+U3
M[1]LM_L`A^V>7)L,Y/E[<KNZ<YZ=/>H-";1V#Z>DBOY@9G*L9?-.W<<`MDY(
M''4XZ5G:U?6<=\+>[28CR\DI?+"#_P`!,BY[\G]:TM)(-@#DD^9)NZ8W;SG&
M.V<X]L57UN>&'R?-M]0G8[L+92,&`XR2%8$CD<\X]LT`6-)E2;3XY(MVPEMN
MZ;SCC<>K9;/YG'2J'B"ZAAFBCED5`\3JQ62%7P2O'[TXVG!S@=A5_2-QT]"W
MG#+.0)]V\#<<`[N>F*IW\]I%J>)-:DL9-AS&60*>G/SJ?\@^]`%K1/*_LJ'R
M'DD3YCND='9CN.263()SGG\^<U?JO9.DEJC1W7VM3G$V5.[G_9`'MQZ58H`*
MBN7>.UE>)=\BH2J^IQP*EHH`R%N856SDMF@>XF=1)L4;G'\1..1CK^%:]9_V
MO3XKX11"-KJ0X81("WU8CI^-:%5(F)1U6V^UQ0Q>9"N9/N3Q>8DGRGY2N1GU
M_"FZ98W%DTBO/;M`QW+%#;F,(<`<?,1C@G&.I/-1Z^+(V`;4)&CA5P=P@$N#
M@]058#ZX_&C088X;67R!^X>3=$QA6(L-J\[54=\]1FI*%U?SG5(XK&6X*G>K
M*4`S@C&2P8''<>O?D4[1(7@LBDD#P-NY1MIQP.A#-D?4Y_#%&K[\6OD`&Y\X
M^1O/R;MCYW=\;=W3FH]`FDN+>::<()I)%=]C94YC0C`QQP1QS]:`':UJ*6*0
MAKJ.W#L=[%EWA<'E0>O.T=#UZ4F@7@O[1[D&)M[+EH\9)V+G=COG(Y[`5/J(
M+O:0^:T:RRE7V,5+#8QP".1R`>HZ=?6'0EEC@GBN'D:6.0*WF2%R#L7/)[$Y
M('OV.0`!=8GEM_LSP1M(XE)""1$#G:1M)9AZYXSTZ5)I9NGCFEO(7@DDDW>4
MS*P0;0,`@G(X]N<\5'JURZ&.V6VN7$YVAHEB8$X)V_.?09R1BG:.L4=O+%%;
MSV_ER$,DS`G)`/&"0!R.!@>U`$.NP*XMY<7&\/M#Q&5@GRMR5C()].W7KVJ7
M1(_+MI/GD<M)DM)%*A/`'21BQZ=<XI-:P8H0PD<!RQC$+R+(-I&UM@.!R#R#
MTZ4:$KK9'S&D9L@$/&Z8PBKQO`)Z9SCJ30!I4444`%%%%`!1110`4444`%(0
M&&"`1[TM%`%.X@D0>9;JKLIR%)P3U[_Y^M8L^IFUF9)[::`\;1G/0]CWX[UT
MU,EBCF0I+&LB'JK#(K2,TMT9S@W\+L<VFKVKG!+1C#`%ER`#TZ9YIZZA$W-P
MIAD)5E#\ENV03QBK-UX9M)1FW=X&QCKN7\CS^M9-QX;OXC^Z\N<9P-K8./4Y
M_P`:W3IOJ<LE6CTN:Z2)-!(JS!@"PP'+\'I]T@5!<-&+%'E`5B@^\$7)'IN.
M3^M<]-8WD`8RVLRJG5MAP/QZ55+\8SQZ52I+HR'7>S1TEYJ-I$"5*M*=K@*J
M$$CW'0U1MM5N9]3MD1S%$TZG8F!U89!(&3GWK'+58TP_\36S_P"NZ?\`H0JO
M9I(CVLI21Z-1117`>H(:0<9I:"*`#(]11D>HINVC;0`[(]11D>HINVC;0`[(
M]11D>HINVC;0`[(]11D>HINVC;0`[(]11D>HINVC;0`UAER:<HI0*7%`!2T4
M4`%4M2L/M\:+YS1[#G;U1O\`>'<5=HIIVU0FDU9F?I%M-9PR03)$HWEU:+[I
MR<XQVQ6A110W=W!*RLC/EM;J6YD1Y<6KMORDK*_W0-@P.!D;L@Y[8JU:I+':
MPI.X>54`=A_$V.34U%(9FWUO+)=;RD\L6Q0JP3F(JV3DMR,CD>O3I5VV65+:
M);AP\P0!V'0MCDU+10!EW]G<37OF+:VMU'Y:A1/*R[&!;)`VD=QSP>*M::MW
M'91QWHC\Y%"EDD+[\`<G(').>.?K5JB@`HHHH`BN;>*[MW@F7=&XP1G%4K33
M9+.]$L<_F0E/+*.HRH&2,$=>3WK2HIIM*Q+BF[A6;>6=W<W4@#VQMBB?)<0&
M4%@6R0-PQU%:5%(HBMTDC@5)FC9QQF--B^V!DXX]ZI:I9W%Q/!)"JNJ*X8?:
M7@.25Q\R`DC@\?2M*B@"O91O%:HDB[6&<CSFE[_WFY/XU!J,$DLD3!)I(E5@
MR02^6Y)(P0<CC@\9[]ZOT4`5[%)H[55G;+@MC)R0N3M!/<@8&:L444`%-D19
M8VC<95P5(]0:=10!E0Z0UI=026LW[J+(\J09P#C.".>PZYK5HHIMM[B45'8I
MW<<@NH;E(O/$2N#&"`V3C!&2!G@CMUZ^KK&%X_/=T$?FR;Q&#G8,`?F2">/6
MK5%(9GZG%>SF..WCB,(.YR;EXF/!X!521V.0?:ETBTELX)8Y4CC4R%D2.1I,
M`@9RS`$DMN/XU?HH`I:I%++#&(8?-(?)7=M(^4@$-U&"1DCG&>O0FEVLEG#+
M%([2#?E9'P6<;1DD]^<CGG`%7:*`*E_:M=FW4$A%DW.0Q5L;6`P1R#DCH0?>
MJ^A6<MG;2K.K!WD#,7D+ECL52V23U*G'MCIT&G10!GZI8QW1@D>TAN?*<ED=
M%8LI4C`+<#G!ZCI3M+MOLT<VVVCM8Y)-Z0HJC8-H'.WC.0?7ZU>HH`****`"
MBBB@`HHHH`****`"BBB@`HHHH`****`"D8!E*L`01@@]Z6B@"J=.L3ULK<_]
MLE_PI\5E:PN'BMH8V'1EC`(J>BG=BY5V"BBBD,****`"DI:*`$HI:*`$HI:*
M`$HI:*`$HI:*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
"_]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>5
<FILENAME>masterintinctrstx1x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx1x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@#
M;`)``P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`V<4F*?BDQ7BGIC<4F*?28H&,Q1BG48I`-Q28IV*,4#&8HQ3L
M48I`,Q1BG8I,4`-Q1BG8HQ2&-Q28I^*3%`#<48IV*,4@&8HQ3\4F*`&XI,4_
M%)B@8W%&*=BC%(!N*3%/Q28I`-Q1BG8HQ0,;BDQ3\48H`9BC%.Q1BBX#<48I
MV*3%*X#<48IV*,47`;BC%.Q1BBX#<4E/Q28HN`VC%.Q1BBX#<48IV*,47&-Q
M1BG48HN`W%%.Q1BBX#:*=BC%%P&T4[%&*+@-HIV*,47`;13L48I7$-Q1BG8H
MI@-Q1BG8HH`2C%+BEQ2N`W%%.Q1BBX"48IV**+@)BBEI<47`;2XI<48I7`3%
M3V8_TR#_`*Z+_.HL5-9C_3(/^NB_SJH/WD3+9DV*3%/Q28K8S&8HQ3\4F*!C
M,48IV*,4`,Q1BG8I,4AC<4F*?BC%(!F*,4[%&*0#,48IV*,4#&XI,4_%)B@!
MN*,4[%&*0QM)BGXHQ2`9BC%.Q1BBX#<4F*?BDQ0`W%)3\4F*0QN*,4[%&*`&
MXHQ3L48I`,Q1BGXHQ1<!F*,4_%)B@!N*,4[%&*5QC,48I^*3%%P&XHQ3L48H
MN`W%&*=BC%`#**=BC%*X#<48IV*,47`;BBG8HQ3`9BC%/Q28HN`W%&*=BC%%
MP&XHQ3L48HN`W%&*=BC%%P&XHQ3L48HN`E%+BJNIEUL6\LD,60##%3RP'4=*
MJ*YFD#=E<LT8K/4M:30-,S1QD.'W3,XS\N.3]#44<ETLD#*SO\DDA0D_.N\8
M_'!X_*K]DWL_ZU(Y[&K2XK%@F5C#]INI4)MD9<2$$MELG'<]*L7,DPM+9Y9/
M+?;ETW%-QP.X[^W>FZ33M<7M+JYI8I<5GGS6N8461UCN%\Q@Q.Y=N,@>F<C]
M?6JD[7WV2[9)B(P\C;\_,FUC\H^O'TYI*E?J#G;H;>*,5CF9_P"U702-GSP-
MHE).W`_@Z8]ZE25R(R)I#>&0!X23@#//'8`9YH=%KJ'M$:F*,53TVY26,Q-,
M&F5WRI;+`;CC],5>K*2<79E)W5Q,5-:#_2X?^NB_SJ/%2V@_TN'_`*Z+_.E!
M^\@ELR?%)BG45TF8S%&*=28I`-Q1BG4AI`-Q1BG4F*!C<48IV*2D`W%&*=28
MI#$Q28IV*,4`-Q1BG8I*0QN*,4[%&*`&XI,4[%&*0#<48IV*2@8W%+BEHH`;
M1BG8I*0#:*=BBD`W%&*=1B@!N**=BDI#$I,4[%&*`&XHIV*,4@&T8I:*`&T4
M[%&*+@-Q1BG8I,47`3%&*7%&*0Q,4E.Q1B@!N*,4[%&*=P&XI,4[%&*0#<48
MIV*,4[@-Q13L48H`;13L48HN`VBG8HQ0`VC%.Q1BBX"8HQ2T47`3%%+BEI`)
MBBEQ5M+./R8GDN`ADS@%2?UJHP<]B7)1W*>*6K36;()]S8,..,=<T36;1013
M`[E<#MT--TII-V_K87/'N5<4N*LW-FUM'&SM\S]5QTJOBIG&4':6XU)25T)B
MIK4?Z7#_`+Z_SJ/%2VO_`!]0_P"^O\Z4'[R"6S)C13C28KJ,AN*,4ZDQ2`;2
M8IV**!C:,4M&*0#:,4[%)BD,;BBG8HQ2`;24[%&*!C:2G8HI`-HIV*3%`"8H
MQ2XHQ2&)BDIV*,4@&T8I<48HN`W%&*=BC%(8W%&*=BDQ0`VBG8HQ2N`VC%.H
MQ0`W%&*=BC%(!N*,4[%&*!C<4F*?BDQ2`;BC%.Q1BBX#<48IV*,4K@-Q1BG8
MHQ1<!F*,4[%&*+@-Q28I^*,47`9BC%.Q1BBXQF**=BC%%P&T4ZDQ3N`E%+BC
M%%P$HI<48HN`E%+BEH`;1BG48I`)BC%+BEQ1<!M:+>0+.U,XD.`V`N/7O5#%
M+BM(5.2^FY$H\UBZ)3/#>R$8W!>/3FI&N?LX@RN]#"O'N.E9V*7%:+%26V__
M``;D>R1:NG:2RMW8Y8LY/YU4I<45C4FYN[+C'E5@Q4MJ/]*B_P!\?SJ.I;8?
MZ3%_OC^=3#XT.6S)J2G8HQ788C<4F*=BBD,;28IU&*0#<48I:*0QN*,4ZD-(
M!,4E+10,3%)BG44@&XHQ3L4E`#:,4[%)2&)12XHQ2`2C%+BDH`2BEQ12&)24
MZC%(!M%.Q28I#$HI:*`$HI:*`$I,4ZBD`W%&*=28I`)BC%+BC%%P$Q28IV*,
M4@&T4[%&*5QC:*=BC%%P&T4[%)BBX"8I,4ZC%%P&T4N*,47`;BC%.HH`;BC%
M+13N`W%&*=BC%`#:*=BC%`#<48IU%%P$Q1BEI:5P&XI<4M&*`$Q12XI<4@$H
MQ2T4`)BEHHH`*EMO^/F+_?'\ZBJ6V_X^8O\`?'\ZJG\:%+9DU%+25V&(4E+1
M2&)0`6(`ZGBBG1?ZU/\`>%-*[L#)/LD_]S]12&SG_P">?ZBK]S,88PP`.3BJ
MPU!L\QC'UKLG2H0?+)O^OD81G4DKI%-XV0X=2I]Z;6O\EU!TX/Z&LORV+E0I
M)'8"L*U'DLXZIFD*G-N,I*>R,APRE3[C%(%+'"@DGL*Y[/8TN-HI[1LF-ZLN
M?48J]IR,HD+*0#C&1UZUI2I.<^78F<U&-S.I*MW<4C7+E8V(]0*K!69MH4D^
M@%1.#C*Q49)JXVBI#$X8*48$]`1UIYM)P,^6:2A-[(.9+J044I'/-*D;.<(I
M8^PJ+-NR&,HJQ]CGQGR_U%121O&<.I4^]5*G.*NT)23V8RBE`)(`&2>U.:*1
M<;D89X&146;*N,Q1BI_LD^,^6<5%M;=MVG=Z8YIRA*.Z$I)[,915C['<8SY9
M_,5"5*DA@01V-*4)1^)6&I)[,;3XHGE;;&N3C/6FXJWIO_'R?]TTZ4%.:B^H
MIR<8MHKRV\D./,3&>G.:CK<GB$T10_@?0UBNI1BK#!!P:VQ6']B]-F12J<ZU
MW$52S!5&2>`*EDM)HT+NF%'4Y%6M-M_^6S#V7_&K%_\`\><GX?S%:4\(G1=2
M6_0F5:TU%&/12@9.!4RVD[#(C/X\5PQA*7PJYNY);E>C%326TT8R\9`]>M14
MI1E%VDK`FGL)14D<3RG"*6/M4C6=PHR8C^'--4YR5TF)R2T;*]%.V,6VX.[T
MQS6O9JRV:JP(.#P1[FM</AW6DU>Q-2IR*YC45(8)5!+1N`.Y4TS&3@5SM-;H
MNZ8W%&*L+97##(C/XD"HY(GB.'4J?>J=.<5=IV$I)Z)D>**<`20`,D]`*<T4
MB#+HRCW&*E)M7*N1T5,UO*L?F,A"^IJ*B491W5@33V&T8I<48J1B4E.I*`$H
MI:*=P$Q1BEHHN`F*6BBBX!1110`44M%`"44M&*0"44N*,4`)2T8HH`*DMO\`
MCYB_WQ_.F5);?\?,7^^/YU=/XT3+9DU%%%=AD)1110`4L7^M3_>%)3HO]:G^
M\*([H'L7=0_U"_[W]#6>`2<`9/M6O+*L2[GSC.*A-[#_`+1_"N^O2A*=Y2L<
M].<E&R0ZTC,4&'X).?I5:T(:\=AWR?UI)[PR*50;5/7U-)8?\?!_W34>TBYP
MA#9#Y6HRD^H:C_KU_P!W^IJ.T_X^D^O]*EU'_7K_`+O]345G_P`?2?Y[5C/_
M`'CYFD?X?R)]2_Y9_C_2IK.?SE*[<;`!UZU%J7_+/\?Z4:;_`,M/P_K70I-8
MII=?\C)I.E?^MQ\U[Y4K)Y><=]U5;0YO5/J2?T-)>?\`'T_U_I2V7_'TGX_R
MKGE4E.LDWL_U-%%*FVNQ=NIE@`<KN<\"F6UYYTFQE`)Z8J+4_O1_0U!9_P#'
MTGU_I6TZ\XU^5;:$1IQ=.[)=1C"RJX&-PYJ.VN3;AAMW9Z#-3ZG_`,LOQ_I3
MK6WC2$2R`$D9Y["HE"3Q#Y-+?Y%*2]FN8B_M&3/W%QZ5;8)=VN<=1Q[&J[7\
M><"'*^YJU;NLD09%VC/2MZ,N=N+GS?(SFK)-*QDV_P#Q\1_[X_G6K<R)%'YC
M#)!^4>]9<'_'Q'_O#^=7=3_U*_[U<V&DX49R1I55YI!;WQDE".H&>A%37#1P
M`S%07Z#WK+M_^/B/_?'\ZO:G_J4_WOZ5I2KSE1E*6K0I02FDNHD%^9)0CH!N
M.`12:G&-J28YS@U2A_UT?^\/YUH:G_Q[K_O_`-#41J2JX>?/K8;BH5%RF95K
M3?\`CY/^Z:JU:TW_`(^3_NFN/#?Q8^IM4^!EJ:X\F]4,?D90#[<GFBZM!/(C
MCCLWTJMJ?_'PO^Y_4U-:7:B`B0\H./<5Z'M(2J2I5-CGY6HJ<=Q][,((1''P
MQ&!CL*=>_P#'DWT'\Q67+(TLA=NI_2M2]_X\G^@_F*4:WM8U6MK:?B#AR./J
M9<3^7(KCL<U;?4GS\D:@>_-165N)Y#O^ZO4>M6YKF&V;RTB!(ZXXKGH*<:?-
MS\L6:5'%RM:['6EW]H)5E`8#/'0U0O8A%<$*,`C(%7;:YCFEP(MKXZU7U/\`
MX^%_W!_,UKB&IX?F;O9[DT_=J6M8MH#!9`Q+N;:#CU-5$U&4-\ZJP_*G6M]Y
M:!)`2!T(JS_HUU_=8_D:M3]K&/L9V:Z$VY6^=7\RA+<[[I9@O"XP*TX9?-@$
MFW&<\9K,N[?[/(`#E6Z5?LO^/)/H?YFIPDJBK2A/U_(=51Y$T59K_P`V)D\K
M&X8SN_\`K5)I\"K'YSCD],]A6?6Q;D?8TXR-O(]:SPDY5JO-4=VD552A&T>I
M4DU%]Y\M5VCU[U9C=+VW(9<=B/0U7^TV?_/`_P#?(IZ7MM'G9$RYZX`_QK6G
M5M)^TJ)I]")1T]V-F4HD,=XB'JL@'ZUKRJAP\F,(<\UE[Q+?JZ@@%QUJYJ3$
M6X`_B;FHPTHTZ=1K5)_\,543E**(+N]2:)HT4\]S5&EQ17FU:TJLN:1T0BH*
MR$I,4M%9EB8HQ2T4`-HIV**`&XHQ3J,4`-Q1BG8HQ0`W%&*=BC%`#<44[%%`
M"44N*2@`HHHH`**2B@!:?;_\?,7^^/YU'4EM_P`?,7^^/YUI3^)"ELR>BBBN
MLR$-%!HI`%.B_P!:G^\*;10G9W`OZA_J%_WOZ&L^BDJZU3VDN:PH1Y58*EMI
M!%,&/3H:BHK.,G%IHIJZL:LT"7"@D].A%,BABMY`-Q+MP,UGK(ZC"NP'L::Q
M).223[UUO%0;YN74Q5)VM?0NZE_RS_'^E,TYPKNI/+`8JI1WK%U_WOM;%^S]
MSD-*:S660ON(SU%5;08O5`[$_P`C4)ED(P9&(],TVB=:#FI1C;6X1A))ILN:
MG]Z/Z&H+/_CZ3Z_TJ$T5$ZW-5]I8I0M#E+VI_P#++\?Z5+;.D]KY9/(7:169
M0"0<@D'VK18JU5SMH^A'LO=4;[%S^SFW<R#;ZXJ[`$6(",Y4<9K(:21AAG8C
MT)IE.&)ITG>$/Q"5*4E[S)(/^/B/_>'\ZO:E_J5_WJS:*PA6Y:<H6W+E"\E+
ML20?\?$?^\/YU>U+_4K_`+U9M%*%;EIRA;<)0O)2[#H?]<G^\/YUH:G_`,>Z
M_P"^/Y&LVBBG6Y*<H6W"4+R4NPF*MZ=_Q\G_`'356BLJ<^2:EV*DN96+>I?\
M?"_[G]35/%+115G[2;EW",>56$Q6M>?\>3?0?S%95%72K^SC*-MR9PYFGV+6
MGRK'(RL<!^A]ZGN;(S2%T8`GJ#6=3Q+*!@2,!Z`U=/$1]G[.I&Z%*#YN:+-"
MUMTMWP7#2$?D*KZE_P`?"_[H_F:J$DG)Y-%%3$QE3]G&-D$:;4N9LT19P31+
MY;\@?>']11!8&.4.TF=O.`*SP2IR"0?:E,LC##2,1[FJ6(HW4G3U783A/92+
M.HRK)(JJ<[<Y-6=/<-;!,\KG(K+I58J<J2#Z@U$,6XUG5:W"5).'*BY-8I'&
M[ASP,@46%R$'E.<#^$U4:1W^\[-]3FFTOK$85%.E&P^1N-I.YHRZ>KMN1]N>
MV,T&UMX(6\ULDCJ>OX516211A78#V--9BQRQ)/O5O$T5>4:>OX$\D]G+0=!_
MQ\1X_OC^=7M3_P!2O^]_2LZBL:=?DIRIVW+E"\E+L)12T5SF@W%&*6B@8F**
M6B@!*2G44`-HI<48H`3%&*7%&*`$Q12T4`)11118`I*6DIV`***2BP!10:2J
M`*DMO^/F+_?'\ZBS4EL?]*A_WQ_.K@O>0I;,LT44E=)F%%%%(84E+2&D`4E7
M+BUCBA+J6)'J:IU=2G*F[2)C)25T%%%%9%A114T-L\Z%E*@`XYIQBYNT4)M+
M5D%%*P*L5/4'%)4,84444AB4M)12`6DHHH`****0!1112`****0Q**6B@0E%
M+12`*2I(5#3(",@L`:M7T,<<2E$`)-;0HN<'-="7-*2B4J*NVEM'+#N<'.<=
M:J2J%E=1T#$"E.C*$%-[,%--M#:***P*#%&**F@MWGW;2HV^M5&$IOEBM1-I
M*[(<48I\D9CD*-C(]*;4M-.S!.XF*,4M%(8F**7%%`"44M%`"44M&*`$HI<4
M4`-HI:,4`)12XHH`2BBC%`PI*6B@!****=@"DHI*=@%I**2BP!1129IV`6D-
M&:0T[`%(:,TE`Q:DMO\`CZA_WQ_.HJDM?^/J'_?7^=7#XD*6S+-%)16Q`M)1
M10`9HI**0&G>_P#'LWX51MX?/<KNVX&<XS5Z]_X]F^HJMI_^O;_=_J*]"O%2
MKQ3.>FVJ;:'"Q/F8+?*!UQ3VL$Q\KL#[TR_E8.$4D#&3CO1I\K&0H22,9Y[4
MDJ"J>SY0]_EYKE1D*R;&X(.*U+>'R(RN[=DYSC%4]0&+@$=U!JQ8,SPDLQ8[
MNYSV%+#QC"LX=1U&Y03(Y;')=_,]3C;5..-I7"H,FGRRR>8X\Q\9/&XU<T]`
M(2_=C62A3K5>6*MW*YI0C=NXU=/0#YW.?;BF36!52T;%L=CUIL\-S-(6*''8
M9Z58LEF0%)5(7MDUJH4YRY.1I=R'*27-S&95R6Q*)E7W'(`&*BO4"7+8Z'FM
M.1Q'&7;H!FLZ&'BW.,^G_!*G4:Y7'J4FL0D#.S$L!GCI4=M:>?&6W[<'&,9I
MDMS+(3EL*>PJYIW^H;_>_H*5.-&K548K0).<87;U(HK#.3(Q`SP!WHFL-JEH
MF)QV-0W,SO,WS$`'`&:O64C2098Y(.,U=.-"I)TE'YBDYQ7-<@AL,J#*Q!/8
M436&%)C8DCL>]07,SO,WS$`'`&:NV,C20?,<E3C-*G&A4DZ2C\PDYQ7-<S*L
MV]FTJ[G.U3T]33!&'O"G;>?RS5ZZ$IC"PCKUQV%94*$6I3DKI=.Y<YO1+J1G
M3XR/E=L_A5.>!H&PW(/0^M/2WN8W#*A!^M7;M?,M22,$#/TK1T8U8-J'*T2I
MN,DKW1FQ1-*^U!S_`"JZNGICYG8GVXIVGH%A+=V-5+B=I9#S\N>!41A2HTE.
MHKM@Y2G)J+M8G-D8Y4=#N4,,^HYI^H_ZE?\`>J"SG9)50DE6.,'M5C4?]2O^
M]6J=-X><H*WD2^95$I%:WM//C+;]N#C&,U`Z[79<YP<5H:=_J&_WOZ"J,O\`
MK7_WC7+6I0C1A)+5FD9-S:9:BL%90S2$Y&>*>=/CQ\KL#[\U`D%Q*@'(7'&3
MBI(;>XAD4C!7/(![5T0C!V7LG;N0V_YBM-"T+[6_`^M:%I!Y*D[L[P#TZ4S4
M!^Z4]PV*33W9@X9B<8QD].M.E3A2Q7);T\M!2DY4[BS67FRL_F8SVVU1"$R;
M%Y.<5/=2R+<.%=@/0&I=/3.^0]>E8SA3K5N2*L[NY2<HPNV"6"XS(YS[4DE@
M-N8V)/H>])=1SRR'"G8.G-/M$FC?:ZD(??I6RITG/V?LW;OJ3S2MS<Q1*D$@
M\$4F*MWZ!90P_B%5:\VK3]G-P[&\9<RN)BC%+168Q,48I:*`$HI:2@!**6B@
M8E%+24[`)0:*#18+B444AIV`*2B@T6&)1113`#244E.P!FDHI*`%S3:6FTQB
MYI**0T6`6I+7_CZA_P!]?YU%4EK_`,?</^^O\ZN'Q();,M4E%%7<D****0!1
M244K@:E[_P`>S?A573O]>W^[_44ZYNXY82BA@3ZBH;6989"S`D$8XKOJ58.O
M&2>ASQBU3:)-0_X^!_NBC3_^/@_[IJ.ZE6:7<H(&,<T6LJPR[F!(QCBL.>/U
MCFOI<NS]G8DU'_7K_N_U-3Z=_J&_WOZ"JEU,LT@900`,<T^SN1#E7SM/.1VK
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M\-.,:W-)Z:BJ1;A9%>7_`%S_`.\:NZ=_J6_WJHN=SLPZ$DU9M+E((RK!B2<\
M4L-.,:W-)Z:A43<+(C#!+XL>@<_SJ[=M*D8:(XQUXS6=(P>1F'0DFK-O>[%"
M2@D#H16E"M%<U-NU]F3.#TDD1?;)_P#GI^@I99KD+B0D!AW`YJSY]H#N`7=[
M+5>YN?.&U1A1Z]:53W(.]6[\F$=7\)9L&!@V]U-49HC%(5(X[>XI8)FA?<.1
MW'K5W[5;R+\_Y,N::=.O24)2LT'O0DVE=,JVD1>92!PIR35G4?\`5+_O4U[Q
M%*K$N%!&3CM4=U<I,@50P(.>:J]*G1E3C*[%[TIJ31/I_P#J&_WOZ"JT:AK[
M!Z;C3[6Y2&,JP8DG/%0%R)C(O'S9%9SJP]G3ZVW&HOFD7;V5XPH0XSU-5899
MC*JAV.3W.:LBZ@E3$HQ[$9IOVB"(_N4Y[G%;57&=3VGM-/Q)C=+EY=1^H?ZA
M?][^AIFG?\M/P_K3+JY2:,*H8$'/-,MIO)<Y'RGK42K0^M*=]/\`@`HOV=A+
ML?Z2]6-/88=._6I&N8#R3D_[M40[)+O3@YJ9.%"M[2,KW;V&KSCRM6+%Q-/%
M*0&PIY'`IB7%P[;5;)^@J=;J*1<2KCV(R*#<P1@^6N?H,5K)*4N95O=]=25=
M*W+J4Y9))#^\.2/;%,I\CF1RQQD^E-KS)N\F[W-UH@Q1BBBI&)1110`E&*6B
M@!*2EI*8!244E.PP-)0:2@`I*6D-,`S2444P`TE%)0,,TF:*2@844E)3`***
M2@84F:*2F`N:DM?^/N'_`'U_G4526G_'W#_UT7^=5#XD$MF6LT4E&:5Q"T4F
M:*`%HI**0"T4E%`"TF:**0!2TE%(!:2BEH`****0@HHHH`***6D`E+BBB@`H
MHHI`%%%+0`E%+1B@0E+112`,48I:*`$I:*,4`%%+10(,48HHH`**6B@!**6B
M@0E+BBEH`2BEI*`$HHHIC$HHH/2F`AI#0:0T`%)124P"DHHH&)1124P"DHHH
M`2DHHIC$HHIM`PHHI*8!244E`PHHI*8!4MK_`,?<'_71?YU#4MI_Q^0?]=%_
MG50^)"ELRS11FBL[C"ES2447`6BDI:0C2O(HUMF*HH/'(%9M:E]_QZM]1_.J
M=E$DLQ5QD;<]:]#%T^:LH1ZHYZ4K0;97I:T6MK>-][X"8X!/>GB*VF3Y50CU
M7BH6"GLVKC=9;V,JBI)XC#*4/..AJ:TM?.&]\A.WO7-&C.4^1+4U<TES%6EK
M2/V2,["$S],TRXMX3$9$(7T(Z&MY8223:DG8S557U10HJ6W@:=\#@#J:NF.U
MMP`X7/\`M<FLZ6'E4CS7LO,<JBB[=3-HK3\FWG4[,#W7BJ$T30N5;\#ZTJV'
ME37-NNXXU%+0915RS@CEB+.N3NQU-2+%;P']X5+$\`]A51PDY14KI)DNJD[&
M?16E+;12IE``>Q'2FK%;P`"0J6]ZMX*:>K5NXO;)HSZ*TY+:*5,H`#V*UFD$
M'!ZUA7P\J+5]4RH34@HJ]#:HB;YNOH>@IZFUD.P!<_3%:QP<K+FDDWT)=5=$
M9U+5BZM_*.Y?NG]*KUS5*<J<N61HI*2NBQ:&(%O-V]L;A5D&U)``C)/M6=3X
M1^^C_P!X?SKIH8GD2ARHSG"^MS1=($&61`/]T5&S6VTX$><>E)?_`.J7_>JC
M73B<1[*;@HHSA#F5[A15^2UC*X1<'/7)HDABCA8`+NQU/6N=X&HKW:T+]JF4
M*6KEO!&\(9ER?J:IUSU*,J<8R?4I23;045:M88Y$)=<D'UJ%D_?%%_O8%$J$
MHPC/N"DFVB.BKWEP0*-XR??G-`%M+P,`_E6_U)[.2OV(]IY%*K4]LD<192V1
MZTR!8FD8.1M[9.*N2!&0A\;?<XK7#893IR;MY>0ISLT9E%6+A8E4>7C.><'-
M5S7#4ING+E;N:1=U<*2C-)FH*"BDS29I@+2&C-)0`4AHS24QA24&DH`*2EI,
MTP"DHI#0,*2EI#3`2D-+24#$-)2FDIC$-)2TAI@%(:#24#"BBD-`!4MI_P`?
MD'_71?YU#4MI_P`?D'_71?YU</B0I;,LT4F:*PN,6EI**+@+124M*X&K??\`
M'JWU'\ZJZ;_Q\-_N_P!15J__`./5OJ/YU5TW_CX;_=_J*]:M_O4/Z[G)#^$Q
M=18F=1V"T:<3YY'8K2:C_P`?`_W11IW_`!\'_=-<]_\`:_F7_P`NA=1_X^%_
MW?ZFK<I\FS.WC"@"JFH_\?"_[O\`4U:B*W-KM)ZC!]C713=ZU2*W>QG+X(OH
M9=&3C&3CKBI7M9D;&PGW'-/-E((BYQD?P^U>=[&K=V3.CGCW+5@H%OGNQK/D
M<R2,Y[FKNGR`H8SU!R*BN+1UD)12RGGCM776C*>'@X;+<RBTINY%;.4G0CN<
M&K>HJ/+5NX.*CM;5_,#R#:%Y`/>EU"0$K&.W)H@G#"RY^NP-IU%8ET__`%#?
M[W]!5*8EIW)_O&KNG_ZAO][^@JC+_K7_`-XU-?\`W>F$/CD7K`DP$'LV!5*8
MEIG)_O&KNG_ZAO\`>_H*I2_ZU_\`>-&(;^KTPA\<B[8$F$CT:JZ*&OB#TWFI
M]/\`]4W^]59FV7;-Z.?YU<VE1I-]Q+XI6+UQ"9E"AMHSSQUJ#[`?^>GZ5+<Q
M^?$"G)'(]ZI"&4MCRVS]*TQ7+[2[IWOUNR:=[;V+]PN;9@W)`ZUF5--;/$H8
MD$'KCM45<>+J2G-<T;-&E-)+1A3X?]<G^\/YTRGP_P"N3_>'\ZYZ?Q(M[%N_
M_P!4O^]5&KU]_JE_WJI5U8[^,S.E\)IS/Y<3-W'2LTDL22<DU?N_^/=OPK/K
M3,9/G4>EB:*TN:%I_P`>Z_C5"K]F08`/0U6>VD#D*N1V-/$0E.C3<5>R_P`A
M0:4G<GLO]6WUJLS;+EF]')_6KMO&8H\'J3DU2=2]PRCJ6-.O&4:--=0BTY,N
MLL=P@YSZ$=JKR6C+RAW>W>HWAEB.0#]5JQ:O*V?,!QV)%7[M>7+5@U+N+6*O
M%Z%(\5H7?^H;\*I71`N'QZU=N5,D#!.3UJ,/!J-6"U_ICF]8LSLTF:'1XP"Z
ME0?6H]U>>XN+LT;K4>329IFZDS2"P_-)FFYI,TQC\TF:;FC-`"YI,TF:,T##
M-%)FC-,!:2DS1F@!:2BDS3`*2BB@8&FFEI*8!2&BDH&%(:6FTP"DI:2F,2DI
M:2@`J6T_X_(/^NB_SJ*I;3_C\@_ZZ+_.KA\2%+9D]+245R%"T444`+1110!9
MEO))HRC!0#Z"HX)F@<L@!)&.:BI:T=6;ES-ZD<D4K6))IFG?<P`.,<40S-"^
MY0"<8YJ.EI>TES<]]0Y5:Q)-,T[AF`!`QQ212O$VY#C^M,HH]I+FYKZARJUB
MZ-1..8P3[&HIKN28;>%7T%5Z6M98JK)<KD0J<4[I"JQ5@5.".]6TOW`PZAO?
MI5.EJ*=:=/X'8<HQEN6I+Z1AA0%]^IJJ3DY-%%*I5G4=YNX1BH[$T-R\*%5"
MD$YYJ)CN8L>I.:2EI.I*246]$"23N30W+PIM4*03GFHF.YBQZDYI*6AU)22B
MWH@LD[DL-P\*E5"D$YYJ-F+,6/4G-)10ZDG%1;T062=R6&X>+@<KZ&I_MQQ_
MJ^?K5.EK6&)JP7+&6A#A%ZM#Y9GE.6/T%,HHK&4G)WD]2DK;!2J2K!AU!S24
MM).VH$LL[RJ`P48.>*BHHS53G*;O)ZB22T1-)<O(A5@N#Z5#29I,T3G*;O)W
M!12V)HIFB;*_B*G-Z<<(,_6J6ZF[JTIXBK37+%Z"<$W=EI;N12>AR<\U"96W
MEP<$G/%1%J0M4NI.5DWL-12+JW[@?,H;]*1[]R,(H7WZU1W4A:M?K5:UN87L
MH]B0MDY/6K$6H-&@5DW8Z'.*I;J0M44ZLZ;O%EN"DM2U<W9N`!M"@>]5\TS-
M)NI3G*<N:3U&HI*R'YHS4>:,U([#\T9IF:,T!8?FC-,S2YH"P[-&:;29H`=F
MC--S1F@+#LTE)1FF`N:*3-&:`%I*,TF:8!1124#"DHHI@)24M)0`4E+24QB4
ME+24P"I;3_C\@_ZZ+_.HJEM/^/R#_KHO\ZJ'Q(4MF34M)17&6+1110`M+24M
M`@HHHH$+1110`HHH%%`@I:2EI@%+244"%HHHH`6BBB@04M)10`M%%)F@0ZBF
MYHS0`ZC-,S1F@!V:,TS-!:F`[-&:CS2;J+!8DS3<TW=32U.P[#]U)FF%J3-,
M=AY--W4TFFEJ!V'[J0M3-U(6H'8>6I-U1DT;J86'[J3=3,TFZBPR3-&:9FC-
M,"3-&:CS2YH%8?FES4>:7-`#\T9IF:7-`#LT9IM%`AV:,TVB@!:*3-&:8"T4
MF:*`%S2444P"D-%)0,6DHHI@%)110`E)2TE,`-2VG_'Y!_UT7^=15+:?\?D'
M_71?YU4/B0I;,EI:04M<18HHI*6@`I:2EH$+124M`"T4E+0(6BDI:8@I:2B@
M!:*3-+F@04M)FC-`"YHI*3-,!U&:;FC-`AV:3--S1F@8[-!-,S1FF%AV:3-,
MS1F@+#B:3--S2$TQV';J0FFYI":86'$TF:;FFYH'8>332U-S2$T[#L.)II--
MS1FBP6%S29I,TF:8["YHS3<T&@!<TF:2BF,=FC--HH$/S1FFT9H`>#1FFYI<
MT`.S2YIF:7-`K#LTN:9FES0`[-%-S2T`+FC-)FC-`AU)244P%S2444`%%%)0
M`M)113`*2EI#3`***2@85+:?\?D'_71?YU%4MI_Q^0?]=%_G50^)$RV9**6D
M%%<18M+24"@!:***`,B37'::2.QL)KI8VVNZG`S[<'-7-.U%;]9,0RPO&<.L
MBXP:RXK#5-):1=.\F>W9MXC?AA_GCO5NSUH3+<I<0-!<6R%WC)SD#N/T_.NR
MI3@X_NU?SOK\T81D[^\:U%<9#/IUY"UQJ-]*MZQ)7:&Q%Z8P*MR7KWW@V=Y6
MW2(RHQ]<,O\`0BB6$DFE?JEMW[=P55,ZFBN2N]/\G08-26YF^T1QQE3NX`.!
M@#MUIU_9,-&35S<S&\VI)NW<?,1P!VZT+#1=O>W=MNH>T?8Z'4+J>UA5[>T:
MZ8M@JK8P/7H:M9KF?$DS3^';.9OO2.C'ZE":T=;-FR0PW;S99B5BASE^.F!V
MJ?8^['SO^`^;5FKFC-<OIDBV?B".TM?M"6\T9)BF4C:<$\`_3]:&M1>>+;V%
MI'C0Q`ML."PPG&:KZM:33>EKB]IIL=1FDS7/:*&L=<O--21G@1`ZACG'3_XK
M]*JZ=8)J&I:M'++(L0F.50XW'<V,_3FCZNE>\M$D_O#G\CJ\T9KE]/DD73M:
MLF=G2V5U0L><88?TK2\-'_B16W_`O_0C4U*'(F[[/\U<(RYG8ULTF:Y?0'AC
M\.W1N)6BC,K`NIP1\J]/>J]]':6]J;JQ2^AF4@K(ZL%?GU-:+#>^X7ZVV%[3
M2YT&I:FUE=V4"QAQ<R;"2<;>0/ZU?S7-ZI,9[C09FZR.K'\2AKHLUG4@HPCW
MU_,J+NV+FC-<EX=L7O+<L\[I!%+N"(<;FP.OMP*?>7EI=ZK<1ZE<.EO"=D<:
MAL,>Y.!6KPUIN*=[;Z$JII>QU.:3-8&@7BF[N+.*=IH$&^)FSD#C(Y^M4_#^
MG)?6,GVB1S$)"!&K8&<#)/KVI/#\M^9VM;IW*4[VLCJB:0FL'3[B2PN[ZR>1
MI8[=/,0MR0,`X_44RPL%U6V%Y?2R2/(254-@)@XX%)T%&[D]-/Q&IWT2U.@)
MI,UC:5+-!?W.G22M*L0#([=0#C@G\16;H%D]W`6>9T@CEW!$.-S8'7VZ4_8)
M)MO16_$.?9)&]+J"1ZE%9%&+R+N#=AU_PJT37.7]E!-XEAB=24F0N_/4X;_`
M5O0QK#"D48PJ`*/I2JPC%1:ZH<&VW<DS2$TF:*Q-`S1124#"BBB@!**6BF`E
M%+10`E%+10`E+1BB@`I:2B@!:,TE+0(44M-HS0`[-&:2BF(=13:7-`"YHS29
MHH`7-&:**`"BBBF(***2@!:2BBF,*2EI*`"IK3_C\@_ZZ+_.H:FM/^/R#_KH
MO\ZJ'Q(F6S)!10**XC06BBB@0M!Y&,XI**`,;^S]6M219ZBLD9.=MP,D?C@U
M/IVEM;S3W-W,+BXG&UFVX`'H/\]JTZ*W=>;5N_D9\B1C1:=J5B#!87</V;)*
MB5<LF?3UJS?V,]UHK6?GB2=@N9'&`<,#V^E7E8,H93D'D&G9H=:3:D]UKL'(
MK6,V[T^6?P^M@K()1&B9).W*XSV]J+O3YI]`6P5D$HC1,DG;E<9[>U:5&:%5
MDK>M_F'(C'U+29[O1;6SC>,20[-Q8G!PI!QQ4VHZ=-->P7UI*B3PJ5`D!*D<
M^GU-:`8,,J<C.*6G[::_'\=PY$9"Z9>MK=O?W$T+A$*L%!&.&&`/3GN?6I8-
M/ECU^YOV9/*EC"``G=GY?;V-:6:3-#K2?W6^0N1&=!I\L>OW-^63RI8P@`)W
M9^7V]C1I>GRV=[?S2,A6YDWH%)R!ECSQ[UHYI,TG5DU;R2^X:@KW,RPTQX+C
M4FG*-'=L2`I.<$MUX]ZKVNE:E:J;:._1;3/!"_.!WQQQ6WFDS5^WGK?K^@>S
M1A0:!)_8TEE/*@<S>:K)D@<`<]/>I;RQU2]L7MYKBV&<8"*1NP1U/^`K8S29
MI_6)MW?>XO9JUC)N-+GD_LK:\?\`H>WS,D\XV]./8UK9I,TF:SE-R23Z%**6
MQGZ'82Z=9O#,R,S2%LH21C`'<>U,N+"YBO)+K3ID1Y0/,2095CZUI9I,U?M9
M<SEW#D5K%>RCNHU<W=P)78Y`5<*OL*P-`AO#8R2V4Z*3(59)!E3P.?8\UTV:
MCBBB@4K#&D:DYPB@#-7&M:,E;>PG"[7D5-.T\VQFEN)/.GG^^W;'H*KQZ??6
M1:.PN8_(8Y"2@G9]*ULTE3[:5VWU'R(I:?8_9#)++*9KB4Y=R,?@!3-&L9=/
MM'BF9&8N6^0DC&`/Z5?HI.K)W3Z_H-02L9U_83RWL-Y:R(DL8VX<<$<_XFKT
M0<1*)&#.!\Q`P":?10YN22?0:BD[A11BC%04%%&*,4`%%%&*`"BC%%(`HHQ1
MB@`HI:,4P$I*6B@!,44M%,!**6B@`HHHIB"C-%%`"T4E%`"T49HH`6C-)13$
M+FC-)2T`&:,T44P"BBB@`I*6B@!*FM/^/R#_`*Z+_.H:FM/^/R#_`*Z+_.JA
M\2)ELR044"BN(T%HHHH$)2TE%,#`U6V-G&TS:G?%W;]W$DA^8GL!5[1+6[MK
M0F]G>260YVNQ;8/2H)SH^KDF:52T65Y?81[TWPW+(\=U&96E@BE*Q.QR2/\`
M./SKNFY.BT]UO=?D8*RF:EN-UG&,XR@&1VXK!U.UELU2.+4KZ:YE.(XA*>?<
M^U;L#K'9([G"J@)/MBLJY31]40W;SJKA<;_,VLN.G%10DXS;>WI<<U=>98CL
M=0338X5OR)RV9)&&\X]!FHO"\\MQITKSRO(WG$9=LG&!4GAR>>?2D:<EB&*J
MQZD#_)JMX1_Y!<O_`%V/_H*U<[\E12M=-?J)6O%HU5$C6;B%PDA+[6(R`<FL
MC3'O$\07-K<7;S;(<Y/"Y.TYQT[UM6W^I_X$W_H1K'M/^1PO?^N(_DE12>DU
MY?JAR7PLCC:_@\26L%U>-,'0N57Y5Z-QCOTKH:PKO_D;[+_KB?Y/6WFEB'?E
M?E^K'36_J+FC-)FDS7.:"YI,TF:,TQBYI,TF:0TP%S29I,TE`"YI,TE%,`HH
MHH&%)S2T4`)2T44`%%%%`!1110`444N*`$Q1BEHH`,44M%`"44N**0"44M&*
M`$-)BG8HQ3`;BBEQ28I@)12T4`)12T4Q"448HQ0`4444P"BBB@!:*2EI@%%%
M%`!1113$%+244`+2444`%36G_'Y!_P!=%_G4-36G_'Y!_P!=%_G50^)$RV9)
M12TG:N(T"BBDH$+1244P*=SI-A=2>9-;(SYR2,C/UQUJS##'!&(X45$'15&!
M3Z,U;G)JS>@K):H9"ACA1&QE5`.*IR:-ITLOF/:INSGC(!_`<5>HIJ<HNZ=@
M<4]Q$58T"(H50,``8`J&TM(+&(Q6T>Q"VXC)//X_2IZ2E=VL%AD*E$VDC.2>
M/<DU&MG;I>/=JF)W7:S9/(X[=.PJ:BCF>MNH6(7M('O$NVCS.B[5;)X'/;IW
M-39HS24VV]QVL!I,T49I`%)124P%I***8"4444#$HHI:`$HI:*`$HI<48H`2
MEHQ1B@`HI:*`$HI:*`$Q2XI<44`)2BBEI`)12XHQ0`E+12T@$HI:*`$Q24ZD
MQ0`TT4[%)3$-Q12XHI@)24ZD-,!**7%&*8"8I*=BDH`2BEHI@)2T44`%%%%,
M`HHHH`****8@HHI:`$J:T_X_(?\`KHO\ZAJ:T_X_(?\`KHO\ZJ'Q(F6S):2E
MI*XC0*2BB@04E+24P"BBBF`E%%%`"4444P"DHHH`2B@TE,84444P$-%+24`%
M%%%,!**6B@!**6B@0E%+1B@`HI<44`)1BEHH`,44M&*0"4M&*7%`"8H%+10`
M444N*0Q,48I:*`$I:7%&*0"48IV**`&XHQ3J3%`#<4E/Q28IB&TF*=BBF`W%
M!%+0:`&XHI:,4P$I*=BDI@)12T4P$Q12T4Q"4E.I,4`)12XHQ3`2BEHQ0`E+
M1BBF`E36G_'Y#_UT7^=15+:?\?D/_71?YU4/B1,MF2TVEI*XBPHHH-,8E%%)
M0(****8"4444P`TE*:2@84444P$HI:2@0E%+13`2BEHH`2BBBF`48I:,4`)B
MBEQ10`E+12T`)12T4`%%&*7%`"44HHI`)2T44@"BEHQ0`E+BEHI`)BEI<44@
M$HI<44`)1BG8HI#&XI<4M)1<!,4E.H-.XAA%%+B@TT`VBEHI@-Q1BG4AI@)1
M2TA%,0E&*7%%,!**6B@!#24ZBF`VBEHI@)12XHQ0(2BEI,4P"I;3_C[A_P"N
MB_SJ*IK0?Z7#_P!=%_G5P^)"ELQ]-IU)7$6)0:**8"44N*2F`E%+BDQ0`E%+
MBBF`E%+24P$Q1BEHHL`E%+BC%,!**6C%`"44M&*8"8HI:*`$HQ2T4`)BC%.Q
M1B@!N*,4[%&*0"8HI<48H`*,44M`"4M&*7%`#<4M+BBD`E+BEI*0!12T8I`)
M2T4M`"4M%%(84E+24@"BBB@`HHHIB$I,4[%)3`3%)BG8I#3`3%)BG4E,0E!I
M:*8#:,4M%,!,44N*,4`)12XHQ3$)2&EQ1BF`E%+10`F*,4M%,!N*EM?^/N'_
M`'U_G3,5):_\?</^^O\`.KA\2%+9C\4E8,\!9N@J$VO7BNO^S/[WX?\`!.;Z
MUY'28I*YT6A]*>+,^E/^S?[WX?\`!#ZUY&_BDQ6&+,T[[$:/[-_O?A_P0^M>
M1M4E8XLCZ4OV(^E']F_WOP_X(?6O(UZ,5D_8CZ4?8CZ4_P"S?[WX?\$/K7D:
MN*,5E_8CZ4OV(^E']G?WOP_X(?6O(T\45F_83Z4?83Z4?V=_>_#_`((?6O(T
MJ*S?L)]*/L)]*/[._O?A_P`$/K7D:6*,5F_8CZ4"Q/I1_9W][\/^"'UKR-+%
M+BLW["?2E^PGTI_V=_>_#_@A]:\C1Q1BLX6)]*7["?2E_9W][\/^"'UKR-#%
M%9_V$^E'V$^E']G?WOP_X(?6O(T**S_L)]*/L)]*/[._O?A_P0^M>1H45G_8
M3Z4?8#1_9W][\/\`@A]:\C0I<5G_`&$^E+]@/I1_9W][\/\`@A]:\B_BC%4/
ML!]*/L!]*/[._O?A_P`$/K7D:&**SQ8GTI?L!]*/[._O?A_P0^M>1?Q1BJ'V
M$^E'V`^E+^S?[WX?\$/K7D7Z6L_[`?2C[`?2C^S?[WX?\$/K7D:%%9_V`^E+
M]@/I2_LW^]^'_!']:\B_15$6!]*7[`?2C^S/[_X?\$/K7D7:*I?V>:7^SSZ4
M?V9_?_#_`((?6O(N4E51IYH_L\^E']F?W_P_X(?6O(M455_L\^E']GGTH_LS
M^_\`A_P0^M>1:I:J?V>?2C^SSZ4?V9_?_#_@A]:\BW153^SSZ4?V>?2C^S/[
M_P"'_!%]:\BU1BJO]GGTH_L\^E/^S?[WX?\`!#ZUY%G%)5?^SSZ4?V>?2C^S
M?[WX?\$/K/D6,457_L\^E']GGTI_V=_>_#_@A]9\B?%%0?V>?2C^SSZ4?V=_
M>_#_`((?6?(GHQ4']GGTH_L\^E']G?WOP_X(OK/D3T5!_9Y]*/[//I3_`+._
MO?A_P0^L^1-14/\`9Y]*/[//I1_9_P#>_#_@A]9\B:BH?[//I1_9Y]*/[/\`
M[WX?\$/K/D34&H?[//I1_9Y]*?\`9_\`>_#_`((?6?(EJ6U_X^H?]]?YU5_L
M\^E36EB4O(6])%/ZTU@+._-^'_!!XBZV(6@+-SP.U.6V4#./UJ4J"1UQ3EPN
M,X(KT#E(O)4=J<(E]*D.#T%`I@((E]*>(E]*44\4`-\E?2E\E?2G"GB@!GDK
MZ4>2OI4E%`#/)7TIPA7TIU.%`#/)7TH\A?2I!2T`1>0OI2^0OI4HH[4`1>0O
MI0(%J7%+B@"+R%]*7R%]!4M%`$8@7T%*(%]!4E+0!#Y"^E'D+Z5+10!%Y"^E
M'D+[5)2&@!@A7TI1`OI3@:<*`&>0M+Y"U)2@T@(O(7TH\A?05+2T`0_9U]!2
M^0OM4M%`$7D+[4OD+Z"I**!D?D+Z"CR%]*EH%`$?V=:7[.OH*E%**`(_LZ^@
MH^SKZ5**6@"+[.M*+=?2I12T`1BW7TH^SKZ5,*6@"#[.OI1]G7TJ>B@"#[.O
MI1]G7TJ>B@"#[.OI1]G7TJ>B@"#[.OI1]G7TJ>B@"#[.OI1]G7TJ>B@"#[.O
MI1]G7TJ>B@"#[.OI1]G7TJ>B@"#[.OI1]G7TJ>B@"#[.OI1]G7TJ>B@"#[.O
MI1]G7TJ>B@"#[.OI1]G7TJ>B@"#[.OI1]G7TJ>B@"#[.OI2K`H8'T-344`<R
MHVKBG*`I]:B!.X9(Q3RV?K0!(M+U--6G"F(<*=24HH`44X4T4Z@!12T"EH`4
M4HI,4N*`%I:;2T`**<*04M(!:44@I:8!BEQ24HI`%%+24`)24M%,!*2EI*`$
M[TX4VC-`$F12@U&#3J0#Z!249H`=FBFYI0:!BT=**6@`I:**`%I:04M`"BG"
MFBG4``I12"EH`<*6D%0WMRMG9RW#C(09QZGL/SII7T$W979#?ZC%984JTDS#
M*QKU^I]!6/<ZEJLO,310+DX"KN./<G_ZU+IT1GE$D[%I)?FD8U8EELX[D0F"
M1GW[0-W4YKIC&,7:UV<DIRDKWLC*3Q!J=JY\XQSKD9#*`0/8C_Z];ND:Y;:F
MNWB&X!P8F;D^X]:RICILM_\`9Y+.82L^P@/P#FL35HFTG5RUH[)L(>)P<\$?
MKZ54H1GHE9BA.<-6[H]$HJEI%^NI:;#<C`9AAU'9AU_SZ8K@OB'>75OX@C2"
MYFB7[.IVI(5&=S>E<EG>QVK4]*HKQJ*/Q#-9B\A.H20'.)$=B..O0UI>&O&5
M]8WD<.H3O<6CD*QD.63/<$\_@:+#L>IT5GW6N:79W#07-_!%*F-R,^",C(_0
MU:%U`;3[6)5^S[/,\S/R[<9S],4A$U%9]MKFEW<ZP6]_!+*_W45\D]Z\UUKQ
M'K$&MW\,6H3I''<2*J@\`!B`*:5P/6J*SM.U>QO+?,%Y%,T48:7:V=O'4T6^
MO:5<S+#!J$$DC\*JODFD!HT5CR^*M#BNOL[ZC$),XX!*C_@0&/UK566-HA*K
MJ8R-P8'C'KF@!]%94WB7187*/J5ON'!VON_E4]CK&G:BQ6SO(9G'.U6^;\NM
M`%ZBJE[J=CIY07MU%`7SMWMC..M0G7M*%HUT;^#R`VS?OXW8S@>IQ0!HT5G:
M;KNEZJY2QO(Y7QG9RK8^AP:AN_$^BV5QY%QJ$:R9P0H+8/N0#C\:`->BH;6Y
M@O(%GMIDFB;HZ'(-34`%%%%`'+KM;MR*=M]Z;TP1^-2#DCFF`JCUIX%)CGO2
M@4"'4M(*6@"M?:E;:>(S=/L\PX7C-7`17(:F9]4U2Y,-FUU#"A@7#8"OW;_/
MM6SH-P;[23!/GS8<P2@]>./Y4`;`IU<%YU_M$2%R=*+.Y+'Y_G'^?IFK#S3O
MIOVUY9(X+V\_>NIY2('&/;O^0H&=L*IZKJ<.E6RSW"R,K.$`C`)S@GN1Z5S6
M8+6YO(-)N&DM#92-(`VY4;!P0?7I5*^LO+\+VUY)-))+/*H^8Y"J`^`*`.[M
MIEN;:*=`0LJ!U!ZX(S4&GZA%J"S&%740R&-MX`R1Z<]*Y6'[-<7MO#JUPT5O
M%9Q-`-^T$[!DY]<Y_*M+P>?^)=>&-C)_I#%6;JW`P30(Z051NM7M[6_ALF66
M2>7!Q&N=H)QD^U<B'MFTN6^GO95UA7.!O(8'/W0/2M&TLQ<>*8FN@XE-JD[@
M,1B3C/X>U(#I9[U8+NWMS%*QGSAD7*KC^\>U6JP=8=E\1:.H8@,SY`/7@5S\
M]MOT?4-0,TWG07I6/#G"\CH/Q_04`=]2BN+U.XNM-NKF&+>_]IPIY6#T<G!Q
MZ=3^8J'4(6BU,6%VRM!!;KY7FW!B4G`R^<')SF@9W=5[J^M[22".>38T[[(Q
MM)W-Z<?6N-OO.ET33EN+^WFVESY;2D"901CYN.1TYIEX;2YL-%N#YT4)F,<A
MDE+%5W<\_G0!V7VU3J)L_*FW!-_F;?D^F?6K-<E=NJ:G=I;RL85TAC&=Q.1C
M@_EWJG#;?9;?0]02:8SS3!'+.2"I/3Z4Q'<U!<74-O\`ZUBHVEB=I(`'4YKB
MKJ2V\[5#J4MRNHJSBW"EL!<'&,=OKVK9TK4+!=,T^TO)C]HGBVJI#'<&8KU`
M]J`-V.:*;?Y3J^P[6P<X.`?Y$4^HX8(H`RPH$5CN('3/^13R*0"YI0:9FE!X
MH`D!I335-+0`N:4&DI:!C@:6FTM`#J*04M`!3A3:44`.I124HH`6EI*44`.%
M8GBQRFF1@,0&F4'!ZC!/]!6V*S?$-FU[I$J1KNE3$B#GJ/3'4XR/QJZ;M)-D
M5%>#2,JQE<Z=<3*C,0@1<#J3UHG1WU;3YRI7SO+9LCHP/(_2LG3=>NK&$QQ%
M&0G.'&<&M:PFU+6+VVGE0+;PONW`84G^IKJE>+;Z'%&TDH]1JQLOB"]N-K,+
M</(,#.3C@?K67K$4LFDV5R\;AD#0R;@>,'*_H:U=4FU+1]0N;N!`UM*02Q&5
M';GTK"U3Q!>ZE;^1,8UCSDA%QGZT1NVFBWRJZ9T?@?\`Y`\W_7PW_H*UR/Q)
M_P"1CC_Z]E_]":NY\+V+V&C1K*K)+*QD=6[$\#Z<`5PWQ)_Y&./_`*]E_P#0
MFKGD[S9UTU:*-+PQXMTO2?#D-M</*9X]Y*(A.<L2.>G>N-*2:KJ[+;18>ZF)
M1!VW'^0KJO#?@NSUC1H+Z>YG1I"P*IC'#$=Q[5U^B^&M-T0E[6)FF(P99#N;
M'\A^%1=(L\X\<#;XLO5]!&/_`"&M=['_`,D\/_8,/_HNN&\?1-'XKNF8<2*C
M+[C:!_,&KR>-(E\)G2C;2&X\@V^_(V;2,9]<XH`S/!/_`"-EA_O-_P"@-5+7
M_P#D8=2_Z^I?_0S5WP3_`,C98?[S?^@-53Q'&T?B+4E<8)N9&_`L2/T-/J,[
MO0/#4FAZ=J$[W*S"XMN`%QMX)_K7G>G6UQ>W\-M:'$TK;%.<8SUY],9KTW2O
M$=MK>EWD-O#,C6]K\YD`P3M(XP?:N#\'?\C58?[Y_P#0320A/$?ARX\/RP+/
M+'*DP)5DR.1C(Q^(KL?A^YOO#-U9W)WQ+(T8![*RC(_4_G5/XI?\PO\`[:_^
MR5BV%S<6W@6_^SEAYEVJ2,IQA2O/Z@#\:-T!./"NE1%DNO$UHDHX*HH(!^NZ
ML"X1]+U1A;7:2M`X,<\+9![@@UI^$K71;FZG&MS"-50&-6<HK'OSZ].,]ZS=
M9%B-5N!I8/V,,!'DD]AGKSUS3&=/\0+DWEGH=T1@S0-)CTR$/]:R=`\,7NOV
MDTL$\<<4+$*')P7P/3IVYJ]XR_Y`?AO_`*\Q_P"@I6_\,O\`D!W/_7R?_05I
M;(70\YS/9W)VL\,T3%25;!4]#R*V];\(WNBZ;%>3RQ.K$*ZKG*$]/K63JO\`
MR%KS_KN__H1KTOXB?\BPW_79/ZTVQF+\,+B3S[ZVW$Q[5D`]#G'^'Y5Z%7G'
MPP_Y"5[_`-<1_.O1ZE[B84444A',+AER0=U/7&.GYTU2">>*7`/0FF!(#3N_
M--Y&*4F@0\"G8YJ,'&`:D'(SF@!L-O%`I6&)(U)R0B@#/KQ1';Q1.[QPHCR'
M+LJ@%OKZT\'\*44`1K:P9E/D19E&)/D'S_7UIX@A$'D")!%C'E[1MQZ8IPIU
M`$,-G:PQ/%%;1)&_#*J`!OKZTKV=J\"P/;0M"ARL9C!4?0?C4N<4N:`(I+.U
ME6-9+:%UCX0,@(7Z>E/A@A@#"&*.,,=Q"*!D^O%.IV:`(6L;1K@7#6T)F'_+
M0H-WYU(((?/\_P`I/.QM\S:-V/3/I3A3A2`:\$,DB2211O)']QF4$K]#VIGV
M.U,3PFVA\MVW.GEC#'U([FIJ6@"-[:"1HV>&-FB.8RR@E/IZ4ES:6UV`+FWB
MF"\CS$#8_.I:6@""6SM9H5BEMH7C7[J,@('T%*]G:R0+`]M"T*_=C*`J/H*F
MHI@0FSMBQ8VT)8IY9.P9*_W?I[4GV.V*1H;>'9$<QKL&$/J/2IZ*`,>\T(W<
MDQ;4KQ8ICEHPPP!Z#C@5<CTRRB6`"UB8P*%C=D!90.G)YZ\U<Q24@&4&G8I.
M]`#"*=C'2D:D)H`4'FI`:C7.>E.'-`#\?E2TWD4Z@`!IPIHIV:!CA13<T9H`
M=3J9FG`T`**6D!I:`'4HIHIPH`<*6D%%`'):]X8D\Q[O3%!4_,\'?/\`L_X?
MEZ5SWV[4++_1S-<VY7_EGN9,9YZ5Z?37571D=0RL,%2,@BMXUVE9JYA*BF[K
M0\Q-[J-]_HXGNKC?_P`L][/NQST_"M[P]X7<R+=:G'A!@I`W5CZM[>WY^_8(
MBQHJ(H55&`H&`!Z4ZB5=M62L.-%)W>H5R.MZ;H&N>)%M+J^N4U%4">3$,#`!
M?J5(Z'UKKJX#_FKG^?\`GA6*-SK-/M['P_8V]@+G:A<K%Y[C<[$YP.F>M74N
MH)+B2W29&FB`+QALLN>F1VKG/&FG/JDNEVR[U5YV#2(N=G'!/XU7\'PZE'KV
MJ-JL;"?9&ADQ\K[1@$'OP`:!&IK.DZ/XB9X9YE^T6H^9HG`>,'G!]OK6?I/@
M[0OLLLT-P]VLJ-&)MZD+D$$K@8S^=5O%UI?6FJF[TN%Y#J,!M9@@/!X`8X]N
M,^U=386*:=I$5G'R(8MN?4XY/XF@9S.BZ)X9LM6M[BQU<S7*D[(S/&VXD$=`
M,]ZT?$7AC1]1=KZ]D:T<`;YE<*"!TSGBN6\*0O;7=C]H21&$N#&VF*2,G`_>
MD9'7.>U=;XS@2XT!XWCN7^=2/L\?F,#ZD=Q1U`@\-Z)HUK;78TR]-T)U\N1Q
M(K%1@\<#CKWJA::%X9T/5HY_[79+FW;/ES3QC!QW&`>]3^!FN`+U'MD6W#+Y
M<XMA`9#SG*CCCBIO$>EVTVL:3(+&)_,N3Y["$'<,?Q''(^M`%K7M%TWQ!:P7
M-W=2)!`C.LD3J%*D`DDD'C`JO8:5H&F:#-$;Q9=/NVYDGE7:QZ8!&/3]*U-8
M@"^';^"WB``M)$2.-?\`8(``%>=W7AK48_#R3F2:2W"))';!26$C8#<>P'Z_
M6A`='+X`T6(M<27=RENHWL&=0`.O7'2HAX5\*ZE>%;/46WL!B&WG0X`&/0FN
MDUQ&?PW?(BEG:U<!0,DG;7*^#(S!J%LLJN',17:=-6/:<9YEQD]".>M%P-C6
M?#VCW<.F65]>RP&!/)MQYBJTF`H[CD\#IZU=\/:;I^C)<6%A<M,ZN'E5W5F0
MD#&<`8X%9'C?39=3U+18(_,56>0-*BD^7G9@GTZ4>#(=1CUC5VU2-A.1$I<K
M@/M!&0>_&/SHZ`5+_P`,^%A?3FZUAXIV<LZ&XC&TGGH5]ZZ;6+&QUO2-EQ<%
M;1L2^;&X`P.^2",5C^)=+AF\2:)(MC&ZR2O]H80@AA\N-YQSWZUJ^(K6!O#=
MS;>1,8=@41VJ98`$8P/08_*@"CX6TG1+"XGDTC4#=.RA7!E1]HSZ`"NEKB?`
MWGQZA/$+7-MY(_TAK40/N!X4@=>_Y5VU#$%%%%(#CA(<XJ=)<G!'XU4;AJ>K
M<4`7A)D8R?I3LU467''6I0YSF@"?<,T\&J^ZGA^<4`3@TZH5:G9H`EI<U&&I
MV>*!#Z4&F9IP-`#J6F?2EH`<*<*9FE!H`>*6FYI<T`.HI,TM`!1113`*6DHH
M`7-%)2T@$I#3J0B@!AQBF&G$4W%`#PW&!2`\\TBTO0T`/S2YI!SWHZ&@!V:4
M&FT"@8^BFYH!H`?2BF4X4`/%**:*=0`X4X4T4X4`.%%`I:`"BBB@`HHHH`**
M**`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@#B@<
M]11N&[I7GWS)SGE>U3AE8X7IBG8+G>9^;*U,K<?A7`@%6XQCVJ>-@V<C\<T6
M%<[E7..M/SG%<0I`IZ-GO18+G;J<GK3PW8UQ0."/:I4.1BBPKG8AL?C3@<'K
M7(`TX=:+!<[#-*#7)KR*<#18+G5YIV<BN3S2@\46"YU@(IPKDP?>G[R#Q185
MSJN:6N867IS4J2$]\^U(.8Z04N:Y_>N>:=UZ&@=S>S1FL"1B.M-C;/>F%SHN
MU)6$<$5$>*`N=$*6L"!PL@)&129&30%SH:0U@J>*:S>E`KFZ:;CUKGB-V<"J
M\D87))S2'<ZCITIV,]^*XAP>2#^%/0.BYZ@^G:G8+G:@#UI2<&N)5B3C'Z4D
MCD2D''X=Z`4CN`:4&N(4=..*<5.W(%%@YCM3UI17#`9S2X'2BP[G<TX5PH!R
M,U*@'K18+G;BGBN(7@\BI@`5Y&2*`N=F*45QHZU)CBBP7.P%+7&T[&*+!<["
MBN/%,:BP7.SHKB6/%1N?EQZT6"YW5%<`>`><8['O4!<`FBP7/1J*\Z#9Y!`K
M7M_,,(GG@^T%^`2V<#Z=JSJ3Y"HKF.NHKCKNU6&W-T5A=@,J@Z!O3\JJVMU-
M;I%%)%F.8#YBG3N34*K=72*Y.C.[HKFQ;6TD$D4F-AR=@.0G],\9K,UBWF6W
MM8XW98<[6Z^O!8=JSCB4W:Q7L_,[>BN;@)T^)8[B?S9F/!`XQT_*LU[-K:X=
MRY*<,ZKZ$GGBB.)O?0:I7ZG;45RD=O:$J5D=7'W4=L@-CWJ1F:T@8$2,BQY+
M'G\*F6+2T2N-4?,Z>BO-[5)_M@F6WD9#SD@_*">OY5=N=-^W21SQRR.%.PNP
M_I[5I*NHO4(T;]3NZ*\]&C-Y\TJSQ[XC@(O&X=S[5=$4TB&W25)(Y``[<;D'
M<<4I8E1V&J'F=K17,0VT-JW[G*`C`7%5M8,7V0W$X22*'#E.FXCMFL5C4W9(
M/8>9V%%<1`TU_;K);PJA*X#'(P#R1G_ZU<#<!O/</]X,<_6NFE5]I=-6L1.G
MR]3W6BO*O#D<2VC2.)CN;'[L9''8UNV+Q#4;;R>6$RK\W4@D9;CIWZ^U*5:T
MN6Q4:-XWN<*6S&0>IYS49.U\J<U&"0,8SWI_&05Z=\UT'.65;<23R<U,`5`]
M&Y%58CG(/Z5.F3T]:!,M*=Y"G%2%=N,=ZB51D$<@U*I/0CFF(D4]#4J#)X-1
M+RN<C/\`.GKG&:`)E;GFI`!C.<U%U`-2Q@@<CBD(>#^%/SP.*:<$=J%.,T`/
M/3%':D!]>M+D=J`'*>>:=@C%-IW:@"1"IIXJ!!S4H)%`B0/D\G-/63GV-1]1
MD&DSZTAEO<2,'##^5`C0\AMI_2J^3C(-.#@C(R/44!<F:*5.V?IS4#EQRP(%
M.6>1>C$`=15G[6.,QKTQR*+E*S*J2<CZTN\9JXAM7.)H@/\`:0XQ2/8P22?N
M9BN3QOY'YBBX6(%?*TAD`Z"I7L+A#\J[QZIS524/']Y2/J,4Q6%8]0!S[5`Z
M$C@XI3(V,@BH?/8@D\@=Z5PL02J\?S8X]>U$4YSA\XQ4Q8NFW`Q[TP1D#C!]
M!0(:3\V5&%_.DD(D(PW3M5D*K*`IVL!T]358J5D*T)W"Q)$`.M3@8Z=*B7Z5
M(J,>],=AC*,_+2!><U,(CGI3EC.>F:8$>W./6G!*DV8J0(<=*0R`)TIZ@T\K
M[4\<CF@!4YZ4\#UIT,3..!QZU8\F,@;6)I.206*Q7TI.>U3R*(UQ@'T/K3-A
M+$LI4$<4<P6(<\U&V<4]E*\'J*3&!S5(1$3US3":F"[V.XX'KBFR>0DBC#'C
MYLG%)L=BI+AN3G-593@XSQ[UHS!90/*PA`[CK69*P)!)!(].E).X6&*Q`SU'
MK4ZZC<I$(MY"8QCM5<,2,`\_2EV$]>M#2>XTVMC8L3&L8GN"CHP/[OJ?K3+/
M5+B*=HYD#JC;5C;DJIY'^?:J^5MH8W64&4]5_NU<;4;=-16[\MV=XM@R1]X>
MOX5S32WM<VBGL1M97EQJ,HMV\AMWF%=W`]`<5T41=K<BX"[B,-CO^=9FDW*3
MM=22R[3@<;=NT#/:GI=S`R12P3,C!FC8]6[XXKBJ.3>QO:V@^^MKE)A<6UPP
M<L%VD9P#2/'=>0T:K&ZKGYW;ECWR/3K5N*[@E@:974!>"S?*,_C67+!J#,+@
M7*>4Y0XS@>U"YGIV$36A.H6CM,=BAMH11@+CI4KN8"J%B58[5WCH?3-0M:06
M^^>XE#OMRX)X]SBGVLOVJP,T<6ULY0S'.,?6LY.[\C1;7$O95D`MOFMKD#,>
M.2?3I65]JN[:\#7DNU<8D52#N/M[U-'=+#;7%[L)N"Q3Y#D+QV]JKSZ5<30F
M[DR7P&P%R&'<Y'3K75!+52V_4SDVMB;[>9TG3<OEOA<L,'_/^%6=+BDCC?<]
MOY:'.]>=WJ:@TF^\V.&SCC4`*2^0!G_&KEU?6L+BP`^1B%.,``'WK*:M>*1:
MF7EW)$1(2S=<@8S6%XE1TTB95*JIVL5`YSGG]:N74R0V_E_:@T+'[P8%@,CB
MG7444UI=LZ!LQL,YR.!P*P@N22DRGL8WARXN#IPW$L%W)'@\CC./YUQ\K%Y6
M9NI.377:)<P-HMV64AK?<P"]LCBN2C423*K-M!8`GTKTZ*2E)V,*FJ2-S1(+
MH61EAEV(TFW`;';DFNIMK=4U&V9Y%/[R/:,]\CTK/NHHK6"QM,+#;$YD?(W,
M,]_K5^#6;:[UFWMK,(%21096&`P!`PIK!MU'S&B?*K'GEPAM;IEP?E/&:B#<
M8_A)S5FZO!>1)OB19$_B7C(^E5@A[@COTKT$SB:+`*!OD...AJ>-L(/>J<2\
MYR#@59BX!Y^E,19#!=HSD8_*K"D`\#FJR@=34J`'UR.E`B=2'.#P:E5=H(ZU
M`,``YSW-2(V/<4")TQC)ZU*-N/E.*KJ1C(&*=G'3O0!.<C@TH;(P:B#YIW7O
M0!(/2G"H^AIRG/6@1*K<8IX-0@^E2*>*8#@>:E49%1=Z<I(.:0#\8I?:G##4
MNW:.#2N`T'_]=.(SUX-)D#MP:"V5VD=*`'X;.0>::20<BH][#MTIV=QY.":`
M'B8`\IUZF@RD/\I)7K41!S\W%)O(&,8/2E8JYH0:B\2\'<.N#VIYU-)%*S1J
MR_K6/N(8Y;'I4>\$'G\S2L"9IM;17!!0-&O?N*H3V,]ORI26,\@H>?RI(Y#L
M())'KZ&GQ,%95>1E]??Z4;!<B1\J2>OH::'!)YS5B5HY,^F?O'K5)@8WP<$]
MO>J6HBT#@ANWN*D%MN_>+CUJM&^>''3T[5:@EX`/3ZTBAB?,YR,?2K*+R*%C
M0N3C%6HK9)3A9%'U.*I"(P!Z4IY[8JX-,E*Y4AOH:8-/F'+(V!0!550!FG!<
MCVJ?[&X/.Y?]X5(+*7MC%`%-EQVI`A;&!5Z2SE'3#"HTC>.09C.:3`?'L1=N
M3SU%2!HL'N<=:AQ@DLC=>/04DDG0D8K-Q+N0LV"0#CFGO,6CX)'8BHY3GG(S
M2MM$9P?FJ[$CUPS%2.?RJO)E20W/O4H<*H[[NM-F<.%R.1^M)7N#*I(W#)XJ
M*8$`MG\:D=CDX`J&23]UAL&K$5IY)&3<F=H[9Z52:0YZ\5*Y;)`)P:AE7:W;
M%`QR[3C#9)ZU>L["XNE9H=NT<98XR?2LT$'&!R:GMGEEN8XX6VN6&T9QS4SO
MRZ%12;U-6#17:.=[B3R?*ZC&>U0W6D86SD2Y1T>11NS]W/']:T7$$3%KRUG>
M1A^\`8D#CK3X;2VU"S1D'[R)>`JX^;J,^I&*X959;WT.A029D7%M<:?<P3AD
M>-\]#TQZ_E6A:QW-R_R2`N(]V68$,#V]J@2^-]]MAEC2$QIG:R\AN^/Q)JY:
M6$MA=QM&HNPP!WG(V#\>]#E[KYMQV<7H5M/M+>XF\J5Y'8-EE`^0\>M1ZF(%
M>6**680@?N=IW+O[C\:VG@,;2O'(L,DJC*J!\N.]5H9X[9'%Q?6Y1G\Q=H!R
M#VQVK-5;NZ'RV1GI%<1V4Z75IE@GRROA0#UQFH+;5))2LER\BI'QE1E?88K4
M\0S22VD4=KND6XZ%5Z^V:YIQ=VB-;2ET&<M&>F:VIQ4TW+J0Y-:(U;G6I(B8
M[,++;[>3Y6`/7C\13;74M2O)ML<I6+.6)Q@+WJA9Q^9;3G[3Y3#I%DY<=<5H
M0Z9&8D;R+@S!>41P<9[_`/UJ'&$%:P7<C86PL[HQW$3H^W()1=H/X#O3;NR5
MEC"Q,XC(.21G;Z9I+.VDLA-(IG\I!\D;GKQ4J3?:84$[+"K$,P+8[]/QKDE*
M2EH]#16MJ,NK*&^#,((]W!#D8)YIKB*W0P$"-YP<(F3CM^56Q(S$`QD`@G>I
MRHIEG,MPF[9N9<KNVXR/:LFY6UV*."27[!9W]NT>9&PF[/3FLRU4O=1+ZN!^
MM='::/+-=R&XAV6YF.3(VT,1G`SUJ[?7NE682/R(3-#)M\M%'YY]*]+VJ6B5
MVS/EOJ^A'?QF\62Y:Y86\(PS%<`^P_3\ZRM"BN;_`,0VEQ'%E([F-FV\!1N!
MI=2U$:C=I;6L;B%WW/&G)8UT$5Z-,U"PL(;98FEN(E((YQD`FE%RA9):L&E*
M[.#EMY;=L2+@$D9]?I2CS"NXY*@8W=1]*L>5*\80*'0+O!.,J/>K#(GV8QVT
M@$;8+AB#R/PR.:ZN8Y[%%-O4"K<9#+Q@`>M,FMV@^9.$ZCG-68E26$YQN`Y;
M&`*KF1-AI^5AD@@]".E/5@RYZ$'DU`%(Z@[<XY]:<"8W&5^4G%,DL9QUZ=JD
M0\8)ZU%G<<KR.XIRDC(]*`)U)0XS3]V>]0@AL&G\8[T")01^/>GAA@5"IP>:
MD7.:`)0WYTY2*C49'6GI@T`2KC).?I4@(P#4*Y%/&0*8$G;/:E5L<=J8#2YY
MI`3*2.>U/R`>>O6H?F0E6!5AV(IZG-`#V'&1TH&`W(_&DR#2$T"'-P<@`BF,
M"1N`P*,,0=JDX&3CL*8#EL9H&+NW-AC34;YAEOJ#4;>E-?D#%%@))=@4\D\_
ME47&\#@#I2Y!C.<9]*B;KUSZ4`*_\2@\9YQWH!8E<DGTI&'I3U!*TF`X$@GU
M'Y&DG&8S@#*'.:>%/)'--FC'EDG/3(I`0([!N#5F)L$9JJ@X]ZE7.>:H9?1Q
MQC-2I)R,&J(SGBK$9P#US2L!OZ>^R-7R>3S6H#D5@6+Y@(/9JUX7R@-%AHF,
M:GD<4*NT8P,>U*IIPH&(!V/-&Q<YVC-+10`TQJ1@J*B:TA;(9`0>HJ>@T`8V
MHV*Q*9(A\HZKZ5G[QBND<!T((XZ&N9FC,<K*>QH$*91@<#@5#))NSVH.3T%0
MR#K3$,,AP:A=QGI4C9';CUJ%L$&F,C8E<D<9ZU7E!?&[CWJ9AS_.D8],CVH`
MI[=O')K1TCRX[P3S$`1_-NSC\JJO\K$?R%,`R0.G..:B<>:-BX2L[G:VTOVF
MT62"<(&R3D`XJ>+<L9174D=6([^IKF8M172HTAMV24M_K'V]#[>M7;2&]O2&
MN)%6)%W(^/O`G_ZU>9*DXZMZ'3?H07=]/)J-Q!'+!E0`LP'S8;M[UIPB6QDE
M%Y=.T<C?*^WC./7M7)SJ8]>F,!0@,,%.5&,'IZ5U,S6DMO\`;IF67*[@&.,D
M#H!5SBDEY@6KZ[2%4&SS/,^56Z\=_P!*S);-+ZRNKK[%&DG)63.,`>E9\BWL
M\\;Q2H8HR=A9^$!['\*TA=7MMYL#V[><6)1]NY'/]T#MQ4Q@X/1CM=&?H[13
M;K>\GD$*KN5,X&:W-1MH6M)VCCCW^7D%AS@"J<>FW96YN8]ELTJ\Q$9JI864
MEULFDD$Z*=LD98@C/N:J24WS)Z(A::%>'1;F6);F)HV!&<!_F%6-'U&.WLVM
M[B-E(8L&`Y'U_$5?CGM-/MV2+*W(!RKYX/OVJO>7:I9BV2!?-D4>:R_,6)].
M^<U;;J/E:T)7NZHK2Z_,H=>2[1E4(..3W(K-LV47`616ECZ%=V"3]:4V<Y5I
M!"Y*_>XR$%/M+"5U\U@T4*YRYK=0A%:$WDSH-/TZYB#"=BL<BX5=V=OUJWNC
MM_D-P'55X0D9/;%91OI5@%I:RB1PAW2NV/RK.MY(X;@0R!EF+C_2`V54?UKD
M=*4[N1JI6T*GBN>62XCC2201G!6$GE3TZ5@WEM-9S>7/@2$!B`<XSZ^]:VOW
MX777N+=@60@!NN<"L:$[[E6<Y&[))]*ZZ2:@C.;39K:,L=E:S:C.N70@0C=@
M[O6M7PL4NM22\OY"]Q+*HBW*3T(/%83-=:LS+'&S(AR%1>!DUU'A^".6ZM?M
M-PJ-;.@BC4[<G([>_2IFM;]2HO0YK[4([,A`[*!MW`';G/\`45`;F/R+A8XE
MCD8!2%R5(]?K5F1(IUA>&)47.&`'O@$KQQ[U4NXVCD_>;'8'Y0!@@?3T_P`*
MT5C-D4B30(8W4@9ZX_2I+6X:-7C7'S#C(SCOVI%9&=$WCE,,2Y()_I_]:F1Q
M-]_JAR,CD\5:):)_-=]SR;6SSDT\S+*X.`N>@S5,.$<$C*]QFGB3+'Y0,],5
M1-COTN([6REFGB$T0TZT5T]03@_C@T"&S@?2HTFCF3R9S:O)]TN6RF[W&<?6
MN(1B"`RD/[BG[NG?BF([&`ZA]LA&M&+?M?[-YVS_`%F/ESCM^F?PJ*^^V?V/
M.-9V_:-Z_9L[=_7YNG\.*Y4,`PP.OO4PW`!L''3-`CO?M5C_`,)+CR?]-W^5
MGMMVYW?7M5?3S<?V%9?9EO#Q)_Q[LH&=YZY%<<IRV00,U(N0<$T!<Z#1+C[-
M8:A)))+%AH\M$`6ZMZU)F35+&XCMW>>47"OB3`<KM(SZ5SZG%/&5`R.#TH`Z
MDW,*7.J2,JS1*D2,`>O13C]:FAC\H6Z6DGF?Z-,8F'4Y.1^/-<J/TIW(&>U`
M7.A9I5^R&^2.2\$W"L0"4QW/UZ9JMK:.'@>21RS*?DD"[UY[D=:R1SQ3@#CK
M0!T%Q!:I/,TT)E)N5B!:1L@%?7/-1BULT2>0KQ:NZ.I8Y?G"?Y]JPZ<#@4`;
MTNGVJ67F*1]U2L@8Y9CC(]*F6U@@O[<I`JAPX"LQS]WCC/X9]ZYW//%*`6X`
M))[4`:$$?[R]#(8RD+'8K'CD<=>?QJ74;6U5+L0P>6UNZ`-O)W`_6LQE8<8^
M;.,=Z:5(R#P1U![4`0OU--QQ4NT$XIAZT`,[8I`.13]OKUI0,4`1XP<T]02"
M<'%!':G`=.M)@*IVGG-)/\QXZ$4[T)Y-!`)%("#;TJ2->13BM/0!>6%4`H7)
MQZ4\`XZ4@Z?C3L\8%("Y9,0&%:UJ_P`F*QK0_-6E:M@D4P-)6Y%2@U61N*G4
M\4ACZ***!B=Z*4TE`#3PQ'K6+JD0$N_UXK9?J#5#5(]\60.1S3$S&VC)SG'M
M43)EL<U9,>T<YSZ5$R[B,`[>YH`@E0B/G'T'6JCHN,9]R/2KTS@84<J.^.M0
M2%9,`(20,$J*`&6]J;B=44'<PJW+H\(5E6Y0SH`Q7H&'M[U4P\*;D+`@]NU(
MBOY>Y02.V!D5#4F]&4FD-MK-9KP1NX6//WR,9IVJ&U,JK;HHV9!(X#>]3I'#
M)"IN)67(.`GZ9J-;:6*U?S;=0'P5D;@_A4/XKME=+(SX4@,H^TEQ&`?N`9JU
M;:E<H\445PX7=A5//'8>]7H]!C>WCDEN=F_G..!_]>JK6%O"RR07\1VN,9!R
M.>OX5+G3F[;E6DD5KB;9JXEF@>*:0H2$4`;2"#U]<UOK"\-O+<7%HDC1@;0&
M';OCUK/B>V;7I8;F;>K6X0$C:I'Y_2I9[FRDG2Q9EBM1^\+)DYXX^E<\[N5K
M&R>FYH7%K]JL]K!;9IF#2!3N`QTK+N%NK:>6U2Y#"-A(OF-\S>PQ5FRM+2[B
MG"%Y<'*N7(ZBJUCIDBQO>N_[Q3\BGCD'O]:F#2;4F)KL66EU'496@9#`K`%@
M1CBI8[6XL'CC@);<Q9MV-I_KFENK:ZN)H_MTJ0KC"^7SD_2H+2Z:,K`DTD;A
ML,S\K[8':G;F6FW86S(I;HB>X%S'&3L)+!<Y`'OTI]E;6YB%ZI8*'_<(>2<=
M_P#"JNJZ?=W5Z+<9<R?-(_4JOX>];EQ)%IMI]\`(,*&/+&E.222AU&EW)C&+
MB!EV!%?.[(()K.%_)!;&$P22-&F'5AQMJO-J[R8#*RKC#*K8W>^>U;`DBABC
M0*I#<`<'&>_O63YJ>DT-6>QRUK'92L[WA=3N`5$Z8K0L]'@F83+-B%F^5.IP
M.Q-.DM6GN)8)+5(5/209_`U'")=/C>)IEA93A6VY+?CZ5O*IS+W'9@J3O9G*
M^)X88-;N$@7:H(^7T.*S%.U&_P!KBK6K[O[2GWOO)<G=ZT_1=/.HZBEONVC!
M8G&>E=2?+!.3,6KRLCHO!A(LIX>$,K`[B,G`%;%KH\<.HP7$LQ<"1"!C!+;A
MBH])TX0.Q)^[PH*YXK0-B)+VUE:9\1RJ57MU%<+JKVONO1FO+[NJ//#J)PL2
M+'+M4",-ENIZ8(J.>[@N[<%UE6X4D*1C:!V&:8LEF6)"LQ/7>,_RQ1)L\G;:
M$D$89=I^;\*[[(PNRL!F-4#!B3GOQ5C#VIR"5Z\9!Y_E53:=FX<<XQ3EWLJJ
M3A??I5@&3D@Y'/2GKG/)Y[>](N1\ZYV]"3VJ1&,>2GWNA.:!,[O7+""22^N;
MBR\L);JZ7GG_`'G"J`FWWZ57OM)L8K*=X[?RX4C5H+SSMWGL<<;??)Z=,5R"
M*2A)XP><_P`JL(CJB/AE4Y*DC`/K@TR#L9=(T>6]N;<0_9EM9XE,GFL=P;/!
MSTZ?K3Y;)%TZ"";36MD>_4-"LVXL-C<Y)X_.N+X+AN0#[4]@0WWL^XI@=)?Z
M5;QZW96J)'#'-@LI9@<9[@G(STZU>ETFP74=/`MI$CF$OF1,2/NKD'J2/SKD
M%!5N4R?>IT'RCC%`CI[>PLKB"*YBM,R21,RVOFG#$/M)SUZ<XI-2@B?4]-@G
M_P!'B,"!ANSLY;C/Z9KGUQMY/(I>_%`'56MI!;WMI)):BVE:4H(VEW;EQ][\
M^/QIMND7V5(+FSVA[WR_+\P_)E5YSWKG%RQ``SGIBG$%6(/!'!SVH`Z&UTNS
M:V<NP;#.'?<V8\$XX`Q[\U2ODMX;2U2.$B:6)9&DWGW'2LQ%9SA020,\"G*3
M0!TK:79F2#]V(E;(P[D,YQT[C\13'T^U2<JL8>7R]WV<.P!.<<$\].<5SP(R
M1^5/`H`VHK!)=X2WV2).H9/,SM3'/.?6GK#;0^8QB)?[8T*$.1M'&/RK$4%\
MX!.!DX]*4C/W0<4`;Y1&AE58=Q2^8%]YW*,CG.<^U.CT^VE><O\`.?.=7R[9
M09X/'?W-<\08V"L"#W!XHW\G'2@#5^R0?V2\Z)EU)_>,2`1NP,=NG8UD-U]Z
M<6SU_2FL=W;B@`.,TX*2>*:,8YYYIZ$@4`-9<$Y'2@<8I0<TO;%`#6QGBE44
M$4#K0`XCO3LY[4G\-(*`']J,<T"G4`36WWQ6A"<2&LV`X<5HQG]X*8%^,\U8
M4\540X85:0TAHF'2EIBFG4AA12TAH`:_W:@N1NB(]15@]*@F^Y3$9$T:G&?O
M'K5;!5-YP5(QUZ4Z[9ED9>@S5">9B,4`2N^/X.#^M5Y)@A;;QDYP.U0&5FZF
MHF_.@!TEY*<@'`-0F\F5<!R!]*:[#D5">13`D6YD"@!SQV[5;34;B1%A>1C&
M#G%9I;!P!5VQ@GF=9(X&DC1ANXX'UJ)6M=E1W.C;S[*,S!_.@6,;#C@C\^*Q
M+6![J;9"`9"2><5)<I<RWF&BWQXW%8F^0?0CI5.$.9^&,:[MN_TS6$+)-]36
M6N@EVCPZPBR`JRQ$''UJ71CL$J11^=++F-,CCKC/Y5LP1PB]MX8)(WS;R*2R
M<L<BH],T4Z?&)[AQ($4MB,XP>OXUG*M%Q=RE%IE^V%NL4:W"V\$GW2J\DCH0
M?QJ[+!'/$80Q50,';_*L/45M))1+#O+NVZ0#LN.>:OPP6SQ(UF)$C#`[]Q`<
M=ZYII64BM=A)--ADF)\^3S%`V[FSCW%4M02+39HIH]S.G+;AQ]<U?N$N5=\+
M'Y*L")'/*?B*Y_7+HW,QMHIB_F?=#?PCN?I6M&,F]]"961<TK4D\F6[E<&XN
M7^6,CJ,?*`>U5&A#JLSRN\Y)!0Y(3Z4ZVL9G/G;"V#@L!A1]/05M-();6(NQ
M7!(+!2"WT-6TJ<KH:?.CG[AG<JKC!4;1QBKUJKV$#7$H)(.$"X/Y^U:T*6[R
M!Q#B7&,NAY_.J[VMO'('M\+)G/7.1[#I6-2NIKEL:4X<K=QR@WDBSL!LVX"\
M],\U5FCC?Y!AH82&:0H6W#KC/:M--N&N#*XC88V/T'M44-EY<,H;D.IP@Z+Q
M7.I\IIS'FM]+YUU))M"[F)P.U;?AI)+>VNKU8]V$*JQSA>YZ?A6!.-LSCT)K
MJ/#AECMH6`>:/+'RD..F*]2J_<L<\%>3-VWO)[;23=2JKEF&P9QD?2LNQOYY
M]?M7#$*TZC;G(`+#-6;*PO7G<@>3">F_DXSVJ_IMC!8WD2F%C(9`5D(R.HKE
MC*G";5KME2BY+1GG<,"Y=IK>5A[<`?XU;,T>Q9[5_+2(8V2#&3['US51&=E,
MN&VHV#AN<5(TL=S`1&-D@4Y')S^/T%=CU,$,5EFA_>S2+([`*!C!YYSZ=:C9
MY(955'V%<@`G.,_XTV*V>6)3R%R3NQD#\J;<PF.0DIY88;E4G/%6A:CXF'E@
M;ER3@J1VJ1O*55.U@_<'D'\/2H5#K&)&D;:1M&#V].M!*;AUZ]SVIV#H=[;Z
M%HUY#`R*(FNT6>-=S?(B[?,4G/)Y;\J-)%KY^D-'"3',]V(D>1B$';`)]./Q
M]:X>.=DE9H6`(/!'!J7S"5V_Q8^N3WH):.UAMK6>+2K"\T_899;A5596_<8(
M/'KVZUGZ&JRZ#JBBU2XE78W+$''//7MU_&N=(!C7/)'\78TY%R3GIV(IDG9Z
MI!9W,]\SP^5/;BW)GWDY#!1R.G`-,US3+*RL3+%A'#A8R'9O-7OG(Q[\5RR`
ML`J@GV`J7:5<!CQC/-,1U`T^PDM9FB@CDC2U:1)Q/EBX7NF>,&DFT^U2QD<1
M8B6`/'=^;]]\#Y=OUXK';6+Q[<V_G_NBH3`0`E?3(&<563[O//-`SK)-+MH(
M8I8XRLL<L7SJ3M?)[9)R/RJJMM%<:MJ`>/SI$D=HX=VW>=W//L*P4[FI03Z_
MC0(Z-1#I\%\88MK^3&73S#F,DX*Y!_&H=*L89[%96M?/8S[&/F%=J8'/X5A$
MCKVJ0W<GV<0!OW0?>%([XQUH`UY;:QBMH<KDS3.GG[SA5#`9QTZ5//:VEMAY
M[;R464*H\TMYJ'J?PZUSREG;"@DGL!1AMN[:=N<9QQF@#H#:PVLLUL"6E2VE
M=W5R,_W1P?3^=3PVT<$$YAM\QFU8BX\S.\E>1C_/2N9%.'%`&_<QVT<M]--"
M9O*\G:&D;/S+SSFGG3[-+AHDC24^=M</-L,:\8P.]<]FK-M?W5LFR&0*N<_=
M!P?49%`"7J+'>SQQC")(RJ/0`U%CBE)+,68Y).23WI10`E`R3S3R,BD`H`<!
MZ4&@=,5)%N,BE021SBI;LBDKL8JEV"A2Q/3%(T;!FR"N/[PQ5QP@`GBDQ(,'
M&>_>K#JT\3F9<MQSN&`/:N:5>VO0W5+N9G5:%`JW+9-#;;OE;U(-/MK0[PX8
M?=RI]ZT]O'EYB/9.]BGWZ4[.12,#N(/%+T%;)W,FK!&<-6I'U4UFIC-:$)^4
M4Q%X<$592JHY`-6(SD"@9,O6I*B!YJ6D,6D-%%`"5#,/W;5-4<@R"*8'/ZB#
MYFX=Q69*.*U]03"`^G%8\G>@178@&FD;NHQ2L#^!I2,@C/:@"LT9/0'\:BD3
M_:QBK!'/WL?UJ&0DD[OE&,?6@"!D89(K3T*6?[08+=5,C$'=(>%`]JJ1JJY+
M$`*.GO4<#NKADSO!R".Q[5%2/-&Q<79G63H-/M%MKBZ<Q3[@[8RP8^@]*SKB
M(16T<NG.Q1)"`<?,6QR?RK-,EU;WGFRD^<&W'/.*W(=1MY[@2/#+#,5P3$>&
M/;CO7(XRCYFR:9$MZ\$4<U\N)VRL+%>@[_3UIFG:\SVL<-T%QMRTF.OX4NL6
MBRQ67EL[.\A^8Y(.5.<#MR*;#<QVVEVAM5CDN%0;G=,XZ<#-0H*:VU?X%N5C
M5CFT^19Q$\<;2KAR1MZU1CM;Q9$*"180^%53D*OJ#2:6TM](XEB5HC+O<=#G
MV/\`2ME[N&*VFDX2.('<`0,5#?LG;<7Q:F/?ZF;*W=%CDV2<+D_,Y-8>GQ22
MR/<RJ<NVT-MPO'OZ5J:G:R/"E^2?M-RX2*(GA`?Z]S6AI%K-%#]GGC\N``,H
MP!D_UK6,XPAS(4E=D5D\D-ZMLCF2,]5SD9[]*T!;VYD8!D!4_,BGY<?3UK+N
M;5!<.UO/&4<\8/3\JN+I\,[1RRNRLG\(/3TK*JT[23+A&VYH*ZD;?F7'8"DB
M,8`\A@`#C@]345PLBQ&..4F3'RYP":C:(-"(/*P5^ZID(!'L>]<EG8JR&WMM
M<EC);ON+,&88';.*AN[IH+&>:24>8(F!5#]TX_SS6A$#LZ@(.`H']:S?$*J=
M"N$4[,+N`]0.<4U+FDHL=[(\X<Y8GKS7=:3;2II5L]F@):/<Q;J3GM]*X3O7
MI>F%8="M@K`808('4UZ&+E:*L9TGJV&GSW$T;FX5E"?(J`8.!W-0W%_,NH:;
M$L,D:M<QJS-T()Z5:%U-YJHL``R!(RYPOMTK%U"5(O$.E6<(E5!=1N=Q.#\P
M]:YJ4+U5H7-V3.06`-/^Z5X\>@)Q^/YU/,L:0.`@<C[V[(<'U_#I2PQ![K87
M(/\`>8<#'0<''-.U.-XX>J[00`0VX]#G->C?5(Y=A;7S)5R)'*(N7^;(;GTJ
MI?1K%>%221UPPQ^%*@>0.6A+R2`%"K8"\XSBJQWN.GW>":I+4IR7+:Q8CBBE
M5OWC1A>`&.3G'ICI5>9!&X`.X$`YZ5(+N4'DC;M*E?X<'V_6HR5=U`&3V]Z:
M(W.WUGP_I]IHLMQ#`8KB'R_WRDE)-W!QDG(]\"I+#2K&'3+*^>V7S1(ADDDD
M(W$MCC!QCVX-<2'&]7.#C@CVJT+B%XT5E^;&*9#.Y;1K2ZU*_,]K&)!+\L)D
M?YE))\SY<GGTZ"FZ=X?TV1IHMK7$3SND<B$YB``X;D`<^QS7">:`A49-,,C-
MC><XZ4Q'>^&K*%&TV>"T\\2*7EN_.QY;\_+M_+\ZS(;6QDT(:FRY$<)B>,N>
M9\@*W7T.<=.*YDH\>TNC+N&Y=PQD>M6Y=0NIK.*T>3,$1RJ!0`#Z\#G\:8'1
M:?I]O+X>FN##^^4,?,=CCCTP>OL1S6G);6MQ]GFELAY`L/,RDA&2J@[>O;_]
M=<1$W&/?K5A7.`.H[T`==#ING3:<;A55$=&8N'8F(\X7ICCWY--O=.MX=$>4
M1D31)&WF*3M?<0#C)YZ^@KF`^!]*522:`.JNK/3896`LB0MTMOCS6P0PSG\*
MH6MC`=1OH?+,[0,PB@+[?,PV.OL.:Q\X[<T9H$=/;+!87EV8HL,+/S&3S#F-
MLC*Y'X<]:@TJWBNK:V$P9EDO&5EWM@_)GIGK[]:P0:<*`-^"SLKE;:9;?89$
MDQ#YA_>,I&!D^N3^5.CL(RTQ^P9F4J/LWG?=!'+9Z_AVK!7K2[LG-`'0?8["
M$O\`NO/7[4L2GS",`KD].N#3A8V,D@7885CNC`S%R=X`)_#)'ZU@`YZ4]<8Y
M-(#2UBUAM7A\L!'8'>@+$#G@\\\_TJ@!D4`9'%*..G6BX"CK3A3<<4X"D-#U
M7>P51R>!3T#Q3=/F4\T1Q,[!4')JZD9"(X5MS##5A5J<IM3A<E>!+D1DJ`N>
M,4S[/NOF(4@*.#V'IBK:C+'Y21C.:?GH>:\WVC6B.BQGJDLDC1DE47[W.<^U
M--F[NH#_`+H=3TJQ=L49)-I7!Y8'I]1WHE,B1AX`I7'(*X/UK13EIR@T--H!
M%B-0I(P2>?QJA+'L"C:P/.21P?I6I@-%B5QN/&%/3VJ&ZA)01KEB!D%CT%71
MK.,K29$X)HSE!S5^#[@JGL*J"1@'UJU;GBO33N<C5C17E*FC/%5XS\M31'C%
M,"<&IE.15<&IHSD4@'T444#$-(W2G&D-`&1J*9A;V-<],P&1747HS&XKEKH9
MSD8JB2NQ`8\\9[U'N+*2,MCCBI&1P!D!E`JK-$JIOS^`[4ADH!0;@<GIBG-&
MS['R#SUS55;C8I&WYCW]JE%R&/R@'CD=*`)'@4#(ZGKFM&SM_*B+R6+297*]
M0/KQ64;H-]X$`]:G34YIB8S.RJ1MYZ$>E9S3:LBXZ:LO^<+QPUPN5!XV*`Q_
M''-68Q9Z>#+'-OW<Q`@$CO@^GUIUM?60M1:-([DKC)X`/I[54EU-XEDM9EC8
ML-OFJ,X7MQ7-K/2UD:[:EPS2:KY3$I%'#(&V#)+$#G\.:R&U`W%O;6)4"6)=
MVX=UZ`51U>6.*`BUFD)!Y)^4_AS4N@30S7LMS=LL'DQ(%"#!;'I[\9IQIJ%W
MT!RYE8MHCV<99V9$');)'-6],+W\WG/%NM$&55CM9FZ[CZU"\D>HM%)<)/'I
MN[Y<ON,C?WC[5;U"WGTZT>YBN,1@$%!P2">*)R4ERO1L(IQU'M=?\363SX7,
M=H@`VMN&]NYS[5J+Y?E*\A5F89`!R,_7M7-:";A%95B669FW29;H#ZUJWLM]
M!>1!4S%D$K&ORMZC'TKFJ0UY35.ZT$MKRWB\P,H1U/`QD<\9&.<GVJ2(3><9
M6NV6!AP7^4Y]AS^M22V]HT'FLHMY"WW\893GTJP+994*S(SKNX9AR?<5,I1W
M&F1QN'7?$?,P>6;C`^O>ISAY0<8(Z$\TR\#Q6Z^2^P1<LI'##T.*&WR1IN(`
M=>0O./H:YIJ^J*1#:^:U[<-*71%.$C/0\=1^5<[XKN+GR9,R,L1D\L)V(QDG
M/;MQ73);M&^_SG?K\K'C^7%<YXT9S86XE!#>:>OIBMJ#3J(4MCD;9/-N(T_O
M,!S]:]!O8S91B>Q82+"P\V//RLOX=Q7#:.I?5K4`9S*O\Z],6WA$SRJ"6;G&
M?EZ>E=6*FE))D4]$$3I+`)`P*-TV]#7-:?;?VIXN-R\^8[:9=G^T0>`*U[NT
MDMQ(UH-WFD_N\X`)Z$>@]:SO#^FZA8:C'',T7EF0-P<DG</Z5A0:5VGJ6U='
M))<A9".G)SZGGWJ2]6+R!LE!;S,[7`!`P35"-7N&=8T)<?,`B]J;YCL/+0?>
MYQ_3->ERZG(F7_MD,<L?REDB3Y2O!+'OVJ%YWF1VAM\;FY92<Y^F:K0H5E;>
MH)4'*DXI\KL)&W_+(W)XZ?2G9%7N0E&`4-@`C(Y[4<$Y`P,=<5.D,FW[0HX3
M!((QC_/-1%761D*\G@@<U5R;'97FB:5:6<TWV+%M#&DD-X;DG[4>,KC/&>1Q
MTI9-"T6._LH"<I?S&=)/,(V0[<JO7NW&>O%<8R%"5]O3^E(/:@FQW=QH6DVU
M^/-M^%LYII+=)'X*XVD%L'D9Z\<50\,&WN+W5$BL%?S+9S%`9#TR/D!SW]>O
M%<W$[MA5^;';KBIG4#Y2`2>G-`CJY[.QBL/M5W:-.8+"!UC:=\*6D92`<\#V
MI;O2M(+WUO';FV^S/`3.92?ED*YX/&`&_2N1<;$'8'O34DW-A>].X'9:SX>@
M06\>GQ!;B28JD:NQ\Q,9W9;`SQVXYK"4HBD8R:K(2C%1T!J1<\E@0O3ZT")R
MVX9P!2HU0>8#GBG`Y[4P+1]<TF>:8S#/R#`]Z5>>IH$2`C'-*.H[4T'FE&<T
M`/W4X&F@@=:<!D^F:`'@^E2)EFR::"%(`]*D'09I`*.*49QQWINT#/K0"?PI
M`2J,FIH55I$#=">:KJ<=ZL6Y_>H/]H5,MF5'<V(DCCVE>HX`!S^-2*`,XQM/
M;&*K[)?]8Z9*GY0../SI9+H1.$(W$CMVKRIIMZ'8B6081NJY.`R\D41DYP6R
M`*2.XBD16#`Y/'UJ%9U:4(A)QG=G'6L[/8HLR`$`D`^G&:@$I8_P;`,MG\<U
M,LF[*`\C@U%-L#*9&Q@Y]B:E=F"!!OD6381Q@>A'K4L:@+^/>DC8M\W13TS2
MAQG&03TJ6VQE"2-[FY9%&%3C<<X-2BW$"(=VYFZU;(VJ03MSSFJ+S[Y=JG*J
M>#7HX>I*4DELC"I%)7+L72IH^#4$!R*G3K7H',2U+&:A-21=:0$]%(*6@8&D
MI:2@"A>?Q#U%<Q./F((&">]=1??>KF;T*LF3GW%424Y#CHQQZ5`%#9^;.#G&
M*EG(&THQ`'7-0221J6(XSU`-(8GE;Y%"C!'ZTZ6)2A)`#C/%0+.Q("XP.V>:
M'8M.49L@]".*!@(<N`&"`XY/2M:#0Q-.!%*LEL`',OH#Z^_M66P)55!!P:U=
M,U69-MO:VZ!U7D`8)QW.:PJN25XFD+=1-L-E--&L"W.#@,X.!4-Q;11^0Y66
M)F!WHXX/T]<UK3W.HVSR32RQ-Y0'RE<$Y]!CFL=[_P"T&(789K>,D_(`#S6<
M')ZE2ML4EM5NWD0NBE@3EC5#38?M$A1F"1;AO8#DCT'K5V:1$)9"<*.&7M5G
M0Y$L]-6[2VDG,;$RAA\B@\`Y]:TFW%$Q5S1L=/89G@V7D2Y58R^U@/IVJI=B
M:>X6SN-X2`;]K-QN/;\*U=(OXC;R2(C;!N8J&SS[*/RR:N6FGVZQH9U:X=B7
MW<G#'DC':N5U7%^\C7ET#28((H`6"+)W*OD5;D17F61KCC=E5X]*SXK'R]0^
MT))$JL2`@!^7'MG%71<VS,Q1XV*J`2YP2M83;<FR[6V)62.4F-U)#GJ.,42.
M+:$DY8$\"HA=P2;UB?(V]0PJ.*>(SLT=T\^!]Q"6"G\*Q2?48ML&N)GFEC*K
M@!58'\:?).RI)*J_)%GCZ=3Q_GBF0WTMQ,L9B:($9WL03^7:H=3NFM`HB8/(
M_"IGOZT6O*Q25]">SN/M*!RRX.2O."1[BN1\:7$OVR.V,A:)5W@'U-:NH7,0
MBWR^5)>*,K$9/ER1_DBN1U:[2[N%>)&C78!M)S@]\>U=6&I>_P`Y%1V5BYX5
MA$VMPC<4VAG!`SC`KT![F-+7S6<!<<-GBN#\(7"V^JEV1V)C*@(N3DD5VKN\
MD3.ZA(UR6R,[E]*G&?Q-0IKW3.U&\U".XL(84VAW`DD'*GV^E:=M*3=PNKH4
M,H49&&Z]JYJ"?5K^8W5O'');CY1$3C`_QKI+>WC-Q!(R['\U#A>1U'%0XJ,H
MHOHSRF"4Q3+)EL@]CS2RN)+AF!VAFXSVJ,$XQSC-.*,#@@UZYPBY>*0,>JG(
MS2O.SRF0XR3G`X%(NW<5))0=P.E2P6EQ+&7CA=T!QNQP#1H"OL*MPK'][O!'
M(*_I2PRE-P#;5<`.0<DC/85'&'AD)!7>"1AL'^=*'5)&&T,A&,#G\C2L5<:Z
M`'Y6W$C-*O,FU5Y/`!%(IP^%.#CJ:GCCD=5(W,3P&!_2@-!T,3^9NVY[8'':
MG.)))<2($`Y)S2C-N-^TB0<8V]/K2_,5VO(%R,D'Z4KBM<DE"X0JHX'XFFH$
M4EBN,&H%9E&`.??K2EVY;ITXQ@$TQLT%*',O(Y[CK2%B0/2JL>[[S\U9C4$9
M!Z]AVIW(L)T(J5.U1DC&2<XXIT3`*H)]_K3N*Q,#UYJ4`8J!B`<@84]!4F>.
M:`)`>>G'K0&[4U6^4C\J4?E0!)GVYI0>0:B8]AUJ13V[T")=WOR:?NX'M4&<
M5(IZ\B@!^\^M`?UJ'<HZ@TH8<<\4`6`W'%6+:3;.F0#SWXJKN7@!J7<#4R5U
M8I.QT4<S`N6V[>VVAD$P)5AGH".3BLO3Q<$;HT)BSR1TS6B/)MR"6P3U/09^
ME>94ARO0ZXNZN2"!!$!&%211\K$<CUJ%F%H,%"6VY:0#[QJ"65F`94<`-M!4
M_GS40N6EF5&W+&AS^\/3Z^O6I4&UJ6/D>6*YCD1&BW_>XSGZU-;(7B,BY9V)
MP&X'7_/6FSR.L.-A!D.W"C)Q[4ELZ;-PSD^K9/7U_2FVW&X):EU&*DH%"[>R
M],4K21C*LY#8J@[%)3F/+GDCU'M3'DEC9D"[@PS]![^E1&CS,&[%FYOHFMV\
ML[F)QSUJG"^9<@8R>GI4$T#0,H9E;<,@J>#3H&PPKTJ-.,%[IR5)-O4V[<U8
M3@U3MST-7%/-=!D2&GQ'FF4Y/O4#+(I135IPI#"D-+2&@"EJ`^4,*YC5.O>N
MJO1F$^U<QJW'7CBJ1)BLS@C#`CWJ!CYD^2,_2G2$[CMIL*D.#W'-(8JQGSBV
M`/TIQ5R0W0].G%2N`!DX&:KR,%Y5CGN,<&@8K.=^0J\=A3TDD`)C8J6&#MX)
MJNOSC((4_2GF0E1T#]SBDU<+V+2SO+"\=TY8LV0[`EA^/I4$[E8PB(2,9<K2
M(PD3YB<KQP.M6;26P$)CFM\W&[<LA?`..QK.7N*Z1<?>>IG3"?[,[;66')'/
M3/I]:Z"V>VT_0;5+N4RO-M98\\*,]<=Z@UR8WFD/=H/LZ':GE[3A^>N?7ZUE
MV][:)="=59&@B7R@WSAG`YW>W6L)7J+4VBE$Z2W;R]5<60\R*2(/)YBCY?0C
MW-7[C3;>."216*O)R-P!"D\X'I6!I6H3IYXW)&97#L&3(R>Q/88K1N9KAGB_
M>)=^:<B*(G8O(P2.]<\H/FL6GI<@GN39^7%&D9!;+"`Y*GIU[?G3'N;F2(SQ
M2I"T2F/Y6W,^.>>U:Y>9]+/[M(I7XP5*C(Z\#MZ5FPQ2O<R1ZEY44,85MPP#
M[<CVIIJVO0-1EM.TUHMS-'(\LF,M(,(<9!X%:5NMQ;(\,CHZ=$DC'S-QT`]J
MFACCB00V\2F*0E0^_D<9J._:6&(6T9,2@CRY&(.?4'VK*4N;1%+0A>>)9XG\
MI95D)R9`0Z\=`#CBFZP!#8SE&+&-@4<MWY)'Y5/8V[1,9;JX624L=AV_*/4+
M6-.J-(TFZ)81/M$:9+.3D<\]>/UIQ2;TZ!J9&M1-=1_VDTD89\9C7C'IBL5N
MM==XBD6[T^21!$BPR`!1@,<YSG]*X\GFN^C*\3GJ:,W/#<MTC7`MMH"H7=CV
M`YZULZ[J\JZ9Y"^6?,4(TB$X)[@&L;3%AETX6\+,+ZXEV'G`V<$Y_*K>MWT$
M,RV:1`1?+O(]`>@].E8SBI55H:K2)OZ)!:0:=!;^;^]<;C@E6SWK4$<<MS:F
M5%VI(IB(<YSD?_6KD-(EN]3FN[@Q+)NP`6Y*`=@>U=/9RC[5;.W[V.5UQ(W5
M3G@5S3@U46NI>ZN>4=.E2@[H\F4[P<!>>GKFHR2S$GJ:0@@#K7K'"+\P.,D5
M9M[MX"VV1MK#&/7ZU!$'+909(YY&1^M6D>!(I8IX%>9N$='X3\!P:3&B',;\
MA"..=II8G$;\2,N!QD?X5)%]G5B")E8=&R!CWQ220!@TB%G`//`Z>M`Q$;Y2
M=\8(;IT/YT](UWH)%)&>F,U"Q!&[">X':GJX#97<A]`>*1299,3*K%1\N[')
MQD>M0;MQ.0S9Z9/6GB0/N#!3M!/'%1,5(^1F/J,<8I(>B)X@[2\M@^GK1N:0
MB0)PA_R:A#X#-@YP!QVJ=?,,;JQV';\W88ICL/."I9W^8C(`'6I(Y#MR`PQG
M@]JKQ,1C'IVZ4K-MS@$')SD4$LF&YH\8Y'7%.C&`%4@X]*@5VA0;<AB.W:I@
MREU0RASSVZ=\4"2T+$8(&?7UJ7<"O(P:B50S\\#T-2[`.0<TR-!XY4\YI>GX
M5&">#GZ^U/R.>013$+WS2@\Y/6F*W&1TI<T`2*3]>:1WRP'2FG<".>O:FDG/
M(H`E+@]J`U1`]Z<"M`$H//%.![TP>QI,FD!;%W*(!$&8`'/#4Y[C?%AL[O7U
MJFI-6[)1-=1H=H&>XXK*2C%7-(MO0DL[CS6^^P"N&93TQ4Q>62.2X7?MD'R#
M'&,_I4_V!HI&!2.2)OFQ@A>/\]*?>V[F,L%80JNX*.<$>P[5Q.<7+0ZDFD0-
M=)(OF,^!`F,CDLQ_^M3+'@M*4>,L>"1TJ.QLQ/`[W$Z*F0<<'GKG-6;A//1%
M5W*@XW*N?P^M/W5>*#5ZER-$5MX`SCYN?O#N:>+:%?WFTE<8!SU!_G5,R?94
M(E\\JV.,_='^?2M*.:%HU59!M<<`&N>7-'8>A$(+9H\^6I''&>1^-9)*"=O+
MX7/&:M79A$3?9V9I.K$'H/>LY#R#FN_#)V;;.>MV-JV;*U>1NE9]GR@Y!R,\
M5>7H*[#G+%.7[U,'2G`\B@996GU&AI](8O:D/2EH-`$%P,Q-]*Y76!DX]JZR
M090URFKCY_PIH1@F/!S3%X.>^>]3L,9ZU6D..:8#BZE]K<5&5`;&X'/2HGY.
M2::5!_BH&!PC>WI2EU;H6_.HG4>N34>.:0%K>J\DMR.E;ME!I"2VZ2,US),,
M9/"C\.M<];2I#<QR/$)$4Y*$\&M:XU"VOM6CG>5H+>!`5"KR6'.!^-<U92>B
MV-J:6X[Q8+JTMX+1IWE@))Y7&".WN*P82JNBL2F3\S`9;'M6IKEXVI3VD9:2
M0@,0W4MD\<#'I5NT\/1QV<CWC[+D`.58E2G)_/.*F,E3@E+<MKF=T.M]-O+&
MVDG-Q+#;O(`D97#3>F1VJS&Z:;<LI(%PY&Q(\KP>2IZ$5HW<=J]NS1S1RLRG
M:K$GY@.2*RDL9I)!']GCC+QJQF.YGW=<YZC-8QGS:LIJRT---0C976&=1L!#
M\`,Y^K9R*N@&6W8>3"'']WYRN1SSV-9$EG<QV\`::W9Y&'F8"XV^N".3S^M6
M+5H'L9X]/#Q,N0TH4MDCTR<UG))[#1>AM(;&RF$#<)AR&`V\?XBLB\BG21RE
MU$L4J[I!!G.T'C'\L5/I-NRVH%U-))YX)=2,`<<8[Y`%:5O<VLT)$+(\L:9;
M`^Z1WK--QEIJ5ZF0T(2SDFM[N:0Q-G:ZY)/L.W6L>Y:.:WM;E)FWR2@$-QMP
M.3G\ZZ:)4A?SUPO`,KOQC/3/^>]<K/"-]I`LIF3YI2L1SM)QT_2MZ3NPD[(V
M;FSMKSP].86:291O)88(/4@#_"N%/!K>O+]K82&S9E25<$.,L,CD<_TK![UT
MT(N*=V85'=G3^&--B)6[EFD7Y6PH4@<?[72LR+?J>N*SKO\`,ERPSVS_`(5.
M=3>VLFM/G3@(,CD#^*KNAM%!?_:B/),B_N8U3=O/3I^%0W*/--_(M).R.JL[
M"VM25M!Y?'SJ&SD^I&:?9VL4-Y&8F<J)!A0V5&2.WYU5M[X7-QRGDS(O5B`S
M>HQTJS:I'%?"5%3+R*-T?`'S#(/J:X8I\^IH]CRD(VW=M++T^AIN<?X4*2!P
M2#[4K,Y(WY..F:]DX04YZC(]!Q4J!#)N5"5]#V_&FJ`R,Y7`''!Z&E\^00>4
MLS^7U*=!F@:$D(W$KVXP><>U)'*R<*2,]>::I.",GGK4B!0@8$9SSW./I2#<
M<X=F4JP?CG'%`$8PX!;&`0Q_SFI=B3Q*(E99<$DEA@XJ(2)MY7+@Y))ZCTI#
MM8?.22Q$:JA.,@=.*B8%,$'IV-.;.QBK?)G[I/-(K9C(+`=B,4(I68Y9"#EN
M".<'O4BG?-@#;O/0G&/SJ%8]XP,D_P`Z5I?DV'G'1CU^E!5VD6S&SAAQD?=(
M/)I'QY(X995R6.<Y_P`*K*Y50W.T=LU+&1-P">P(H%N.ADE9O,<_+QQUJTL@
M?H@7`XQQ5;@'!S@>IJ6(_,.<9X%"(9.IQU-!DZ`9R>GO21G:&;!P.,D5$CXG
M&0&`[&BX*)>4%1\Q'--W<$U`)@^0<Y7@`GIS2"3--":+"L",=ZD'7D@56@?>
M3UJ?.<@XXH)8YO\`9-!.T\\Y[U&7&#[5&[_-C.10!/G@TJO@YJ)6X^;J*1I!
MQZ^E`%E"S_*JY/H*M)92M"TKD1@#(#Y!-9RF0,#\RGJ#6M;W[G9'("PZ9!.:
MSFY+X2E;J2G3D:W#1,=P`W%AP3[5J6EO%%%Y9=F8=3C%9]M>S^=Y+R%`#\H8
M8.*O0W:B1U:<.Q&`&_QKAJNHU9G1'E;T)C;NS@>:5C!SM4<_G^-2QA%C$:,6
MY.03S5"4WPDR'18\_,1C)]*+2^7<$EGW?*3TKG<6U<V+5Q+:1*)67YB=NT'G
M/N*>'5DWQ[3(!C))Q^.*A:*.ZD23;C:-P)7@_C3BNR(LK?-CE@,C\J6@R)97
MFV">,KSPZG@U:5$\S+JFX<!JH@RSH[@IM/`!&![U+$7:!0`,[<$%N2?7V%5)
M=@)+A$NE\I6*'/S,`.1C-5FMFLID\OYHGX=BH)7_``JTTEQY:EB(_E.Y1S_2
MJNIW(V"))<C:,AAG(]0:VH\UU%;&52VY9MY`9_*#;@F5#9SFKG0"L;36Q,O-
M;;#Y<^]>I%65CB;N[DP'&:*(^5I.U,"PAX%2BH(CD5/2*0HH-`H-`#&Z&N7U
M=,2GBNI/6L+5XLNQ]J9+.9D8`]!^=59&4_P<U:D`+$<CWJ%RFW&2.*5QHJDK
MG&T9]Z9O_P!D5/(BMMYS43*`>`,],47&1[\MG8,?2HV8@YQ^E2?*XP.#0,!<
M,0<BD,B+=<@C/;%1C+$!<DYZ8J<[L8X*U)9!#>0$@\.N=OU[5+=E<:6I59)X
M;EF.^*2%0PR"".G^-=O'Y=S96]RT<LC84'&`W!ZL>N*XJ\G>]U>1RS-YLFT9
M)/?C-=??2WB1/;1*F)(R6$8(`'T]:Y:UWR]SHA:S(I;JS2Y6&)419GY<#`'I
MU^E/U*26*XWI`J2QGYF3.TG'!^G:C3(@+B.WE`*@D*LRY*G'(''(SZ=,5?OX
M[NXL9C#(&Y(\O;PP]/\`"L>91D4U<H,MI(?M=Y*C7(19(TSP`.<`#O5"V?SI
MV63>CR;F1,["`>>I'S&HKT^7:V[I;RQL4P9'Y5CZBH]Z.BR+`2H(P'?.2.3@
MUK&%T2Y69JR2P?NYGNI5"ILD1AN.>F!GBHH$A^V3BU:6!D?=(I`4%?3;Z?C4
MEC-;PQ+;-Y<B3Y*LR?</8$]ZF*"&X\^Y"`N"H=/WF['/?OVK-^[H6M2..*\-
MXZR0-Y3?*"$S&,\=.XJN!Y6I0L-R%K==B[2,\\@?SK:CUE//2/R6\H\$D<@D
M\?6HKB<_VP3(@9;>WW*Z+G:S=,^E3S2OJA(Q/$6FQ1:4]Z[E[B28#.>!UR!Q
MS]:Y'H:[7Q=,D>C6=ME7<G)9>AP/_KUQ@&Y@!WKKP[;A=F-7<?N::8%N2379
M6>F-:75JAN8Y%8?<(&%SU[\]*YNPA0:E$JH9E#@%?6NK>TL/L@DMT1Y6!VD9
M`_+!/%17GLD:4XZ78FJ:JEE>^3&0N!C$(')[<5-H^HK/?Q(UALE:12\@CX'(
MQUZ51M%D^Q(E_%C:P\IE`!X/4M6O:/LU)'$R2,\J*^YOF'(QG%8>ZFHVU+W1
MYW`3%&7@RW&&!`QFJ\LA=`I;(X[8YIB.RYQGZU;$H,.V1E&[#+CL?7C\:]'9
MG$5VMY5B#LI"$9![5%6I+'YL1DAF8!E/RMGG'7FLPC!QC%-.X"=#2Y]*E4HL
M>#&&Y!+`_I3"@96=1M`['FF`(#R<9&/7%3>0S("I#-TQN'?T]:KCWYJ=)>5P
M_P!WHKC@?2D.XQ<`[6^3!Y/>A^!\H/)X-3J`RESD@YR"-P)^HYI!`#CRR5<]
M`>,CV-(?0KQN5?.YE]2.M2K$&B=PRC:N<,<$_2F,K&3!'S`X-6)F\RV`","A
MY.!@4,I(BCC,RLIQN`&T>M.C(CDX(.,K^%1Q[V9`H)QSP,FGEHV4G)#+^HH!
M6)\M(K$R9(/0D'/THA9EE"*FYSP,]C4`D4*P8DL/NXZ4Y9&((0;FZ[B/ZT6'
M=%Z61D3Y3G;W/<"H7,8&44#>>/:HR%C"AF!XR5.1M_.G,\>W"$8';&"1Z4AD
MIE"O-NSECM^90#QZ5([JJ%8V#+MSM((*_2J7S*%.[YL%L=:<9'(`X7C@?_7H
M!V+EG("XR"PSR`<5,\@!(Q4-I--9K+&),,V`0.=QSV(IK3B5@H`!4\D"BY#2
M+!`(R,^]1[0IZY^M(K<YSQVI-V>*9#)2>,9YJ/N><4_J.<#%1$]AS3$:EC<)
M+']FN]S(/NE1EE^E6IXBS992&7JVW`/I6)!*\4RO&?F!XJW+J%Q,NV1_RK)P
M?-=%-Z6-B$PRQJDD99LX#$=OK45K)!%>,(T9E]<=?SK+@EN`VZ/<2.V,@4Z$
M2RRN=C$#[V.,&LY4][LN,MCHXK^0H8Y8@GHV,?GZ5FRW"1OYA0<_>.,Y%9\D
MCH61H9/*DXW+DC.:TH;4RP[@Q`(RA<87/M6'LXPU-G-RV(4U2:*[\MY&6%^V
M<&M*'9'/C,K(_P!QL[@?;BL:X22&;S)(DD*]64]/QIL5]+'AN/,!R">U6Z7,
MKQ$JB6DCI;E6:V1[94)QDX'6B%6BMXW*J6)YVG)K*36-MML\LEB3Z8QZ8JC+
M>SR-G=M4-N"KP!64<--Z,;K16QU#JLRF)F;!/('%0M80F4^1M0(,.`-QY_K5
M2QOA=`J%&53YE<Y!/\ZOV9"_+!"P#')R3@>IP:SM.E=%:2U(;.)HW8^4X484
M,5QQZ\UK8PI!Z@55N]J(7+'=C[O3-2VK;X`?:N_#3<U<YZJ298AZ"@]2*;">
M*5SAR*Z3$EA-6!TJK$>:LJ>*!H<*4TE+VI#&FLS5$SD^U:AK/U(97\*:$SC)
M\!F['-59`&Y4DGWJW<(!*V?6JS(`>#FDV"*Z\GT'K39,JQVC.:F==HR.?:D9
M]R\+]3TI7*("-I!!S2-ALD``XZ4YUP<@<&FI$\DZQIU<[>:3&D:VF:=Y]F8W
MN(T$@!'R9(YZ9[5;ATT6B?N;>.[*#=YBGH<<BLJ7[1;H;03;HP^YBG*Y^O>M
M26UET[2I[JWO%,<B$%'`&>/QYKCFG??<Z4[;')PN[7JN@VL9`0.W6N\FT]O)
M3RF\URIW-YNTC/<#I7$:0C2ZG`JY!W9!`SCGTKO]T.FHS2X+O]^4(`03T&,\
MT\0W=)"AL0SV\MI`OE7!D(7:N80RY/N.:JI>"V'ERN\A1>7.6'T#`_S%31S2
MWR11A(E5G)174JL@'0__`*JA:"V"EIT"Q?\`+7:XVY/H`<USQMM(NXHTUM2A
M,L$ZO%GY8&'RJWN*P;NV^R7`380`V2Q."5]*Z)H4MI4GLT\J)@/WK$E,=A@]
M#[U:_P!$E=UD9!(ORL"002<9(%:<[AKT)M<Y^SM([HR+%.5A4[E.T]<<#/`]
MJNS6,PB6X,A*%E<0QM@;>A_'GWK0@A.G!?++LD@VE2"H![>_?%1(D[V[P'+!
MHF^7A67`QCWR,5#FV]"UH([V]K8^=!$WF2`@#?RO?I61H=T\$"MO1WFGP5)(
M8`>_<>U2#S[329?,0)+$?+."!N`/I^7-4=*U!]/:",1Q2;OWK,R_,#Z`UHHW
MBUN0VDR;QI+"1;1QJR$%F96'KCG-<Q`<3(<`X8'![UN>+[M[O4(B5VJ(AM7=
MG&:S-,M9;R^CBAC+L3T'IWKHI+DIJYG+61OZ;97ICE:W'E;AYCX7;GN%_7]*
MFAEO+615N-R>0N/W>"3Z9/<#BMU89[2Z6*.[4QD?<D&YSQVQ3;PV<2&X95E+
MK\B]SVX_/%<3J\SU1JE;8PY=>6&Q*K"PF(,93'R_[V>Y^M/L;N.?5+**"U2-
MA/$792>S=_6M:/3H%MQ#/`TR;@YPW*GT-1IIBV.I60LU<*9U+.6R"-PX]C54
MZE/FLEJ$D['G8"%=HD\O/4$Y!J-3&&!(9J=<1M&_*X^E.@C#,1D=.<CIS7I=
M#B+R2Q6W[R.9VC/8=N.F*HW,RSW+2^6$!ZA>*NRFV^X7W._'RCCV)YIP2TG1
MGB79L4DANF?;O4)I:C2=B"UM!+L^U9@@8$B3'!-5V*12,@)>//KP1ZU=:,7(
M"1CY5P"(V)!]\&L]@8WP"#GTJEJ*-R<2PF$HRD=Q@`DGT)J"1P92P"D?[N/T
MJ?["S/&L;*WF#(P>E0&)E3>,'!P1GD?A0K%";AQ@;3ZT\SNK!@0<#'S`-40R
M2,<FA@P;#`@^AI@68IT+9E4<*<#&<U/>I$2K6D<BQLH+(6W8]\BL\CCJ*GM9
MUB=MX)#+MX.,4K#4K"J61]I0N%YP?Z4ZX:)Y!]FB>,%1N7.0:'`*LR87/OV]
M*B+8)XZ=CVH'H*59"0<#'//-3QQ&0Q$-@,<``5&D<AC:4LHVG&&/-30RQMN4
M1GS2/EVG@FDQH=<J7E?=\TO4D'C'M3G=V7:2L8(^;.!D5$NY5QM;>!@K^?Y4
MY4CD5G+J3T``-`]V0$\#/'K3MS2#>YR!QD_TJ18PS-&3E@1@8ZFG7$)MW,4F
MX[>3@C`H"SW&W$B!HO*=@0/GP,8/M3EPN"3ECU]<U7!#R[MO`Z`#&:E0.S'/
M?J:=B&RPK\8Z^]2,P(&%VGH:AX52!CD\YI-^[IDD46)9-N^7!S3.IH48X8GG
MTIP#=`OYTP$''(-2`@"@(!]X&G?(#S0*Y:LKYK>0':2O<5874/GPJ*J$Y*XQ
MGZFLW?DX45<M8G)WAE92,$&LIQCNRXR9,/FO8Y#$Z*H/W5X`JX]\Z,@AAQ&6
M'"MGIUJ(;G7*^4VT8"KU/Z<46LBQJ^(T652<^M<S5^ANM"MJD[22_,&!8Y(Q
M_P#6JF"3WYK4NHI+B%I2,QJ#@;N<^HJEY#L5B2$B0`[N>M;TY)*QC-:W(B3@
M<T`\=:D>/RR4D3#?6F;<=>E;7,R>WGD@D#QL1_6MR#5!(F,!9/0=ZYS?@XIX
M?FLZE*-3<N-1Q.FN-3@EMU`59'?U_AJWI[YBQ7+0-@UT.F.=G6KI4U35D3.?
M,[LTH6^8BG2_>S449Q,PJ63G!K4D?'UJTG2JB=15J,\4AH>*=VI@IXI#$/2J
M6H#]UFKIJI?C]P330F<3?H?-..N:IR*S`,"0PK0U)@LQ_G64[-VYSU%)C1*R
MD(".O2F\*V.OM1O(7YCC''-)NR1@<^M0,1HU:FJTD/S1G#8QN`_D:D9"JEP?
M_KTC,00`"#U`%(I.Q):0W1FA:"!I')#("IPU6-634+.PN4N$#1R-NVJ,HF>^
M?7M59;RZA0[))$)^7AL<>E5[V\NY;69I99-DA`(+8#$>U9.+<D]"U):H70&8
M:S;D`95,9_NY'7]:V;^=(Y$>2\,CJ2AA*@*/?'^-8FGW$L-[--:,8^`OR\<?
MY%63_IDC-<.(G/1P/O9XP:4H7E=@IK9%R*<W$@@D:4,D?R^01USZGIVZ5$5F
MAE^S-`P>4["91@9/<'\JGU`6VGLB6XC\P1$%HV(8L>.<]O:C[87TZ&.(_:'`
MQ)\G(]L@_K4;I-+0O;<9+)/L57BDCBCR!&PY#>W>K,%Q>2W=O+*I9<8PS`(5
M/?/3\ZJV>H7/VAP5>+"98+D$XX_.KTIFN;7S49C<-AMBQA<\]O4_6AK2S&GK
M<==2--,Z.92&/"I*&!.,Y'Z4L-W&D)-Q$;>01@X89R5.#CG.2.QJ&#38WAS+
M,T<TIRB,OSDY^]U_E27.]2EW<E9$C38-V6P3WR#ZUFTMAHR=9O)6ENT6,I"Y
M#!>P+`?X4_3[>&:\EB$A8Q1?*P`SGCC^=:.NV,UWJ5LJ%9!-\VY6^7"Y)Z^Q
MJ[I-C"8S<7,+QW;`;@?E#>A`Z5;J*,$3RW9R/B%3'JDD)1%,8"_(,#I_.K_@
MQTAU"::3A4B.3Z9(K%U"3SKZ:0$D,Y(R>U;/@]I4OF:*'?TW.<_(O>MJB_=-
M$Q^,ZB]NTMW2Y2R9G(VK(!U![>U4D2WEOWMQ;>6AR5DD&6W^WTK86>XDC2:.
M!69\_*7`*^E9US)>?:)(Y8X"PP<+D$C^\#^76O-C=+3\SH19@MI;)T$4S.H&
M-CG`;WXZ5-8S13W4.YV,FY28^<#YN#56WNI)@&W+N8%>%R<U<M&#7<3-O(9E
M&&'&0W!^O^%)7YES#DM#S*&>-5!<,['JIX!I]Q(/M0$:QYVX)!P#^-,M8HIC
MF9P""!ECQBIIXXY7=5;,0<!64<'WKV-+GG1=BK-&3B5FR6[#M^-7K/3H_+,K
M2Y"L`RY&">N*FMM-C\DF.X!<G*GM39+0J6VKLP02V[@X]JAROHF:$TMN)$98
M?W(487:`,G^=45LI9#(9%)D`&-@^\<UK!"R*S`!3_$10+53AFFE8'@*&P!^5
M2IV(,-Q(D@D8XV?*2>#^51WG,Y.`A*@D`YS6\\$#@(R;L<<GFL2>!9)62&)D
MD4G<.V.U:1E<=BH>.E/W.[;B2Q`ZGFGS0F+:I+>83\R%<%3_`%IDR!)"JN'`
M_B4$9_.K`:,@\C-.#<$A1T/!HQ^Z)#`=`5)Y--`)&<<9QGWH&.1SL*Y(S[]:
M<ZX/W>H]>]#(RJ25Q@XZ\YI$;:V3D=Z0(<4W,I8%0V.QIQ=XE8`$8;ANA!]J
M6-2PW,-^_/"G]:C))(5020<@T`6H%N;B)X;??('^9P`-Q(_6HXV>&1T<#=C:
M0PS@U-8SW<EPB+(P&\9`X_7M5V017E\BA#Y:$[F9B<^P_'^9J6[#3,Q#D,5)
M"].><_I2I`YW.2"HZ\BKTEJSWC118VD$C8,@+ZT1P0E98Q_KT7(.>GIGUHYD
M5KU*[H%10G"GT!_G2D,&PO7KC'./6D6!HXA+(-S'(VD=.W.:F55*MRJ$KWZT
M[ARHJR*6?Y%;!Z;J?%&1SWS4SJ-B`N3@8`[4]%WQD#;P/Q-.YDQG`X7`/MWI
MQ5MV#U^E(WR$;EQ[5)))A04SD].:+B&9?/>GI&#DDD4BNSJ2<8]`<U,I`X)Z
M]*+B9&%P?E!S_.ID>2$LI&,CD'M3&#$\=NE7$GC\A8W7>P!W%N/RJ),<1R1I
M%,C(,DG*@8SCO]:',4&6<JZN3@JV#5`3E[G:L>XA<+[&GVZH+B3="P0C^)AP
M:RY6:\Q<BVR`1^='&K$@<Y('O3K@"&W$:3EB3EE'(_.HA';I)NVY'90>"<^M
M37(M)(2\.V-AGY<]>:?5"Z,I,<`$]::[<?6DE.%J$N?>NBQD*Y/3I2I)CCO4
M98#GKVIN<-TIC-"*09'-=#I,F17*Q'&">E=!H[Y8<U2)9O\`28'U%3M]P56#
M9,9_"K)^X:&"%CZBK4?6J<9Y%6UZBDQHD%.%-%.%(H*J:A_Q[-]*MFJU\,VT
MGTIH1Q&K8\P@UC,2&!Z_C6SJRDSE?:L5L[CD_I0P1(3OY!QCM2XY^4_TJ'YU
M.%P?>I$8X(.`3TS4E#MTB$@'-.@-P&Y("@>G/Y4JH9,AC@CI4M@%&IQFX.8,
M\[C@8_"HD[)L:U=BO<RN".,8Z'%4+PG8@R<9)]JW]4U872R6L>U+4-E/E`XK
M$U"X9H8;<%=D62,#J34P<FE=%<J1<L+286'VI$+1R,<D*?EQ_P#KITB-"@9T
MW;L!/2FZ9>3642&)RN00>XP?45:>,17"(LJNF[Y3C``)ZG-2[INXK)ZHJ+:B
M1P&DPC-C)[?6I[6)8[W$CN(D',D2YY]*U6M_LB?-;YMWQN+<\^H(YQ4E]:)'
M:-]E*&%FW-EC^'%9NI?0UY6E<IRF7:MR6#KNQG(+`8QDCUJ>SEG\PI*B-!'R
MS!><'KD50(X4(G3J@/7Z5:A/D,D:S`>;E&+<G!/3'K1):$Q;;T'WDWD'RX9-
MP`.UP!G!XP?0>U-NT<6"2S[G=HR`D9XVCH>F*9<)&MQ<;C(&5\#Y,!O[V:B5
M!.LGE-M'\,3<[1C^\:5MF/F*^H7US'-:/(P=1"2FTD<-W/OS6QJ5Q%+ITAFE
MD)A!9$5@.2.!Q^/Z5SD%RMN9`N3NA0`\-M.X'O5[49[.2UN!&@\W.'*MU]\=
M`/;M3E#5:%<UD<V>M=+X>L[*XTN8SM,'+@'82`H['C@\^M<R>M=#HTUJ+01S
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M6>C*?->YL*I;:A`QCD9[5'/-!:S&-%SP.OK68;B\D0B)=VP[6^;)/N*=*I:W
M21"3QW&34<FNK*1<1D>0-'M)/8GO3UDB;.`,DX(/6JL%L9(H0[%5QE@!_GFK
MB6L08E$8$^IH=D-Q5C*G/E7(EF4;A]UL9!]#534%@DE5H90Q=02`O?\`#UK0
MN[.4W!1_G&,JF<G%1N;=8PZ0LK'Y=[KP>V<5JI+<?*9_E11%-VYE9<EL$`G'
M;\:CB%L5P[2`]>*MRW$X:8*1Y(7;^[(VKGTJ)K!5MPXF5I#_``*>WUK2_<31
M"TFP%%)=3@@L.0>_ZU+#`)B99-R1G()7G'IQ5=,LP\K@@<G/3WJ7S2)@'`91
M@$(>"*'Y$DUU;PPQC8S!@O)?J3[55\F4%&=&"MT)XXI0QE;:,8R/D]:6621F
M4.>?4M0KHDM@_9Y7:&>-@`!AR"<_6K,5];QP>7&#',%PK=L^Y_.L>7F<A2&Y
MP"!UJ141F)7><#)]Z''N)&P=0`=(T56VC:'!&2/]JHKN>.9HXTCVG)9RJ;<C
M_/:J<$,IB,ZJ?*(^<@=!4P83Q!BX8#C9NPPS_3-1RI&MVPCN8_):/#Y!^0^_
MO3I9('M]J!A,,8XR&/I4(B=(1E@",@KT-6/LQB2"95?)&=SC@FGH%ROEG?=,
MK98\]L4X#$N4SC.*E8.[!G.YL],8Q306W8P!W]_>J1#8KG&[D,K<`X_SB@G"
M@9)':D*J`<MG\.M,4XDVY'%!%R4-M8#&*G7E>5&:@`W`D\9X%/7*'G)Q02RQ
MSV`-"AP0QQGGY<=J8K@X//Y4]Y-N#TI,2*L@7[6$7<I8=A6I&D0(&"ISM!Z`
M_A68\B_;+=@-W)-3)+(FXIQSD9J6FS5,FNE\DA1R".M0;L@CD5&6.27.6/4T
MN_'&>O2K2TU)8]QB.JY;%3R_ZL$U6?-6"'`_*?SII.32J?6A5[TP)47``.>.
MU;>DOMD6L:,=.>!6EIS[9131+.J4_(I]&JWU0U2C.Z+]:N1G*<^E#!#(S\V*
MNKT!JDO#U<BY6D-$M/%,IPI%"FJ]T,P/]*L&H;CF)A[4T)G%:K&?M&>U9#B,
ML588]ZZ#4Q^]_"LMX8V;+)S2;)YK&4T;)P>_3WIOERJH<H<?K6PP.`,<"HI"
MI&&'XTKASE2&59&`VG=BKD*`KC'7J*BC9'8[0..M6(XU7G;R?>HDP;N4IK1@
MVZ,_A4%_##/?QV]N=BA0/WA_B_`>M:S$'CJ>U8F1<:F[1\$'*_A2NRX2;T9L
M:>(X(W2>$%2"OW><=B"?>I?L-NME%(DI:XD)#@GA.:=92S7+BVFNC$``Q^7.
M><C)_6M&92,!Y(XXV?;(%Z$^N!S6+;YC9;%FR3?;Q!E&Q5*_,V_.<<^U1R06
MS1^6D#!5.3EMIS@=NIJ6"-18+&A8[CCKMXSU&.N/>L^.9XKI42X+HA)ZGY?8
MURI7;LS5NR*S)%Y_[GS$"MQZG_`U6OB6G:,(JB0#+'C#>H],UNW*S3X5(XY2
M!GS(\KM/N363<0PE)!.7$CIQSGYL\UM":9DTT5WVRQ`HT@6(#\<]?US4NHR7
M4-K&SO$8W4A0F,`>I`K/M?-M99&(+(YP3^F#]:;?[XHA#TA8[AQUK7EU2)O<
MK&.)KH"!RWRH<'@'`R1^8IDTG^BN2`"[=/09J>W6*74'>+<D"@<$Y/3%5+V1
M%S!%NVJY)R0:U2NQ,IBM5I%BDC0C`\L`C'M6;$GF3(@_B(%;L=E<ZIJ9AD6,
M.@`)&!A0<9^M%1I;A&+9-Y-RD$4V^1$/W=K_`"D#\L&M.UUB8R,UM;226V!O
M;;RA`YQSSQVK+NK"]T[]W<(7MBV-XZ$]OH:W[>ZL(;22574*HY49`^A]3[UQ
MU7&26ESHC=,M?VC9R1)N=L-SG81TZBHEUNS_`+2M;>&,2-)+&I;TRP_E7'W-
MW=7GG/;Q;;=#N81YPN?\:Z/PQI3VS6LLT;B>24,3Z*".#25",+-L?,Y;')LV
MZ`I:!DW85@<9-61-<".."?YE0X7U.>,'VZUGVK>7.%GB9A'G:$ZYJRKW(S<>
M7@`X7,8.:[6CF3T++DP3K!`SM(PRA=L*/KZU23[8)2YCW'=U(&,^W%:$+HW!
M&)1R>.HI"'@(;:TNX[5`Z"I3"_0SXC+"^&9HW!QD<#\:N^;*DL4;-&J]2.HS
M43WG[QU=51^<[Q[5F(DDTZI&NYF/"BJM?<>B.I26,K\C*CKQG^%JJW6IRP.4
M1$W=,@Y.?I6;+%?:<C131;<C/S<X![BFQ;X&-R]N\PQ]XD@`^M0J:)<F3?VA
M(8=XEQ)STYQ^=0KJ,TD(@V!Q@[B>I'6K%I#I]T&>>0HV2"![]ZK36[QG$3(R
M@XW*.#5KEO8M-V&Q?O0R*"H<8V)T)'<^E7;6S\I/,,6]U/0G&/4U4L('>Z4@
M`JI^8D\"MGSVB.Q!SC);UI2?1",&ZN7F)R2,<#`ZBJXSM)R!CCWK1U&4SW2Q
MO%G8.`O4YJ4>'IUM1-)($8_PXZ#W-6I)+43[F-DXZ]:FA1'D"R.1G`!'/6KK
M:1((M\;>8P/*@<57>%H5.Z([6.-Q'2G=/8AZ"RVX@02I)'(N>@/S#\*:HPP*
M,C%NBY/%#1RB7:X)#CV&1_D4Z")'F5A^[3N#SBE<:1(`<^628W5<!1R":%MW
M"#=M#9R!CG\ZF\MO-3:5(SG?TQCU_.K.P)*JRLREVZ@8X]12N)R($C48."68
M'(;(P?SH::Y\I82=T0.X`C\*EG#[B`[$#N:@1@K?O2V!W6E:XDW<FP#$')&2
M>F<XIH4A\(T8/^U@49@BE,H)\M>H49Y_&BYEBN5$D88`=F`S0,9#('1]S'>6
MXI`A9\G.144,A3<<'=_.I/.WD%1\QZFJ))F5E1=V"OKWIZ$;=H(ZU05V*E&)
M89ZU94QL%(/S9XXZ4"L3%A@@<FE<B5#G.!Z4C<(Q!^;/>HGD"+L1>3R>?SH&
MD5VYN(]O`&<9JYB0Q;BIV`]<571=]W$@P#@X-:\4&^(Q&1%0K@`*3D_T-3*7
M*7:YF>;R>_X4`_-D_GBEOO+CF*1;=@'8YJ!9,+U&/3WJUJKB+,K!H@!U%5&8
M?E4CR8B'2H&.:L1(&R0*M(G%5$!)]"*T8AP/>F#(QP35RR?]ZM0.HYJ2V&)%
M/>@DZZS.Z(?2KT?W:S=-;,0K40<4V)$9X>K<72JS#YJL15)2+`I12"EI%"]J
MBF'[MOI4PJ.4?*?I30,Y+6T_>KVXZUCQS;B5;`8<\]_I6UXB&)$^E<\VT\.<
M#KTH:)L2EMV0.3GN:KW&UDPN0<],4?NPN?,R?H0:"2I^60,/K2L"2(DB*L,\
MKZ"KQGC/R'ANQJKER0<]^.E/R_&X`D'TJ7&XV74M"UOY[2Q;0#G+X.1SBL'2
MG,=_YRJK%`2`W0GI_6M"0.J2,J#&TX&.A]:S])0&5V/\(]*E1:NF6K=#HI)I
MT$:R1^2Y!+$#[V>]-A\SSE;<$9>5+'N*C29G=)'8[EP%).<?A3I'5@/F+/U8
MGI4<O03;W++?:IEW2>8Q<G!)ZGV%+87OV2;#;&W+LW,#A?<]S55IVE8*9.`.
M!WI40O&WR[BH).>E9N&EF5S-,UC/+NS&A$,3G<ZL2K?_`*ZKZF;B18T:VB$1
MPR%3D\>I["HEN98(/.BNXUD<_/"!G`]ZJ3W<]VCM++'D+P&X8G/08Z\5BH6=
MT:\R>@VXFN6MGC6.,1.""0,GKGO[U>\^UCTZ+9+Y1F0DG:&)X/R\]*JV7G3%
M+16`3[Q)&2/7GK67<3I;Q7,,2JR,N5,@RP.><'MSFM>6^A*E;4KZ4<7;E@Q4
M@C@D?J*IWW_'TYW;R3R?6KEDK1VF\H^"P8..@]JH7/\`KF(/!YKHC\1FQ]@K
MO>PK&<.6&#Z'UKJHH%TF&:ZN9RZRD89`'W.ISC=VKEK&/S;E55BK'.W'KVK>
MT5U\MHU=IAYPPD@!7'/..U9UE<NF;EI+J%Y$C&>.W@E!Y9/,;V!)XS7-ZQI_
MV"]-LEP75L8]LUUOV@G:I20!>`%&`?3'/-8-Y#:W^L0K:3-YH;=)(ZY52.GU
MKDI3:EV1O))HOV>D65O8I`^^1Y"&=AT)]"?2M73!''-`C1MYH<*-PSC!`Z_U
MK`O;K4O)>.6ZMXUB;&=OWAU##\>*BTB[U2+6;+[;(WDW,R`&0;@?F&,>E-4Y
M3=VP;25CF[>Y>)"/+C^<@;V7++]*>3/"REI55<G!R"1S_P#6JP+E-@!MF?U4
MKFG2""ZM0L",41LLG0CK_C7;?R.5/H3+=M,L<;@[_P"]Q@\=ZD4KNPQ8'L5(
MQFJMM9SRS&#"J@7(QQN].O?K217$=M,H1BNXX*@<8SW)J;=A3N]2:2P$S$[V
MW8/4=:I-IUS&R!!EE.01Q6T[G:%A8`GOGC'TIJ&Y0XFV2=,$#&*2FQ)6*\`F
MO2L-\Z@1C(0XR>W-:#VX%I(G;RR,`^U9UW:27LREI%B8#[_K^5*=.G2(A;TH
MBK\RL3E_H/\`&I:YM;EIJ.AD6UK//.8[8;G4;N&%6OLSS,6F25>>F#DX[>AK
M:T^PL[1#.K2(^W!#M_A5F2QSM9P'CY+*<9/T]*)5DF4J;>J,[1MMR)+=]D8C
MZ'UJ[-IGSDL[[2-O[LBH$B@MI"UNNWCE0#V[U9_M**6W,JYV`$Y(P#]*SDY7
MO$%;9F5+I\<=[$5,N2#R[9R?RJY)+=LN'?M@$+BK"WUI*`,\L,@,*:O[UI62
M0,JGA!T%/F;W$UU*"E@I'3W[UEQRSF:1HINQ++UZ>QK<>V$C,KY"D8)4\BL^
M^TB*!5FMY"%SR&YYK6,EL0R!FD$*2,PPJX&2,\GG\,TR)(W*.1M!;H34D2"0
M213%0YZ#GY3449(FC`<'D#*]B,U8KE]I5`2;:#G.5YQ^52&1+C$Q;=L(*X/I
M[4Z.T+&2)2"I;,6]AD^M5Y;:&&7EMCJ>B9)'/>LTT#1//<6[QE5Y;^'`P1GU
MJLN45\%><#:!S34257=E(==Q!8C##ZTX@;S)&.1U.>OTJQ;#3LCVB1&PXZYH
MV!>WR\FI&7CG[YY(STJ'?EPA4^U-"W)!#\H;`'O55E7>2F3MYYJQ)EEP<'Z5
M"R\]<&J".@?*"W.>@(`ZT^W4*=P7&?45"J8.&X!Z'%3ER`0ISMYSF@ID<C-D
M!CDCK1CS'78!DG'/`IK."."?QI8S^\15YY'XTP+EK;O%="0XS&,KSUK6(7R)
M`2`2,Y!X/_UZQ;J6>!5&%56/#_T^E:-A*=P5RC9ZXZFL)IO4I&5?NQN"K*%V
M<`#M53O[U:NF,\S.<G)Q]*@\LKU-;QV)%D!\H41`/QGD4LG^J`J&*0QRAAR?
M2K`THH`:G5,8%):RK,FY>,=1Z59&#3)(<9&*5`5<?6I=N3Q3E3)IB-[2FS$*
MV8^E8FDCY"*W(QQ0P0CCO4L744UAQ3H^U2,LK2BD6EI%#A36Z&EH-`'+^(8]
MT@^E<X8CR.HKK-=B+'(':LRSTXS'<QXIDF+]D)/`_*D^S$'D<5U)TQ0/E`JG
M/IYSD9H"YB+:_-G:15M+<;>F*NK;L.M2B,_W0?PIA<P]14PV,K`\XQ^=9VB(
M7$W7MS6SXB3R],8X`RP%0^'8@VFDXZR'^0J>H^@,A'3/M0#@\@'/%:)A!''6
MH)8V`4$95.@[4F@3*1<94L,D<4Z:522`^&X!'3I4ET&ML,-R2;<D$=01VJO$
MB$IN81JWS;F!()_"LF[:E):D@E94*G!4G+9QDGV^E68;.&:1"\ZN%`=L#;M&
M.G/?-0W%K#;7*QVK*Q(&YSQGUK1@CF#2R2/$"[=`%8,H].XK&<M+HUC'74JW
M-L(B\L,SI%O*B3:.1^`S63XA@2T=(E*EAPQ4]>AZ5MSW1GF6S$2HK$',C9!;
MJ!@'BL;6XP+>)I,I,CD21L26)]?ITHIMW5QR2MH.=I7CF#!9&>,;0HQP%Z_A
M6#*S,Y)/-:\<,QLVDDB9>N'P>F.`*QFZFMZ9DR6`X$AQD[<?3D5UNE-:PZ=:
MP2[B[%GS&?4?Q?Y-<E`?E(#8R0,>HKKO)2U$D<`$TH3'[L9VJ.N?3GO6=?L:
M4[D]U<QVFEO'%--B0817<$J#UK"TN#4X@\MHK;9.&?T`-27<BWEPL"AFE;"A
MB<\_X5T<%G)96BCS]PB!&X_=-<[DJ<;=6:1]YW(+=[>1'4E;IOXWEQG'HN>A
M%5-)M;I;JR@"*\"74<J%QAU&\=_Z5<CM88MTT=N$>0%BS-QGTQTINC3S&_B6
MY(A)N$V#'+_,.M*G+73R*EMJ<_`['(BRY'!)XILEP\;<0`.1\Y7.:2$(J[T=
MH]ISC/6FQW<RR$ABY8^@!Q[UU6.2['OJ$LI`CC).1M+#FK4<*-(K7-N-VW!)
M/ZT&XME&]R&8=B*KO=JZI(-Z_P!Y5;./;FEOL7;2Y8>%UE'E[FB7L1C%-FU"
M1Y`BQH#R-IXYI-RW7W)I%D4YPQQQ[5.EO'M,CJKR@'#%<$G\*G3=AY,ACE)9
MB81&0,[FZ5&]O/NWB21CG/WL#Z4H693NF1D'3;N&*D1GD885L#J35;$R6A'<
M"92)%B(<D@D=&^M7;:60H3*2#T*YXI'9_+!4!BISM)ZTV5B"&``7C:0:AZCB
MWT([F%I0T4+E"I&2&P>:I)IT\*,OSLIZ@'CKW]JU-]ODE),L>2,$9-2I*A/0
M,,<C=S34FM!/<Q&MYII&"L$5.-RY&1[59T^&6#=,\A._`.[IBKTJO*OR!<8(
M[]ZKW,;*BQR)F$#KGH?K3YKZ"(KJ[NDDW1)C\,Y^E*-0(B59(3O;G#+P321R
MI9&2)I(FC0\.'ZDC.*0W[2.J0A7&<$D]?PJK>1+8D-G#-,C3/Y3G)&SYMW&:
MFCMUBC<0Q$C.?<&GMYYO$$<1>WSRZ,O'T..QI193?O"M[*"_7//YTF^["^@X
MB+8,QR$+W([^GK5:26&2;9EMC$9/?W%4FN+AIEC27>D)P6'&>O6K<\179NB7
M=G>K=QWHY;%/>Y#*B;I$25ER<Y'I0B-&1&%(/H>_O2S2D2CS%4`'+OCDY[5.
MENSNLJR-Y1'(Z?H*J]B61"(ASN8Y_N_X4T@9SCITR*MS`)`KB0';@%.AY[CU
MIAB!EV`A6]"#33N2U;4JD<#//I4=S&XR5Z'KBK+H`[1.P##L#FH!+A]K#CI5
M($55<8"MD^]3)RFX\*O2B>%>&3H:D@FD,$L##<NTD'TH;+6I48J?NDD'UI,\
M]:<D$CN`GS$CM3I()(E`8$%JJZ`1YY(I8D<"2('.QN16Z3`\8R-IP-I7M7/7
M,9C1).20<'-:<+$K\[;C@'CI425P;T()OED8>AZU5=^?I5BYW;F;/%4F?#YK
M1"1*[_N1Q50L<U8DSY&?>JI.#5#1/%<21-N4X/>M6TO1*0)#@GH16(Q!'7FI
M;>38X/>F#1TR_6I4'/%9<%ZA*C/-:<4@*AAWID&SI9PQ%;D7('TKG],8^8*Z
M"`Y04,$2$41T[%"KS4E$R]*=2)TIU(84&BB@"G>6QF&!445B(UQ6CBDP*8K%
M,PD<5&]ON'(K0P*0J#0%C)>S]!4+0%:VC&*8T*FBXK'#^,"$T^).[29_2G^&
MX3_8B$CAG8\U#X]9EO+>$#"A-P^I-;^DV;Q:+:H>&\L'`'3/-*^I37NE3R')
M8]E&3@C-5I0#D@Y`QFK]U`83SGU.X4VWABG5M[-E<<`A1['-1.?+JPC&YGWU
MS'G?##O41^6H9.?K^%4`T`1`T+#8<OAR=Q/\JO-832RE(UD?R\].<5%>:=Y$
MD88%6D'S1N,'ZBLK+8TN]R.X=72%1\J+D*K,20,_2K278>[DD9-L>S`8+MZ<
M#"]ZI/"@&T85AT':DBBDGSLCD)0YX&:F<5:S",G>X\WMO%:G?$5F;YBZ=CTP
M<^WI5/56N+NW@A5//).0ZJ2_T-:4=B\TDJW"H5?A6N..2.WO1I]U-;13VRQI
M<.BY=XVP@`_O'O\`2L^91UCJS1)R>I$/[4L[-U>W=UB!;<YR`N.!C\ZY.5S)
M(SMC<QR<#%=AK.M12:28K:29'9F##?V[@CTYKC>6/%;8>]FVK$U-R:W:-2"Z
M%L'/6M337N"[2(K8((=^<*I[#\ZRXXF9!V4Y)/TKHS'!#`Z0R;MRA3MSCCO[
MU51HF*':84MUGG0(TI.U2W5?H:GNI;F>:..`F.0*=Z@YXSQG/%&CH6M\#&U`
M1\R<G/6I(ECC+)$[A9%.?+;`'3\OSKC;7,[FZ3L&)8[9DS<"X?DD@+Q[=L4_
M3XIWU"RG?:$-P@YP2?F!Z8XY%21F2W>07DCE%P%,A&YA^=0V36UOJUBL4C(9
M)T#1\E3\PP0?7/:B#]ZR&]M3D_M,>W+(Q[$$C^51I*-Q)^Z>G%2"RDY<,C<>
ME-N;@X$3H%$9^4*!_.N[3H<FC(]XE)5SSGC%68(6#8<DHV,LO6LXX[9IZ2NJ
M%5<X/:J:%ML;,L"V\ZD3G>O`#\9_&M&0E8@4E"L>FX9'YU@QZB?)$-S&)(\8
M]#4BWB!2DJ^;"PRB_P!UO2LG!LM-%\1M)<"1VWKC#,K<#TS4T$T?DJLW#\X(
M[C-<[Y\D98(60]P#6G:V]R\"J1OC(XW,`11*.A-R]+)$ZE?,)'W2%YQ5`7$\
M>^.V1"(R=RD9R/4`T\P7-O<+Y463C[J@9JM<QR)()FMIE^;!##&ZB*07)YK[
M=LQ'M'1P.I-3`#!9A(/QYJDT1A9)'B<PYQEACBKX>VN75UR6`SRWZ4[)&4FW
MJ30JTT$AW%,GY&4\@^M5X+N8`Q7C;E8E-V.:F47!=1"55,<@'DU*UL)HB)!G
M';ISZU&G4<9,RI-,=G_<^454\_-R:L0P&#YDB#2`_*"2!^-33""VMVMOGW^K
M+@?7WI$N!#8J(IRWSY((X3U(%5S71;BT["V,\MO!+'<1-PWRMCA34\=Q>7`'
MEA47NV.]3-J!:9(28Y8NA=QP/K4GV25!)Y4JN.JJ0>/I63:ZEJ!EK;W,$LAE
M*,7YWJ/YFHY)I(_OL22<`GH`:UT>9$V2I$YQ\PC?D?A6(8[QU:$J^T@C./TK
M2+N1)6W+$=M+$&,K(0R@[6[T^$+%:.'W`YP.-P^@]*N6\5K;V<*S["<#&_KS
M2OI\,^Y(T1DZGY\$5'.B^70IP+%Y6X$X!QN;&2?\XJ62X29\]'8[&RNT#`[<
M_K5FV@B@4QR@8W[E&>!4D[VLETR$Q`D8Y')]\TN=7&EH9ZVZ;W93D@`<#DFF
MQPJ^XM&,`=1WJ0[+0;(\?.1L*D8QWXIRV4DYPA15V@DYX.?IWJ^8CDU*MLL<
MQ.\-@=AS2BR*R*8]S9/<<#\:L-;R0K^_C8*/N/@X/XU-:&01CS.Y^7WH<M+H
M$K,IWZ+'@(OES$X*@DC/M51I2D?EF-6R.I'(/UK;:3*%Q'O`/)7K6/+;W`3S
M%B8QD\&G3>EF5)]44;AE,(5@2V>/2K^]41%&!P*J3`!%\U"5W<C./UJS=*RK
M'*?+*OQA>U:$6T&2G*$51<_,?K4\LJ@84U5=B:M(21([8@P.>:KL0>>]28S$
M#Z'FF@+@BF4B/'I3P#P>:LVEF;IV4.%`ZL:LI;8;:,R!>^*8KE6&%Y9`54_4
M5T,,"1K'&'.[O5.+*D`,RBM6RL_,<8.[/>FB6:5C$4<="*W[8';52PL?+`+<
M_6M5%"B@$A53CFC9@T\4M24(HIU%%`!BBBB@!:2BB@!****`"FGBE+8INX&@
M#SWQRROKB*K`D(H(STKO(T(@CX&=@X'TKR[5'$FOS-G</.^O>O5=P"@]L5,2
MY;(@>-6!##/L:K-:1/N5E&.X`ZU?=E(X(JOO!!^<@#VJ*EXK04=65%L(E9G@
M>2)L@_>..*SM5#/=6SRQB6$,?FC.6'&.3Z5KO*Q4$+N5FP.,XJF]L&668#:@
M/"I@,<=?I7)!.]S9M'/2F)9`9(&=<Y&&[UJPW\,82*Y9_F3&U1M`Y]O;WJ.8
M6L=PD;*661=P>2/],]ZAN($=FW`,2-O3M6TZ?M#)3Y-"MJ-O`M]%+&[7*R!@
MRMG*'L<^M9UM827U]);I,L,0;>Y/&3Z>]-G_`'5U%"@"M$W';S![^]+?/=Q7
M&(U!C89^=!@_0T*,DK(VBXR:,K4HC;7<T62P#<,1C-4@<$$'\JUG\J^C9IXS
M`R#`=$+!OJ<UG&WE`#>6VUONG'6MHO2SW,YP=[K8?$JO(4CW`-@`'US6YJEQ
MY)$9"^8HVLJGCCBLC3]XNX_+4EE8-C&>G/2GMOGO`[?+ENO/7-3)7EJ$4['1
MV]X7M(K9FVN0%R5^:IY"MK$[K$`V=P!.<YY[UFVUQ!(YC=(PP7Y44D\CW[&G
M7<3.GEQQ[AG>[JV`H].M<G(N:QT*[U1?-_:J`LGERRYYX)`]<<U!9:JDOB&V
MC\E7C:Y0([J05^8=,56MH;='"QKLN8UW*R?UJ[8++'K%C)Y&X/<+C)&44X'3
MVJH1C&0IJ5M3C$NY5B:('ACGWJ_)$MS8*VQ4E7G)'6LZU9%F0R+D;AS6S=[Q
M"TJC>>I]JZY:-'*MC-E"K!'OC;##*D'D^M-ABA+?OMRY/'_UZB:61E7=)G'0
M>E2PW+K%M8!QVRW2JUL(?Y:/O18I.,X/K5B.T:WMT9^"QSL/./\`"K46IPF+
MR@"A(YP.,]OUI]ULED67`0,HS[FL^9["G8SYX#-AD_UHZ<]:GFU2:W58UAV?
M*,L>I-$UHTJA4^Z>3ZU?ACQ#]GO0)HP1M)&"12DUU"-FC*CO'ER6XW'(;N*U
M+":8Q-#.0Y7C=U_#\*@FTZ"61BA:,,3P/3TJ58Q`7:)0K-U9NYI.S6@VT]#0
M=7"A2BL..&(/%9U]]H2=3:VR[`N"0!@UF2WTX=CYS`@YPO`-:MGJ22632SL`
M4X(]:7*XZA8C4W,81I('6/\`C]J?'.Y+,KA8UZ!CU_.F3:Q$+A50J8MOS$C/
M.*K2;[J_R&C^;)*GH1CFFD^J#D3+:7,6H&52OW?NY/4546&4C<%1(E;@DY)]
MC4T4,D#"1.$<;BH`^6K4IADLG5V#;@.4;E>?2C1;#:L]"+<OV=?-6!B.!CJ,
M^U1H^^-TC0ID\A3T.?X<\_E0MG"1N"[3@[6SU]S4*P2JZL)DFZDJIQC(]?K0
MK#?D2K=S2,TLN-L?&2,%OZU!-.2ZOM+;_1L<TY&26V:)U#2,PX*X9>>OY5:G
M6/[3;R/;QHS,<%3R2/6GHNA"NV10F&YBDAG+))_O;ATZYJY(OV6*,1")R1@%
M7.>GKQS[5#<8N;X306X#=`,94>]21R0W()7`8'#%3M(K-]SH4E$E2RO9W5EV
M+O7[N^L\Z=?)J#&5MN.Y;<"/2M`B*P4MYKQXYXYJ.W>>56,^6;.0_J*$VM1-
M*6MBM=J+/RI(_E0-DMC.T_X>U6(G6;RI4=@V0Q3/IT--NH?.CQC=EAP1PM,L
M8#"I+IAQD?A5;Q)MU-=]T\2P!P$D."&.%SV-539RV[ME21&.=K@YSTH#%L9Z
M#/45`UO<NSJ&PJ@=/I6<58F7<([KRY5*8V./GW=/SJU/(LT!^S\D'=P>,CM4
M5K:B.$HP63TW"LZX%Q'>-#:Q@.<-P<\55DV1T+NHP3WT"CY`AP=I/S?3.*J3
M6LL5FL4B$$`8"MD5IS*7C'.QQA@?0TEQ<*(?+N$#J1\Q'2B,FM!',2+\^!TS
MQ0\6S'OUR*LW-K'')'+%)F&0\$]JJL?X5Z9Q74G<I#MI:/`]:(+1I7Y.._UJ
M]86:2(&DDX)Q]/RK?L]*C@DAN8)R)!@C>GR_7GL*FI44%J.,7)F,MG-:Q!6B
M9%;D,>].BMV8';G-=3>?Z;&D,A5<\Y`Z'\:JQV<MC*?D\WCN./K64<1>.NX3
M@T]#,2S.,G<<=3CBMO28=F*;%)O5E;[Z8X+=?PJ[9-#&<.ZANI'I54ZMV[F;
M5C7AZ5.*ACQM!]:F%;C'BEIN:7-(8ZBD!HH`6BDHH`6BBDH`*0TN:8S8&:`$
M8@'YN!43E$R1WZ\U6NYEP/-&`#D?6J,]VY!8=!G-3;74&^QPR0K<>)!%N^5K
MC&1Z9KTEB\><-O7'3O7F^B.7\0Q2`X.]FY_&N\%Q&R9+X/TH6@Y.[)F??#\C
MCJ.,8^HI(;E'E,?R@@?=(ZTENT4@D._<0?7&:CB59;EF2(QN,!B3V_\`KUQ5
M*BLTC:,>I(SI+M^5HRAX&W@GM3&E1T$<C$`?>.>M173S%Y(P@,>PD#8<@_6J
M,TK1Q!V*F%^CKTSW%%"TE:XJEUJ51(7@,+#<L9*88]AT_2J0OI!,T(VDISN)
M/(]/K5NWDB:ZF5R$5@'!ZYXQ_2LZXC1KPF'.Y2#N8X'3C`]<BNE]D8I=QDDQ
M:_@:2+Y\D*#A@?Y8/>J5[=S1WHN&VOSM57&<8]JN/>QSW=K&UNL(5RS,N6;W
MSDU0U_R/[2?R&=E^7EACM0M9:HT3<=F:T$[&$F&6!!*N<=<MZ<FJPFE\SR[R
M:6*Z4922,EN/3C@`?2L=7\D#S%;<!E0?_KT^VDDDNBRR;`?O9?&1GU-3[*US
MH]K=HU4A6/3S);#S)W)#2DD$G_9!_G46F22W,@CGG8Q]-@)'3OCI^=.FAEO8
M$5"O+8W--Q_A5RUFCM55?+6!D.W++NY]<]ZANR?<M1M+78EM+!-L^R-`N,;W
M./RHN([ET0HJ,HZ[3@TY;&5GFF27S`V,<A03CK[\\58M&<1;9-WF'^%,G`]\
M]*Q<NM[FJDMMBM''&9E1E,11><-GD]*T-+D!U&",!E<3)N;KGGI4+A0V2=NT
M$?4_G4FG2*^IVRD8(F3@AO[PZ4D^9IBGL<*LL0&1'\_N>*FM9VA)E4YSPZ8X
M-4E5G.%!)]!5F*SD9"QPHP?O'&*]!I'F(9<-%*V^)-F3RI-)!($W?(&+<`'M
M3_LDFQB$\P8R&1JBBC9I53&&)P,\<T:6`LI:[8V?S0-O-7]/GW#!;.>""<C-
M,\@QP/LA5BPXP3Z5GQ-);7:LJ,/]DCDBH^)#.@\Q%ZC&/RI))(YDW+*IV?>&
M>E9,UZDJE2JE<X'KG_"J<,CI,2N`#PP'3%)0%8Z%0S'<F"*FA?R_F9%+9R#S
M6,MR;>/?%.I?OD=1Z5;BOI&A,K(1&.#)M.,U+BV3:VQ:NK>.ZB"F*-<8^95P
M3]:Q;G3Y+>8!_N$\[0>*M?VRZ.RF!#S_`'B*D;5YKM0D2*&93N4?-Q32E';8
MT3T]XI)9Q_O&\W:$7<H8?>/I4]G+;-<1FXC92.04;J?<&JA=7+.\V';J"*6Z
M<[DF!5B"%&.1P*MJ^X7['5K':7@#+MV],CC]*8VFQ+&IAA3YCR03T[\5AZ?J
M$D,@90-GIZ5K0W.W#,9&7D\OP?PKG<)(;DB*>`6=PD<<9DBV[AC)()XQ37L?
M,7S9("JG^Z2H!]Q4S:['!*L:6\?'7<Y'![T7.IO<0JRQE0IR0,<&A<Y3L58[
M&-(G:1V68G(8$8'X4P>=<0@1I)*J'+.5(!/M26DDAD4AV&XYPYY))]ZLW=U<
MVTBQ@$9[9P#_`(U;N2FMF1F4VX'+JN-P5CD+^9IT,2E_,8AADD<8P3ZT3227
M,+197#+T-,C5H8\8C5F_AQW]>.](:L2RQK(Y\RWF<D<=E_/-36S%$*R`*@&`
M>I7VS26\X)5`@:9.P)`/UYITD)ED9WA5&(_A&-ON*E]F5S16S"XNA'+`D`64
M2$JV.W;BII(%C9?,91N.!S5*,0Q,-DH\U!P<<U-)"7C8RN'SEU8GE3[5-AN4
M;:CYY([1&9B&^7(%,^TVT,2N)-CY^8D9Y^E53++&D,SYD1OE5..M2R*MUN#*
MHR`"C*!_^HU2BK:F<KW)9G^9&1E*2#.Y7ZFG"2-HPY0#L'4\X^M9Q$6FR*`A
M922<!@=I':I#/O`QEE/3'O3Y>Q26AI0/E=P8L,=QR*I7=K-EQ%N<3'IU_P#U
M4^T(BD9I4>,$'DCC\*M9BF4-O"8Y4G/7CTZ=ZG5/0<5;<YN6.6$O"XZ-^M0A
M,GIQ70O<_P`<T*2JV5(&,Y[<_P">E+):K):HZK'&6;:X"G`]#D]*V56VZ$X=
MC/THS"XC6)RI)P,#.*WXE5`$=7;!RS8^854LK=+:0J8Y&8'EQC(&.U71$T<J
MQL[1AL<N<"LZD^9Z$J+6Y<5XE!8'H,`.H&?:IE8'$4C;7(R`K#&*Q99_GP.F
MX[L\_3FID!4*T2N#W&:YG3?<T4T:K"%I5=IE5ER-I&<5"LF\MM+%@,K\O\ZJ
M/>-#$P$`(/0$=_QZ5#;Z@P1@$W'(!8'I25.5KCE)=#;M9Y9"<'YE&?0`UKJ^
M$&>#WYK!,WE6RO$$)/!(/6K-G<EK=6E?:Y;`[YKJI5;:,Q<38W`"G;JK1N"0
M,Y]ZESGI76G=7()0U.W5#G%.5LT#),THIE'-`#B:0GWI"3UIIY&>E`#FX&:C
M9U`P33)'8C&#5&7?R%.30(9=3!LJ1G'8UF7\H2PF=!AE0G!^E7WBFE8`<\=/
M6LO6(9%TNZ901MC.0:0EN<MX>+?VLC`#A6S^5=?#&;O(601A.H)SG/?%<WX/
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M.RN7LALEC5"`%4-C<`>IJU;A6B:"::-VC';H>WXUEW%Q/&R6T<<:!%#%>,$8
M[U-;W\DD*@E9!CY@!R!CT':L'&36IT0E"Y;PP3;'DQ@]SG/TJWI@E.K6[J2(
MQ.@V$_[0K.6ZCGBC$>`[C[BDDC\JU])E7[9;J0.9D`)!Y.X5.J9NVFG8\\'3
MK@T[S'V[=QV^F:;25WGEDL,FQURQ"@Y(%.:629V.%^;KQ4-.5V3..,\'WI6`
MLI<SVZ@1RY!Y"Y!Q4SWD5TR"16C<?\M`<\^X]*H%BQ)Z9]*=''YC*H(!/4TK
M("2.V>69HT(!'<\9IA#Q2E'&&S@@BKI9O**3?>08C?H".F*'CGD*0N8@68;7
M(!/Y]:5QM%>-H6=][,N3E2/\*CWRR`Q*[,N<[<\'\*T6T=%4E[M0Q&>%JG#9
MJQ8R2A=O/%"DGL#T*[1NA^=&'X4JN`F.`<]<<_G5V6]>(JL+EE/9N:FBO+>8
M'S[=%(ZG;UH;9%QZP0RV9\V2,$_=*XQG%.L[:V$91YT9<YQNZGW&*C%]"<Q1
M0HHS\G'Z_6I&6PGC_=GR9.A'7)]<5&HFV,N;1+=?,\T@?>48R.?2F12.7`<L
M,<A?7C^53BTD:#<H$VQN%+=10UGY3I++\D:\K\V0,]CWI71I&+:N26EI]HN"
MTD2<=0QQDX_&FS1/;_(ZE4/`"].>IJ/^TGMKK9Y0(]0>V.QJY'?17L62-A!_
MB(//M2?,M6:VBRM$@$@$3-\F0%//<C^527-]CRF2,!4.2A]NU1NSK.S%ERJX
MPO'>JDCE#B959BO`'\(]?_KT[7)2L]2=IKC[4MTBJZ2`LJL=W8\>QJW+-)<*
MTES$8SP"BCK5!9DC7>H)8=-O;Z5?<-.GFEOG3&TD9/'KBDQR:(;56B8[,[B<
M`=:U#>A8E!5@>AW?XTZ\NXUV_NDC`'.P_>QW]JI221W)B61BVUL[<8QGM4WO
MJ92AKJ.W*(T<+PSD88<8]OQJ24[BD0)9&8%3G@X[4RYFE1=RHLD*],KC'UJE
M<S_:I!<I/N:W(V(!U]?I3M=`M[,V/+/V<Q2;2N!DXJN(T\S*$#C:1V(JC#?B
M]RDDAC8G`))X'X=:OB+RVYDWYP,@'`J.7EW--6Q3+Y3'(7)Z@C.1BH(K4,P.
M_E6SM!QGVJ9[9Y)6W,L9`X+<YI!+,8G,D4$D@/WVXR*:V$NMV*SR2R;H8DCX
M)*`]ZC1,S*,N@<X9&()_//2FK;2)ETD`)R6#'C\ZEVREH88P9=GS>8O.1ZCT
MHVV&G=#2(A<YD8!.!P`?IQ4OGM=2G+"-,Y(C`5>/;I2)Y990Z_,F?F`SD^F*
M9;2,ZR)N9G/^SC\\4";>R9,J.C8WET^\5)QD=A44UQ!%NR79L=CDYIDDB8",
M&W)QD')'O22VC2KN"EBI^?@Y/H<"DEW&]22$9C#1W&&)Y!SQ5N)VMY&26(2L
M<$-TP,52$`,7[N7$J`@'H2<TSS'@E$3')9@`"W(_&AI/0$FM2[>2Q1(%0F3>
M#D[3\O\`]>JR+,J[@2I(P<=Z<P:%RQ<Y)(#]14X6.=`S2?O,[0J#!..M2K10
MVFV)`Q:,[FQG&3T%78+B0!4+$INSQ5=HO)&&R3G+*.O_`-<U)&CQ#;$A8=CG
MV_2DI*]P<'LS62Y:,CGCZUI0W`9,FN<:X.!YB,&]"U6([XJ!CYJ[8-M:F,M&
M;WF@@$8I\<@)P.M8R7H)P>U20W9#$[<_C5BN;9.*"XVD^E4%NR<&JLMZ=QPY
MI,=R\]V`VW=SG%--SS]X"L26Y)E+!<5;6X$@1Y-D9(X/7./Y5$I<K145<NM?
MJ#@$Y]ZC>YC:-U.>>E4WD$C(R@,QSN7IBHS/AF9U"OT"#J*.=,3BQK7$D4GR
MR9`YY-4?$.H[M)F4J%>3"GWJ60L68,#ZX-8WB#=_9Z$+\ADQG\*&Q+<D\',B
MBZQN$@VD'...:ZZ.Y#Q[V3(R<#&*Y#PK.;2TN)50.TAV<]!Q70(\*O&+B7#.
M!^[1@$P>YKEKI/='1!BZC-(;=UM8Y!)P&X)8BH[F6X%J=LT<>Q%W@\,#[>M3
MR/!$CR12,RL?OJW.<8JD;J*1`+J`$;@C*O4G&>#^`K"+\C1HM"XA::-$D5@T
M7SL[9!'JP]<T-;QZDK6[9,J#*2JFQ,>@]JKPW4-VLULP3R44",9`8\=/?!./
MPJKINLRV1\NX9]H.50\#'UZ]:%!]-Q-]R>>WMY$1)+1492<%,EEP<'K][/M5
M369(XEB%N!Y`Z%6SSWX[&KB>);)_W<EOAVDV8=^`#WSUQ5B/0K0Q,S!F,@.W
MGA1GCI5JIR:S$X\RT.,LU$MX[2'^#CUYJA<N6;G')[#K723>'IK5[J2-D>)!
M\IS@GCT[5S;$RSJ%7@$``5UTYQGK$QE%QW!YG\KRMWR@]!W^M6KNTGM;&$S6
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M:2BG`%RJ@<GCZUU'()2Y.*N)IERV[]TQVGIC!/TS51U9#L<%2#R#VI73'9H`
M,<LN12Q8\P9)'IB@[1D9)'M4HAC:,-&^'_NFA@6[<&=2C<@<8(Q2W<?DB)E_
MW3GM3;&Y;<RD!CQU.,5-<6US<YPT:IG*IFL]F+J4WG#`XR#T)Z4Q(20"#D&F
MR*[.5<!/J:DA62)P\9./4#-5T)LD2I9EU#>_(--4*9/);<`3C"J/\:N27&YA
M&C-(-O5E`-*$W\-+L);(`3M]:FX65QRZ<T3DH\3,.!U']*C,7[Y4E0$EL%X^
M1CTJM-%,ERL<;GYCA6S6BN^*)58`GIN7I2UL*6CN6+<+!G:"^?4\427,;QRQ
M@XD88VGJ/I4,J2RH$239Z]\U5DT]QM<2H9%[D$9J>5/<$^IE2H\1`88SR#ZU
M+:PRRR!51F`YP#C'O3I-QN(XKEMJ+A=P';UK7O);=(!9Q,6E"_*PZ,*TE)JR
M-EKJ2.WV&!=\H<'&<X.?7%1LL-V%>T3:7^5U=L9_'^E9EJ-\$BD!U4'G_"G0
MW)"#)+`=!T(-1RB<M;FH+*!8&>X=<IPVQN:DNF21$%J^X\#;W`JE;.H?YEX8
M\Y.1[5*(U$JR`KM4]%.#4M:ZC3[!N1)#$V1+CJS9'Z4U;>X\_D*48X#$YI8_
M+FC9D&"6VD>E.@DWQ>49^`<[B?\`/I1>P)#KBV/ER-(I7`P5+G&3_2GBUBB2
M)8Y%R1M/DD^O5LBHI(IFNG26;,$8#8//X4VTN(GC`4[&)Q@]Z-;#=D0H@M[V
M2(K\A.=]77E:.)I%8L`"<=.*9'!/,9`P&T<[Q51TN<'<I=",=>`/6GON'-8G
M2_Q&';@GD=\^U:,0&PS!F4,,\GC&/2LF**.5,F,KO[=>^*NLK)"D<C,L))*@
M'KVQ2E9;":C(6&=9)6AD5V#853G[Q)_PJPNHR6$J6\P$:`\@`\#L,^M.EA@C
M2*>(R,J#YB!R/I3+IX=0E6?>Y8D8=TP"1QC_`.O4.SW*LN70DEA2Y82QM"@E
M?"KSGV.`*)=/C$HBBO(Q(/O8)P<=>M4)5%M=J9"50#(`;!'T.*MW1M1:.4NT
MFD!SN<$D]L#IZ^G:D[WT*@E:[(U5&8G=MD'`#<9'TIT2)(Q!;,6/F(Y-3W#6
M;01#RR)%/S%VRQX]*CW$90A0I&5=1C)]\>U"=R7IJ)]G+0M(@=1U8\G;3=@.
M%E;86X#9Y-2;7E`CM[ME)X<8/(].M2!E>0AD'EH0FT@DD^M*[*44QFR""%V(
M;:V#@'(Q[9J%B\IW6[HOEGK@9^G2K#32Q(Z1QB90/O*N".>_UJ)&95!(VG&<
MCKGW_P`:%W+2MH+;7$KF-CU;.X<#%337+OE5RJ,&)W=*@8L[??!7).[T_&E;
M(.TNVTCTX)II*]S*4F2?:V\L;L-A<9J2*]18\;$.>2>]1^7+`G(1@1C##UJE
M.?*;8H^^>*W4D]#$U&O`6&T8!'K3HYR,,"0:RMORKR/F]ZG4E>=W`%6FD%C:
M6_Q'@CBHO,WEF[5F+,I8\\#J*<DS"3!S['/2AR"QHP3E9U*A>N/FZ5+<2JQ$
MQ.T,Q^4?-SCT'KBLHRC.,G\>*2&8)+OBW)SV/3WJ)J^J*C*VALI=QEUB66+#
M`#YLC@CFI,((OG>)T1/FV$;@?8UFQ^5Y:?+)%(F/WF=P;WQ3II3),AWIYK@#
M<J_YS7,XV>AOS70[#2L&BW,3EMI]![U@>(KHF"&TZ;6+E<?A6]=7$@BBC;[B
M],=2!^M<SXDD,M\C;F(V`#<,8YZ#VK:G+F9FX\IK>'M/E&G>:TA,<Q+!54MT
MX_.M2T@DMYBTL`<%0PW9W8]![TSPPR?V/;1IB20EVP#@K["KKZG$DR+)+"7Y
M4LI8[??&,5A.I-R:-5".Y#JS/!8G]U%$JJ"5/.\GMGL:8ES%?HMNUN+=T&6:
M0#:1C&<=S5/6+L7]O`F&"%EW2[<]_I_*K,5R$D^SWDB1L@V`X+,,=#Z=ZFSY
M==QW5RO/HUTENBVWD30"3<'/RD\^N>G-6X(H;^2X5H539\K'8!]>>U/OY4L=
M*"23>;/*=RO@9.#GZ9K&DN9;X);6[RAY'W9W]3CH1@4)2EJ#:6AJ6>@V4,CO
M(!.V\,IZXQV]*CU&\GA+IO\`+1LJ1$,GCMCM4L[R:9);W*QRE6^2<;\\X./:
MJNH:C:F9R$68[/O$%3[#\/6E%.3N]0D[(SW"W5JT5I+A2!DRR<CV]S44UI8:
M>K>4\SS,NU"%4Y;^E$'B-+6Q$<5E&CA\97J1UY/KS4=G>&\U5[L'RYE4%`5S
MCU]/\FMU&:OT0.2EH84VX2$,I4CL>U7M-DCEFBMY8?,!.%`?;R>Y-5K]F>]F
M9B"2YR13;1RES&RG!5L@XS74]8F,6XR-=]+2*4$2JN?NYX_K55[:2$_O.68_
M>!SFK;(;I?G>6,.W"`#%3&*(R82)OE'!8YVCZ5BI-;G4Z2ETL9XC:)MC*I)[
M>E7X2T85XS\Z?Q'&/P]::]L"K*BF,`\\YR*L1*]M`0(S.H.-H;&12E*Z*A#D
M)X%N)VVR3&12I+)@88=L`51TF*&WUZQ"/,'-S%PR#NP[YJZDR%"ID1FQD+LP
M$JQIETB:I91!00TZ9&T#'S#&3W-9P;3)FKHX2K%I=-:N61$8GCYAFJ]*.M=K
MU.$W+?5)I3\VP#TQ4MS:1WAWR###NM9%LV;B)2!@D9'K6K>NT<3;2<-&P(K!
MJST-+W6ICW=L]K/Y;$'/0T\K`8D8RMYH/S#;QBK<]LCV4,S,[.5.<MG-9BCO
M6NZ(N3,(U#.C-NSQTIID>5P7D;/KZ5#5RWA62`NV<B@ECKBQV1J\4RR!ONCH
M:6"S#Q9,Q'."!TS4]G&HF9`.-A-,4[))%48'7]*F[&]=B*)9(;KRDPPSG)XJ
M]Y;R2$K)^[Z'(_054ED*@$`9/&>^*NVC9R,`8]*3[D7(I=NS"R`-$?E)/`S5
M5Y73Y5E,KYX*59U:0HRQ`*58<Y'-4Y7>*3,;,N!D8/2FE<:M8MVUQ*K2ED:2
M67HI&,?X4D=S>>>48IM!Y!(_G5:VN94S,&^>/[IIJ32SLPD=B"P;@]R>M%BD
MEU'7\H?9D`2#GY>F*IDG.3^57K]M\5JY`!V[./051/#&JCJBFK.R+%L\B@JA
M&#R<_2KL5MO^=XUW'MG&*S`[`<<5,)9#_&1A<C!I-$LN/%(KD$C!.=HXS["I
M6MI_LXE+!%)*#/TZ8I-.N))_]802O(..:349&DOFCSL0@#"C':L];V&DK"6L
MXAMI$()Q][(.">G%(S[X&*,%&,L`>W^-,+&.TE4=!CK^-13DEXLGC`P/2J2U
M&M30@*16^'=6>09(YSGT--2WBV*%0L>?DZXX[U"XS'YF<,`.15NTQ(?.8#>P
MP2*AZ%WN6%OQ!&$D4@$9P!UJC,_RQMLXSR$/!':I;H!'1@.2"#GVYJI&3Y94
ML64D$@].M"2W(:9*]U&%4Y:,[N@Z?E5J*9]2N9"%CAA1>%R1N(]#V]:SYN+B
M%5"ID<[5%3NS+M!8L&(!W4VAK0UHKEY`L<Q5>HW+P#5:9RA$9;]WDG;VS598
M5B!(+'C.">.U1-+(7FCW';@+CV-+EZ@H<JN758W$:KY@.TD;LY_*G-&(,.75
MMP```Y4_2J]I*;7REB5/GZEAGWK2AV^<ZF-2DR,70YP<'CZ5+T9;M:XQ5B6!
MI1&6+9"_-R#CTJB[>6=Z2-SC*JN0V.@J>%A)'&Q102"IQW%56^1)&'6.7"^W
M:B**335D64:.3:N2HZG`XZBI5\TE92,8W,=OI[?E56S/F6DUR0/,B90O'')[
MU<C=GE3+$?*>!TJ7N3%VU'^8\RINW#Y<!0-I/'&:4&-%42*2,$-D^E-DC4*N
M.K'&>^.*;=#R]\@)W#!Y^HJ5V-WJBLQ5+Y0S;86R,;?UJ^)!Y0>--H;H6]JH
MWC?,Q"@<@\9]O\:EA)D@PQPN6&!P.@JFKI&35B99%,FW=D`=,]/QJ!X#<222
M)(4^7.WMGI2S0+`R[&?!QP6]J2:=A,D0"@,,G&:>VQDTMR-%<$*[+N&2?>I1
MOF.Q0!OXP3C'UH4`OC'3)^M-R2V!@9ST%5<SOJ0>8H5LLNX,-R@9-3"Z!.\8
M4=B.<5&($67S0#N((//J!_C52[06YC*$GYB.33W-&7FD83[Y#@_[/05-"#+#
MNQ@#@MGBJ$<IBD$B*H+L$8$9'/L:TKDM!;!(V(7T]^.:F3>P^5;CUF\P,S;3
M_!M4<_6E-P%<HL2@*,CG(Q]15&X8Q^3L^7+<X[\BK$9R=O14+8`Z5+129?6\
M"P2M@EF'"E.<]N17,^(;LW-\,XPJX&#D5N6S><'W@87H.W>N:UB0OJ#YP,8`
MQZ"G12Y@GL=/I%XL6EV:0`/<#.S!X5B3U'?CO4[7-M)*D3AK8D_OOER,C]:P
MT<_V9;NN$=(R`RC!/)Z^M:6D1I-%,TJ!RC<9)]:'!:L.9[#M=N[2>*/R)60K
M(N5`XQGJHJEYTRM]I>3)#`%B02?P-)JJH$A*1JA:3DC_`'JJ#,GFLY)*J3]>
M:N,$HBD]3;AN;&&Q$K7"2L>BM'EAUQ@5E6'FG$\.[?$=Q*]OK4.F$)/:R;58
ME\;6&1UK5F"/<&%$6%7E=6\K(W`<C-191;17Q(F&I:M)`SLL<L;DK@C+8QR0
M/;UK-AL;F\N5CA4*Y4D;Q@$8]:TX(DLM9"H/,QRID)^7Z8Q5Z_OI2;2%0B)(
M"6VCVZ5GS<KM%#M?<Y#4=&N["V$MP$52^``P)/O]*T=!NY97;S8E:)%";EC4
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76:2:_LI97+EKE!@]!\PZ5&MQR>A__]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>6
<FILENAME>masterintinctrstx3x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx3x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@!
M30(5`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`[FZNX;-$:8O\[;%"1LY8X)P`H)Z`_E1;745TK&(M\IPRNA1A
M]0P!%4]865IM-$#HDGVHX9T+`?NI.H!'\ZR[F:Y29A=2Q+)YF+D^>UL@4#]U
MA@"0#DG.>H(SVH`Z>BN<:X9([22YO$D8Y*1173*7&X[2IX\TXP,$<]>_*VUR
M&.8[N22_^V,GDF8G]WYQ!^3.,!<\XXQU[4`=%36D1"@=U4N=J@G&XX)P/P!_
M*N7M[J_9`PFC6X*?Z5&MTTDB=,D1%<(1S@#CZU8NQI[QV4D=Z[VL=SF2;[6Y
M"9C<??W<<X'7O[T`;B7,3W$D"$F2,#?A3@9YQGIG!!QUYHGNH+;/G2!,1M(<
M_P!U<;C^&16&JBTU&XNO-ECB&H?OF:9M@0P#D@G&-Q'/;CL*J7MQ]KEU.1)#
M+$+:[6,@Y&/+@Z>V<F@#K.M+61=O/'>"T5Y`M[M*,"?DVX\P9_A^4#'N32Z@
M\T5W]F1Y,7P"H03^[(^_@]ODY'NI]:`-:BL+SV^T?Z]_[1^T[?L_FG'D^9C.
MS.,;.=V.O?M51[^4Z>D:W3&ZATR<SJ'RRRJ$Y/N#G\Z`.HHK!NPEC);+)>2R
M'`/EM=.DCMGEE`.'_P!SIZ8[[<<B2J6C8,`Q4D>H."/S!H`?1110`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`444
M4`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110
M`4444`%%%%`!1110`5'##'`A2)=JEF;&>[$D_J34E%`!254FNV:5H+-1+,O#
ML3\D?U/K[#GZ=:H6-J;O5$O3+)*D&Y5E;@2,>#M'0(.1[GUQF@#;HHHH`A6U
MB%TUSAC*1C+.Q`''0$X'0=.M'V:+[3]H(8R;=HRY(`]AG`^H%2.ZHI9V"J.I
M)P!3J`"BBH+6ZCNT=XLE$D9-QZ,0<$CVSD?A0!/38XTC7:BA1DG`'<G)_6G5
M2GGDGE:VLVVL.)9L9$?L/5O;MU/8$`=<7R12>3$CW$_>.,<K[L3P/QI+&\DN
M);B*:%8I(&`(5]XY&1S@<\]*BGECTV%;:SC$EU+GRXR>6/=V/7'J35BPM?LE
MOM+;Y78O+)C[[GJ?\/8"@"S1110`444F1G&1GKB@!:***`"BBB@`HHHH`***
M*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`***Q-7\1VFG
MYB24/<I*BM#M.X@D9Q^!H`VJSI[O[2DABF$%G'GS;DG&<=0A_P#9OR]1F-J5
M]K3JEG83I8GDO)\GG#TSV7U(R36I!IS,Z2WSI*T?^KB1=L47T'<^Y_#%`$,$
M#7L:QI&UKIR]$Y5YO<]POZGOCOJJJHH50%4#``'`%8]S>2ZK.;'39"D0_P!?
M<KV7T0^I]:UXT6*-8T&%0!0,YX%`#Z0D`$DX`[TC.J*6=@J@9))P!6!?SOK]
MRVG6,NVQ3_C[N4/WO^F:G^?^<@",S^(]054)&E6SY8C_`);N.@^@Z_YXZ*L_
M1;JRN;$#3T*01'8%(Q[Y_'.:J3SZI=ZC)9VTL$,*'][*BEF0=AD\;CZ8./RR
M`)K&HR32G3-/;_2'^5W'\&>P]\<D]A[D5J6-K'8V4-K%]R)`H/K[U!9Z/:6-
MM+%:JT;RJ0\V[,A)[[O7G-<\-;U:6*&QM7@N;V5#N94(,6#@EN<>O^'3(!T4
M\TMS,UK:/LV\33#^#_97_:_E^50?:EA_T#2(EEE3AB3^[B]W;N>^.I_6F6VC
MS?9TAN[UFB`YA@7RU)/7)R6/Y\]ZTD2"RMMJ*D,,8S@`*JB@"&QL%M"\KN9K
MF7F69NK>P]`.PJY69I=Y<W]S/.5$=FOR1*1\S-GDGT^GU[BM.@`HHJA>73M,
M;2V<(X&Z:8](5_\`BCV'XGW`%NKTAW@MBN^,;I97^Y"/4^IQV_/%,TNT"%[M
MPYEF``:3[^WMGW/7';@=JCM(8[D(L*E;",[AGK.W7<?49YSW//3JLTLFJ3O;
M6SLEHAVSS+P7/=%/\S^`YZ`#_M$M_=[+5]EK"_[V8?\`+1@?N+[>I_#UK1J.
M".**%8X%58T&U57H,5)0`4444`%%1RS10)OFD2-?5V`%.1UD4,IRIZ'UH`=1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`"$@`DG`%<S
MJQ&K"%XT4637,49<J,W'SC/_```<_7Z==?4+*>_E2)I@EEP947(>3K\I/]T\
M9J/4P/M>E6R``&XW8`X`1&/\\4`5]0U2]BP^FP6[V\;^41(Q5I6Z;8P/3IG_
M``JAJLFLZII5RUO);PVXX!1B#,/XL,V./RS].N];:596K%HH>2"N68MM!Z@9
M/`]A3;?1[*WV8C>3R\>7YLC2!,=-H8D#\*`,G1M0N&TY+.QT\BYC7YWD&R,9
MZ,>222,''OUJY_:LT5S!IZ".]O.#<,AVJ@)_'H/7V[D58_LB+S96%Q=!)7+M
M&LI523UZ<_K446@6L,LS1R3)%*06A0A5/&,9`#8]L^M`%'5IXKO4H[;38HWO
MILQ-=D9$2C);'J1GMTR*V["RAT^TCMK=<(@ZGJQ[D^YIL&FVT%T;B.,!]@C0
M8&(U'91VSWJW0!R]C([:C?VFEE(XYIV+L!S!M`5F`Z'<<X'M6_9QPV\9MH%8
M"+&2P/)/.<GJ?4TVPT^"P\\P@EIY6ED9CDDDY_*K=`&7J^IM;H\%H5:Y"%V)
MY$*C^)OZ#O6!I%U/I^F74L<:0O\`:2KR7"YEE<X(!4$`=>I.!S756MC%;-.X
MR\D[EY'?DGT'T`X`K(,#7.MZA8%0()#'<.V`<#:%P,]"2O7T%`%<:K);[IEG
M.H7KQ<)&VV`=\(!RQSW&?PIFJ7\VJ6YFCD^Q:;`Q\V:8'=(X/15')P?U^E:E
MS#'`4T[3T$,UP"9)%^\D8X+$]2>PSZ^U6VTRS<6P:$%+7_5)D[5/8X[D>]`'
M/6NI:FMH80(;,$;HC*H7RX^@)&>/QR3Z=ZNW.HF_MI;.WDE"*H2>[V;221]U
M%[L?R&:UAIUF+UKS[/&;EL9D(R>!CCT_"HK/2K>TE,@:25]S,ID;.PDDG`]>
M3SU]Z`,JWFU72[2UTT0027#[@LK3DX'4L1CH,^OI5>WB65Y+2&Y^W2(=\\\@
MVP(QYW$#[[>Q)'TQ6W)H\$VIO?3R22DJ%6(MA%`[8[\Y/-,M]#MXI)&EEFG1
MW,GE2$;,DYY``S^.>@H`YZ\N+/?)*))IDM1NFO78[W)'"1=AD'J.WX&K#:Y8
MK;;;V*:V5!M@L'C,88=`6)X/\A[UNQZ+8I/<3-%YKSEMQD.[`/4`=A4MMIUI
M:LS10C>WWG=B['_@1R:`,K2M3TK3[)83?V[RLS.ZP?,`Q.2%`[#H/I5W^V/,
M_P"/:POI\]#Y/EC\WQ6BJJHPJ@#V%.H`S?.U>;[EI:VP]992Y_)1C]:!I]W+
M_P`?>IS$?W(%$0_/EOUK2HH`JV^G6ELV^*%?,_YZ-EG_`.^CDU:HHH`****`
M"BBB@`HHI*`"BJFI:G:Z9;&>[E")V'=OH*XC4?B)-YS+86R+&.C2@EC^':@#
MT+-,::)/OR(OU8"O(;[Q1J.I'%S.=O9$^4?I53S?,&"2&ZTQGM@((R.1ZBC-
M>,V>L:AI\NZTNI4QSMSD'\.E=QX>\9K>R);:E&(9F.%D7A6^OI2$==2TF:*`
M%HHHH`****`"BBB@`HHHH`***2@!:2C-5[B^MK49FE5?;O0!8HK)_P"$AM,X
M"2M[@#_&EC\0V+_>+I_O+_A0!JT53@U6QG;;'<IN]"<']:N9H`6BDI:`"BBB
M@`HHHH`****`"BBB@`HHHH`*K3V@FO;6YWD&WWX7'WMPQ5FB@`HHHH`****`
M"BBB@`HHHH`*SK.*&&^U*X&%^=5=B?1`V3_WW^E:-8NJV-X\LZVF&AO56.;)
M`,?8L/7*Y&/4"@"QHZM-')J$H(DNSN4'JL8^X/RY^I-:5-50BA5&%`P!Z4Z@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`$JCK&JP:18/<W!SCA
M4'5CZ"KU>7>.-4;4-5EMT8F*W/EJH_B;O^M`(Q-8UBZU>[:>Y<G)^50>%'H*
MSB#Z5OV/AR69%:9MA/:K9\,NK?(RLH]:ES1I[.31S"1%NU6HHF5<X]CFNKMM
M`@1<R'GT`J1M'@SQFI]HBE29RJQEF!;J*:\DB2$K@5TLVFQJIV@UD75AP2O&
M*%-`Z;1;M/&>L6Y53,LBJ``LBCD?6NR\.>*[?66,,B""X'1=V0_TKS%6`<HX
MY!ZXJ16>WF2XMG.Y3G(/(-7<R/;*6L?PYK4>L6*G<//0`2+_`%^AK8IB"BBB
M@`HHHH`****`$IKNJ(6<A5'4FG$X&:YK6;]KB?[-`WR#T[TF[;C2N[(EU#6F
MD/DV@*CN_<_2LIH9)"6=L_SJS!;X&3U-2E<#&*PE4;V.J-)):F6\+`=:I3!D
M)QQ6Q(GM5"YC//%2ILMP1F/*<8)S]:V=`\0M92&&Z9G@(X/4K6/,@!/%5RF1
MFM%(QE!'JMO<17,0DA=70]Q4E>=:!JSZ9?(9'Q;.<2#T]Z]#1UD171@RL,@C
MH16J=S!JP^BDI:8@HHHH`****`"BBB@`HHHH`J7]U+;?9T@A262>7RU#N4`^
M5FR2`?[OI38]0$:RB_\`)M6BVEB9<IANGS$#T/:FZG9M>/9*-^R.?>Y20H0-
MCC@@@]2.E4X[*XLKD.EO)=)$[,I,@+R!AP<L?O+@KR?NGKGB@"]+JEI#+"))
MXEBEB:59C(`F`5'7WW"II;NVA$9EN(HQ*<1EG`W_`$]:RH[:Z@U".]^Q-(I$
MQ\E&3=$6*8QD@9.UB>>YY/>$Z9>1EFS<%)D93%;F([`9';!\P8QAP./[O?C`
M!K7NJ6=C#/)-/'F%"S1AQNXQQC/7D?F/6E>_BS:&%EFCN93&KHP(^ZS9R.OW
M<50_LR8:;JT"KF2Y4K&S,"6'DJHR?J#5B^^T2K8W$=G*6AGWO#N3>!L=?[VW
MJP[T`:59<>J3E?.DM8UMOM!@#+,2^?,\L$KM`QGWZ5=@GEE*[[26$$$GS&0X
MQC`^4GKD_E67;Z7+`8Y]LCN+F1GA,I*E6D8JP4G:"`0?S[T`:8O;4R21BYA+
MQD!U\P94DX`([<TZ:[MH"1-<11X`)WN!@'/K_NM^1]*PX-.>*!(M2FN5AMX6
M1I9'A6+D8)!`W^_/<=34MK:W%XEE>7"*\AN1*^#P%6-E4CV)PW_`J`-5KZT2
MV%RUU`L#=)3(-I_'I2+>QFZEAR`L<*3&3=\I#%A_[+^M9XM;JWU.:\$#S1^8
M^R)&7.&2/YAD@=5;N/O'\88]+NT,[;1\PB=4##'RSO(8_P#OE@OI0!HQZO92
M238N(?)B1',WF+L^8L,9Z=5_6K<<B2QK)$ZNC#*LIR"/8UB&VN)+R\NVT^:+
MS!%Y?E21^;N7>"W7;GD#!)X_*M>S\[[+']H`$N/F`Q^N.,^N.,T`3T444`%%
M%%`!1110`4444`%%%%`!1110`4444`%)2TE`$%[<K:6<MQ(<+&I:O,M$L?MN
MHR7DZ_)&=W/\3'_"NR\<3^3H)4'!DD"_SK*T^(6^DQ)CECN/%1-V1K3C=D\8
M%3$<8%11#)J=A@<]JYCL(R,4F..M`!89]:84/8T`0W'2L;4"$B)[FMJ2,D'B
MLN]MFDC;;U':JCN3+5'+7"?O20>GIU%-A8[B.YJ:?"R$'@YP?457(PV1U!S]
M:Z$<+W.L\!7&SQ`(QTEB;_'^E>E5Y3X(?'B:T)[AA_XZ:]6JA"T444`%%%%`
M!1110!1U:?R+1@#\S<5SUHFXF0CEOT%:6O#?*B@]$R?SJM`N!6-5]#HHQZDJ
MI@=*"M2K]VF-UK*QO<JRIDU0G4G-:;CY235&0<'O4LM&/<IUS57'RUH7@.<$
M53E4!>*M&<EJ5W7*GUKJ/!NJE3_9T[?*>8F/ZK7,$]J0,T,JNA*LIW`CKFM8
MNQA-'K%+38VWQJWJ`:=6I@%%%%`!1110`4444`%%%%`!163KWD$Z>+F+SH3=
M?,GE&3=^[D_A`.><=JKVTEW#>I;6<4<-M<%Y8UEC(,<:B,8"9&,L6XXQG/M0
M!O45A6NLW=R@DAMVE$T3211_9Y(]IVY4%V^5L],C'XT^34S'%;RS^5.R32!\
M0LC1[8G;A220V!CW!]Z`-JBL"\O;RSO(+BX,<F;:5DCA5L9+1``XSG&>H'KQ
M3EU2^:2*W1%+R2J@FDM9(EP4=CA6.21L'?G/:@#=HK"FNKZ6[M(4GBCDBNVA
ME/EMMD_<EP<;NF#T)/.#VYGU74WL79T=6CB7=)&+:1SZG+KPO'J*`-:BL>/4
M+S!N)/)^S_:S;!%0[_\`6>6&W9QUQQBF&YNKB?2[@O&+>><E452&`\J3&XYY
M]<8&#ZT`;=%9BVL%]>W9O(DF,,BI&LBY"#8IR,]\D\CZ=JK1SW%I<WCI)&UL
MEY%$4<,6^98EX;/'WL]#GVH`W**P%U:4$0P1+$0\K,4M9)0<2LHX3H3M)))_
M`YXET9IKK4+N\G5$/R($:(B2,&-&V[L],DY&.O/M0!M45@:/;P-([G209?M,
MY%X4C//F/CG.[VZ?I3GUJ?8VV--R2"W8JC2?O.<L%7)V@`^Y/&1@T`;M%8]O
MJ-W<NMLBK%,=Y$TMNZJRKLY"$@]7QU[&I+O4+BUCOR4C+6MHLRG!PS'?D?3Y
M1^=`&I16#Y]S'/?-,\,\0OX8TC:,_)N\K!!W=MV>G7GVJ2XUB:"`9B5YXRXF
M558C@A5QC)&2RGN<9H`VJ*RK:_NI+>[W1L\D,>]'^S/"')!^4*_.1@=^XJ.:
MSM;?3Q>VZH;H*KK<`?/*3C@MW#=,>]`&S17+20W4EA/*TMJ6GOA"Y-N2S*)]
MFUCNY7IQZ9'?-:$%S-]LFL+9+:&57.9/*.TA4BS\H(Y^<`<\`4`;-%8L^K7$
M=U)&L;/]G94D1+65_,)56.&'"\-T.?PZU=TVXN+I)99O*""62-%13GY79<DY
M[X]/_K`%VBBB@`I*6DH`Y;QO$TZZ=`O22X"X]ZBU4R+*([5!LX`]JW]6M%N8
MH9#P;>59AQZ=JY=KN0RM#MW,QR#Z`"LYFU-7)8C<1$>;'\OJ*N_+(IQZ52AF
MU`2L"$,/8MP2/\XJ+3YI#<SNW";OE`K%JQT19/<,X3$9"GWJD(;Z9\_:MB^@
M%3:@7<HT6>,Y`J-8[M]I@E`/??THB.0[_2(@5E8./7'-,D]14\@G`Q+M;W%1
M@%D(H?8$<_KEJA3SD&V3/)'>N>!;..]=3K(/V?&>,US:QL\I5`2Q[>M:TWH<
MU:/O:&UX,1G\2V6T_P`3$_@I->MUY;X*5X?%-I'(FTE7(SZ;37J5:(Q%HHHI
M@%%%%`!1110!S^K9^WN"<_(,#TZTR+[H(J77V\BXBG/W&7:?;_.:S1=K)#B*
M0`'JWI6%1:G32>EC4,D<8&Y@,^]1/(IZ$&N5U"[MX-KYEFR<#Y\#-7+"_9W5
M#$0I(`!;J34V-58TKBZ"AL]JPVO;V9CY**%SP34^O2/$P7**I/.T'-&GD30*
M4FRP7&U3@CCU_P`*275E-E21[@G$K)GT)`_G5:20`_,<5,^ER)DRW+,Q.>3T
M_6F)"W+'+$<9QUJM#/4A\Q.HY^@J`S`M@\'/2K6,R*/?%-GC5&)P-V.M4MB&
MFV>H6+^986[_`-Z)3^@JQ67X<N1=:%:2<9";#^'']*U*V.9JS"BBB@`HHHH`
M****`"BBB@".2&.5XF=<M$V]#GH<$9_(FAH8VG28KF1%95;/0'&?_01^517M
MX+01?N9)GFD\M$CVY)P6_B('13WIUK<K<JY"-&\;;7C?&Y#@'!P2.A!X/>@"
M-=.MD9RJN`P(V^:VT9]%SA?P`I8M/M8MFV,L5<R!G=G8L5VY)))/RG'/:IC/
M&MPD!;]ZZ,ZKCJ`0"?\`QX5)0!232K*-BPB+$H8\.[,`IQE0">!P.!TIT6G6
MT10@2,4?>IDE=R#@KU8GL3Q[U;HH`JRZ?;2EBR,&:3S2R.RG?MVYR#D<<4VZ
MTRTNV<SQNV\;742,JN.G(!P?QJ:&X2:6>-0=T#A&SZE0W'X,*FH`K_8[?RO*
M\OY/-\[&3]_=OS_WUS3%TVU6X6<1MO5BZ_O&*J2""0N<#.3T%6ZCN)X[:WDG
MF;;'&I=CC.`.30!%<6%O<R"217#XP6CD9"1Z':1D>QH%A;"-HQ"`CNLA`)QN
M7;M/X;5_*K-%`%-],M70+L=,,S`QRLC98DMRI!P2<XZ5/#;Q0%S$FTR$%N>I
M`"C]`*EJ,3QM</`&_>HBNRXZ`D@'_P`=-`%9-+M8Y"\9N$)<N56YD"Y)R?EW
M8ZD]J<VFVCJ%,6`L8C&UB,`'(Z'J#T/4<XZFK=%`%0Z;;&%8B)<*20_G/O!/
M7Y\[OUIMSI5E=*%FB)79Y9`D90R]@<'G&3C/3-7:*`*K:?;/,\K(Q9V5V&]M
MI92"#MSC/RCGVIWV*V,D\AA0O<`+*<??`&!G\*L44`06UI%:JPB,AW=3)*TA
M_-B34::;:QS"54;(.Y4,C%%/J$SM!^@JW10!7^QV_E>5Y?R>;YV,G[^[?G_O
MKFFRZ?;2ER496=]Y=)&1LX`X(((X`''I5JB@"JVG6QD5]KJ5`&$D90V.FX`X
M;\<U-##'`A2)=JEF;&>[$D_J34E%`!1110`444E`$=R-UNX]JY".)1/\W##B
MNQE&8F'L:Y6=5%WQU[FL:IT4-;HBO'8#`;`-0VR;$-/NX_G4N2%)ZTD4T3Q9
M1CE<@BLGJCI7Q$B8.0Y`'I3]H5?E`JHLWF,RF,H1T.>M/M78.T;]NA]12V+:
M1*Z[AUJ)\1K5EL<8ZU5G^[02T96HJ9(F`&3FL_1;4M>O(P*[`<'WK5EYS4,&
M_$BQE0.I/>J3TL0XIR39)H)+>/+8'JL;#_QP_P"->DUYEX6E$OCJ)@<X5US]
M$->G5T1V.*;O)A1115$A1110`4444`9VN0F;3GVHKE"&P>^.M836D+Q-&$"C
MIQ[UU,\?FPR1_P!Y2*YF)F$A5Q@CJ*RJ::G11U5B.&PMS#M,>\@_*,#BI8[1
M8PJMC<K!O<8J>.)6SEW`]`V*@DN((9&P0(TQD^IK"[.A(RM>AY#]:JZ6(W<J
M/O`=.F:FUG4-\9"#FL1;B3*NN5E!['I32;!NQTSQQ1+DP$^O(K.N;A"2H3:"
M.!5J"Z-U:!GP'QAA6;<`B2DD-O0A#8(/<'(J*:4F;YC]\?E4Q&*(;=[NXC@B
M`,LC!5/I6B,GW.]\*0-;^'[97ZL"_P"!.16S45O"(+>.%?NQJ%'T`J6MT<CU
M84444Q!1110`4444`%%%%`&=JT5Q+)8&U*JZ7.XNR%U4>6XR0"/7'7O4#6[6
M%_%>2EYMZR"=HHF;YV$8&$7)QB/'>MBB@#F[2U'VRSN;JR?<?M(!:$LR,9MR
M9P#CC=@].3ZT6UF]G:6316`W/8%;E?+/S-^[^\.Y&7XZ\$"NDHH`Y6WLGGO(
MX6M0;'ST?:MHT$?^KE#?(Q/?9GUR/QMQ:?Y-LLT5KLN4O=JL$^98O.Q@>B[.
MW3%;]%`&#<637&HLLL#/`VH*[`K\K+]FQD^HW<?I0T-Q9>?/:6S-]FG*PPHN
M-T;(F0OMOY_X":WJ*`.8?3IX;DQ,R[@5\B;[&\K#@;B'5@$RVXG/7/<<!UW9
M>;'JL$-H9C-#*QDD@*OOSE5W'AQG[N/N[1[5TM%`'-W=A%,E_-:V)799I]EQ
M"497!D.%&`0<XZ8/-/O[!XIIXK*W6*T*PO(JPEE?E]WRJ1N/W,@<D<<]*Z&B
M@#G+/35GN[?[1$)K4+,1&UJT4:?ZH!=C$\<,1GOG%)8V8CO97NK63>T3QPR+
M"2RA7E'#8^4["@!.,\5TE%`&7H:+'%*D=NL<888<6Y@+\=U/<<<]#6I110`4
M444`%%%%`!1110`4444`%%%%`!1110`4E+24`!&0:Y652MZZD]&KJNU<_K$'
ME7GF`?+)_.LZBT-Z#M(S]4D/E*H[G%55"QVH12H)ZY-6-11;FV1#P2<\>U5D
M@CAC4-$A8GJ1S6'0ZH[ZB))`%"R2+GZTJSQ_:&16!(&1@U858V0Y1#^%0R6J
M?ZQ5`<="*5RI$[9"YJ"<Y%6'(,>?:J4K]A3(O<K2_>Q51W\HLQ)Z=15F5JK-
M;RW4JP0X,LORKD\<U20I.R&_#Q&D\4!\?<B=C^@_K7JM<YX1\-_V%!*\Q1[F
M8_,5_A7LH-='72<`4444`%%%%`!1110`E<_JT7E:@7`PL@R/KWKH*I:K;^=:
M,P&7C^8?UJ)JZ-*<N61AF39&3[4ED@6V^<`F0[F!IK*)%VD\'TJ(K<2W&R,^
M7"@Y/?Z"N9>9W="6Y1&F0;5*G@\5AW,=O!(P)48K9D14`!WNWJS'^E9TMCYI
MR$51_N]:=QVT*^F.EQ.8E(+`YX]*DU>(1.,=:L6<:V1W*!NJKJTHEE!!SZT:
M&=FB@QR*T?"@#^(803]W<1_WR:S7.!6IX.B,FOHXZ(C,?RQ_6M8K4RJ;'H5+
M24M;'*%%%%`!1110`4444`%%%%`"44&B@`HIDDB1(7D=44=2QP!6>-4>[#+I
ML!FQ_P`M9/DC_/J?PH`TZC2X@DD,:31LXZJ&!(_"LX:5-=`'4[MI>?\`5192
M/\>Y_&H)[:"V\1:8MO$D1\N7(10,C`_K0!N44E+0`4444`%%%%`!1110`444
M4`%%%%`!2T@I:`"BBB@`HHHH`****`"BBB@`I*6DH`.U5M0M1=6K)_$.5/O5
MFCM2:OH"=G<XB5SN'8J>GI3H4#DNW)K6UO2?F:[A[<N@_F*YS[1)&Y"$8]ZY
MY1MH=L)WU-$J#T(%,D=8QP<U1:YFQG"_G3?..`7.34&M[D\T]56DSWI)7+]*
M@+$=:9&PYCVJ:V!B1KHDJ5'RMZ>]+:63W7S$[8\]?7Z5!XAN1`BVD>`2,G'8
M=A6T(F-2>ED=;X2UYM8M'2?`N(3@X_B'8UT%>0:)?R:1J$=U'S@_,N?O`]17
MH>F^*]-OYA"&>"4]%E&,_0]*V.8W:*2BD`M%)2T`%%%%`!2$9&*6DH`YO4K/
M[%*&4YB<_+['TID!&"2>IKHYX([B)HY5W*W:N2U!)M-O/)!WH1E2>#BL)PUN
MCJI5+JS+CNJY)`)]ZI7,ZXR2!56:\G=20H&/5JR)IY'Y8U"C<V<DBS<W1+97
M\*J,Q9LDY-(6^4$]:8.,DU2C8CFN#GBMGPC=166I/+<,$C>,IO8X`Z'^E8RJ
M99`B_P#ZJO/$BVQC(^7&#[U2,YO2QZ4K!E#*001D$'@TZO*?#OBJYT6;R)BU
MQ9YQL)R5]U_PKT^TNHKVUCN;=P\4@W*:V.8GHHHH`****`"BBB@`HHHH`0U2
MN[_RIEM[>,SW+<[`<!1ZL>PHU.YFB$4%J%-Q.VU2W10!DM^%265E'91L$+,[
MG=)(W+.?4T`5ETMKB7S=2E%P1RL(&(T/T[GW-:(``P!@4M%`!6/:[;WQ%<W(
M^[9I]G7W8\M^7`J[J=W]BLI)5YDQMC7^\QX`_.JUJ(-#TI1=3J"`7D<]7<\D
M^_-`&I17/6WB@:A=I;6%G(TA?YC)P%3^\<?RKH*`%HI*S+C5F:9K?3;<W<R_
M?(;$:?5O7VH`U*3(J*T>:2VC>XC$4Q'S(#D`U4O=+%Q=+=P7,UM<A=NY#D,/
M0J>#0!HTE8]V^HV$#37&IVPA3JS6QW'\`W)JA;VNMZN"U[>/:V3<JL:!)''O
M_=_.@#IPP89!!^E4K[5;6R=8I'+SO]V&,;G;\*J7+0>'M,2&QB+S2/LBC)R7
M<]S_`%JSI>EI8JTCL9KJ7YI9GY)/H/0>U`%Y3N4'!&1G!IU)2;UWE`PW`9(S
MR!0`X4M1Q31REA'(CE3A@K9P?>I*`"BBB@`HHHH`****`"BBB@`HHHH`*2EI
M#TH`1@""",@\5Y]J]N;34IHP,`-D#V[5U&K>)]/TTF,OY\__`#RCY/XGM7-:
ME-+J%I%JCJJF0D%5Z``D"HFKHTINS*)<$8/%)GBHC*&`J>UBENY5BA7<S=!6
M-CH3T&;L'C))[5H6FCSRGS+D&.,=%[G_``K;TW0X;7$LV))ASD]`?:K5R0JD
MYP!SDUK&'<RE4OHC#U"\ATVVVC&0,1IW-<=-(TTK2RMDL<G-6]4NOMFHRR;O
MD4[4^@JDW)Y88%:I6,6Q,YZ=/K4/G#=D=CP:DF;$;8QZ=*J[<`>U`D=/I7C&
M_L`J.XN(AP%DZ@>QKL]-\6:7?(NZ=;>4]8Y3CGV/0UY-C%*)".E(#W0$,,@@
M@]"*6O)-&\5:AI.$202P?\\Y.1^'I7=Z-XNT[52(S)]GGQ]R4X!^A[T`=!12
M9R.**`%I*6DH`*PO$]HTEO'<(.8S@_0__7K=-8GB34(X(H;`$>?=N%`]%!R3
M2:NBHNSN<[#&S9W#M6-*I>78@R<]!6YN*94C#=*KI;K`K/U;UK!.QU[F>T91
M<-U[GTID=O+</MA0GW]*U;73)[[!'RQY^9R.OL*Z.STR*VBPB@"KBKF<YI:(
MY>*Q,"X(Y[FJM^YCA(')/:NGOX0I)KG=906UF\S?>;Y4'O5V,+G),?F-;OA[
MQ1>:(PCSYMIG)B/;U(/:L,BE"TQ'L6E:_IVK@"UN`9<9,3<,/P_PK3!KPV)W
MAD62)RCJ<JRG!!KMM"\=$;+?5ER!Q]H7^HH$=[14%M=07<0EMIDE0]T.:FI@
M+1110`4444`9^IK+'+;WD,1F,!8-&OWBK8R1[C`J:TOK:\!\B569?O+T9?J.
MHJR:KSV-K<-NFMXV8?Q8Y_.@">BJ3:7$.89[F`_[$S$?D<BL#6I;B*X33;74
M+VXN),EU4H-J_EP:`)=4U2$7+7\Q5K:TRMLG_/:;N?H*Y]Y9I[D7MQF]FCC:
M60*_$8P<`D<`=\#G\ZU='A2[@$<,9FN77:\CI\EJGHN1@M_,]:ZBWTVTMK$V
M<<*B$KM8?WO7-`&)H=QIVE21V+2A[VX.9I0O&\\A,_R%=*6"J23@#DU6CTVR
MBMOLR6L0ASG85!!/K]:DNX!<VDL&XH)$*;EZC(Q0!DF2;6G<QS&WTM<@R*<-
M/ZX/9?>IM/U'34G33[%<+@E&5?D8CJ`>YJ.UT)ECBCOKMKB*)0JPJNR/CU`Z
M_C6DUE:L\+FWCW09\L[?N?2@">FRRI#$\LC!40%F)["GUGZU:2WMFD40!'G(
MSJ3C<@/(H`J6$$FK7"ZE>*5@!S;0'L/[[#U]*C35$TS6;VWU&X812LLD4C9V
MKD8V^W2MX``8'`K!O=-O[S5;E/D2PG$8D<G+,%SE0.V<]:`,]=:LC?OJES*&
M56\FTA##.WNY';/O6O?>)=,LXF(N%G<?P1'<3^/2KB:5I\<7EK8VX0]1Y0Y^
MM1WFCV=S9M;+"D(R&5HE"E6'0CWH`72Y+M[,SZ@$C=SO"#C8O8$^M94Z2ZI?
MS-I>Z&.4!)K[/51_#'_C5Z+1-S9O[VXO5[)(=J_B!U_&M1$2-`D:JJKP%48`
MH`KZ=IUMIMOY-K&$!Y8]2Q]2:MT@I:`"BBB@`HHHH`****`"BBDH`6DJ.::.
MWB:25U1%ZECBN-UOQA*KF/3L*@'+L.3]/2@#IM7UBUTBW\VX?YC]U!U:O/=6
M\4ZCK$AA@8V\!XVQG^9K,N9[B^G,EQ(TCL<DDU:MXHXD+]`HR<]Z!E>[V6%K
MM3F9_P"+O78Z'$&T"TAE4,"F"",]S7"1E[V],LO*Q\GT]J["\U)M,\+V[Q86
MX<!5R,X[D_K0QHI7NE-_;$-E;2(!,-PRWW![^M=CI^GPV$"QPJ-V,,Y'+5Y=
M'<3FY^U-*_G[MV_J<UZ'X7UU=:LW$H"W4/$@'1O<5*2+E>QM*N`:X_QCJICQ
M90-AFY<CM[5TFK:@FFV,DS8W`':,]Z\ON)Y;B9II6W2,<DU9D(IP!S2$^A-)
MNX_^M0O)R33`9,>0O/'6HR!2DY)/K12`:132,4_'4TA'/TH`C--S@TYJ:%)-
M`&GI?B#4-+F1K>XDV`\QLQ*'VQ7=:3X\L+LK'>J;23NQY0_CU%>:B,8YI=HY
MH`]TC=)8U>-@R,,AE.012331P1M),ZI&HR68X`KR+2/$>I:/\MM+NA_YY2?,
MO_UJJZSKVHZP_P#ID^4'2-!M4?A2`ZKQ-X[SFVT9R.SW&/\`T'_&L+PRTM[K
MR3W$KRLBEBSMD^G4_6N>'6NC\..MC:3WK#)[?0?_`%Z`.RU(6J0B2>1(G[>K
M?A532;>#4K@YF7RX^=F>6_#TKEY;B6Z=KFY;+,>!V'M5<7\\$BR0R-&RGY2I
MYI<B9:J22L>KI"B`!0`!T`'`I[#Y:RM`O[B[L(S?`+<'T&,CM^-:CGY35-6(
MNF9EP@EFQV%<%XEO?M6I-&A_=0G8H]2.IKM]>NO[/TJ:9#B5AM3ZFO-7&[D\
MU-AD0&:>`*:*>.E`#0.6^M+MI5^\U.(H`2*66!]\,KQMZHQ!_2NDTKQOJ%GM
M2\47<0XR>'_/O7-%:0B@#U_2-;LM7A$EK(-W>-CAU_"M&O#TDDAD$D3LCKR&
M4X(KI=+\<ZA:,J7N+N(<9/#C\>_XT"/3**S=&UJSUJ!I+1R2F-Z,,%<]/Y&B
MF!HFDI34%\L[V<JVK[)RN$;`.#ZT`9^K:E()!I^FXDOI.O<0KW9O\*GTG28-
M,A(0F29^99GY9S_GM3M*TJ'3("L>7E?F25OO.?>KU`"4M%%`!1110`4444`%
M%%%`!1110`4444`%%%%``*6DI:`"BBB@`HHHH`****`"LW6]8@T6R-Q."Q)V
MHB]6/I6C7FOC2^-[XJAM%;,=M@$>_4T`&H:E=7[M+<.0"?EB!^51Z5CRY+'/
M4UHNNXX[#FLJ[EP^P?B?2@H6(#?C\S4]_+Y%GCNPP*CL,2L<#*)W/<U6U*7S
M[M4!R`<?C0(MZ;;;;89'S2?,?IVJ;Q)<;I;>U5C^Y7D=@34ZRK:Q^<<`#[H/
MZ5BW+M+*)&.6D;)-)EQ1-964E_>):POMW?>8]A766EH-#>)[8@XSD'^(>_ZU
MSWA^?RM71CQN4@5L:O>^7;LZG)^ZGO[T%-E'Q-K!U&Z\I,K&AZ9[UB'@8_6@
M9Y).6/4TT]:HQ#)QCTI2=L9]^*C9]AYSS2!RPP1@=:`%HQS]*`,X]S2]B:`$
M]/>D;N:>!\WTJ-S@?6@"-AN;`J4#'Y4D:'&:>W&:`&4A[TO84A/!H`0\YJ-Q
MD$]ZDS[4FTD\]*`(44NP4=SBMAY!]E2+)6)>@[MCN:R[90TP]!S5J27S&Q0@
M+$C,T"'C!&<="/\`/-7_``[IRW4QNYR"D7(7WJE\IA"`\#H,YK:\*N#;W$)_
MO9_"KBM27L;BLSQK''\K2?,3_=&?_P!5:]O>#(BE;)`^]6=:X,CO[\?04UI$
MMHI;B<X').>P'3\ZMI/<E.QA>,]1,]T+9>%09(]/3_&N:J2ZG>YN9)Y.6D8L
M:CK!F@A6D)VX`Y)["GTU?D?+=#W]*0"JASDD9-.(I>.U)WH`3%(13L48H`B(
MYII4G@5-BHW(`XH&=O\`#,8.I\_\\O\`V>BD^&7_`#$_^V7_`+/13$=W116!
MI%Q>2:3;"U,"K;V\6\3*29"4#8!R-HP1SSSGCB@#?HK`M;ZXWW-W&Z?9GNHE
M,<B-O`=(AP<\8W9Q@]^E6;>_NGFA:4P&&:XEMU148,-I?!SG!^YTP.O7M0!K
M45S>K:G;1:HTSW<4;:?MQ&TF"^[_`%GR]\*1CKSFNB8@H2#D$4`.HKF["XED
MM?#\;VL\:@I^]=DVO^X?IAB>>O(%113M-'%(JK$'BT]A''PJYE;@#TH`ZFBB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`&L<*3Z5XU'.U[XE
MEG;DR2,U>P7C;;.=O2-C^E>/Z0F-7E./NJ30"-BX(BMG;UKG`?,F()^4G-:V
MN7'EQQ0*?F89-9VGQ[I2Q[4%,OP*+6PYX)&369;J9;J//\39K0U-B+4_[3`5
M!I\>)C(>BKB@76Q-J4F^9(E/"C)JE)S,/84[<9':1NI.:9GYR:DW6Q-:,5U.
M$KP>:M:K/YMR(U.4B&/J>]9]O+LN7D'4+@?6I<'')YJD92>HUN.GXFF9_6E<
M@4AXJB!DH^4$=0<&D'.<4Y_[O<\FG(N%S2$+C!IG8>YI[]Z:O)`H`4#EJB"[
MY,=A4[':C,:BA!`SZT#)!\HQ3'&<_2GTU^AH`9C@?6HSP*EQQ3,#B@!N[K2Y
MY_&C`XHQTH`2$8\QAZ8'XU*GWA_C0F#!CN6_I2+U_KC_`.M30BXG('/'^>:U
M_#2E+:XE_O-@5C1G`/;K70:$FW38E_YZ,6_I5+<4C>MN(L'N<5A>);O=;+&K
M8$C_`*#_`.OBMF>7RK-FZ$C'YUQ6H7'VBZ9LY4?*OT%5-V1*6I6H%(.:6L#0
M4=:&(`R:2HYCD[:`'Q$D'T[5(*8@P@IU`"THZ4UCQ2YXH`1N.:@?FIGZ5"U`
MSN/AE_S$_P#ME_[/11\,O^8G_P!LO_9Z*8CM+FUBNE"RA^.A21D8?BI!J*32
M[.39F(J$0(%1V12HZ*0"`P]CFIKBX2VCWN&.2%55&2Q/0"HH[\%XHYK>:WDE
M?8JR`')VENJDCHI[T`/-E;E9`8QB2196&3RR[<'\-J_E0MG;J(PL>!'(TJ<G
MAFW9/_CS?G5BFJQ9G!1E"G`)QAN!R/Y<^E`#([>*.-T5/E=F9@3G))R>M)#;
M10`",,`$6,`N3\JYQU/OUZFIJ*`(%LX$CMXUCPEMCRAD_+A2H_0D5&FFVB(J
MK"`JK&H&X\",Y3OV-6Z*`"BH&N5%XMLJ.[[=[%<80'."<GN01QFFO?0('RQ/
MES)"V`>';;@?^/+^=`%FBBH;F9X(PZ6\LYS@K&5!'O\`,0*`)J*JZ?>?;[9+
M@6\L,;J&3S-N6!&0?E)_6K5`!14<D\<4D2.V&F8H@QU."W\@:DH`****`"BB
MB@`HHHH`****`"BBB@"CK,GE:/>/_P!,6'YC%>6:*N;VZ;&>@_7_`.M7I/BI
M]F@7/^T`/U%><Z2WE17,Q[,3^0_^O2&BOK/[R_)';Y1^%+8Q@':O4D5!.^66
M1OO,,_G5[2D.QY#VI]`ZD&H-NN$B!X49-`;RK1V'4\#ZG_ZU0L_FW,DGIP*6
MY;`2,=AN-#*CJR$<4QVP#ZTXG`J,+YCX'YTC1L?;+A=Q')-3L<#WH4;5&!]*
M:QJS!C7&Y3Z]J0G`W-V[4[O4+MYC#'0&D(?$I9BQ[U,0!M%$2X4FDE.,4`1.
M<YJ15_2HEY-3-QF@9#<'Y53^\?Y4Y1P!43-NE^E3B@!,4UZ=VI#WH`:>E1GM
M4C<"H3VH`4=J*!TI.]`#D.,_G3E(SV_S^-1KQFG*WM^&330%E3MC8],"NLTQ
M=MO",?=C'\JY!B?*./;_`/778V!_<1D=P*I$R*_B&[,<"1*>6KF&]*TM<G\[
M4'P?E0;16;C)J9N['%:`!2T45`Q&8*F3U[5%$-[DFDD8N_`X%21?+^-`$G:D
M/:EIK4`!/'-$9W'V%1R/4D0VQ9[F@82'K4)J1SFHVXH`[GX8_P#,3_[9?^ST
M4?#'_F)_]LO_`&>BF(Z_4%<&VG1#(+>7>RJ,D@JRG'N-V?SJI=^7JDUB#:2R
M6ZSDOYT)48\M^H89QG`Y&.:UZ*`.:F@?[,MO)9H$2280E[1Y\#S&VA0"-G&W
M!)QC&.E-M[*XO$MQ?02D/=122A@1D?90#GVW<'\JZ>B@#GY],5I+J068WF]A
M5&"8)BQ$&`_V<;@>W!J.YM?+FFM181"S\\M&7M&F1?W:<*BD8R2_/08/<UTE
M%`'+K8RSZ?-+<6CR7*:9%Y1="7$H$G3/(8';[UJZE&KS6[7<#3V81Q)&(C)\
MYV[25`)/`;MQFM.B@#"TFP*:G)<7%L`PB7R7=/F4>9+@9]0A0'\*AGL(OM%\
M@L<R37L,FX0G#1YBW?-C'4,2,^IKHZ*`.:N[*6.26..!$L([C(B-JTJ',:8(
MC4C(W;NF1GG'>MC3(WCTU$=V<_,03&8\`DD#:22`!@`'TJ[10!@:3IQ,UK)<
MV[;H=.MT3>#A7&_/']X<>XS[U';QO+#:6[QWB>1I\D$K")E(8B,?*3P3P<8R
M*Z.B@#FA:PO'9O+IR&W@NV^[9LNY#&?F\O&1\VT'CJN:CBL[X-*$<1W^R0LZ
MVCH9&*L!F4L5(R00.V!P,5U-%`'+K9KY<A9=L7&Z*/3)`K-G@NI)W]\X]N>*
MW].S]AA!A$&%P(P,`#MQV^G:K-%`!1110`4444`%%%%`!1110!SWC:81Z+L[
MNX_0&O/+<G^SG(/#N17;_$%]FG0<_P`3?R%<-,1;Z?"@^\5W'ZGF@95D4R3A
M0.,`"M-C]DTYL\%^!56WBW.C'JRC`J?63M\F(>[&@"G`N%YZ$\U&S;W9O4U)
M*=D>!UZ5#VQZ4,N"&NW%26Z?+N/>H2"[@"KB#`'H*$$V*2?QJ,^U/;)X_.FJ
MCNRK&A9V.U5'<U1F1.^`5'4CFD1>5XKJXO!T?V$-/<%+HD%B<;0/3_Z]3MHV
MB07JSF\A6-1S`9`?F_SVHL(Y8'"G@U#*V3^%=N;WPU!<O<E1-*R[=@CW+]<'
MC-<KK)LI[YI-/5XH2.4<#@^WM0!1C'2G2'J:%&`.:;*?D-`RJC'>Q%6E:JL0
M^4^]3*<_E2`DSQ0.<TF:4=Z`&N,XJ,\4]CTIAZ4`-)/.*!G.?>E]:6@!M(AQ
M2GH?I4*M@@YH`M,?D]:ZJ&X$%B)&/W$_6N2!W[1ZUMWTP%BL0/+$?E_G%4GH
M2S/=R[EB>2<FD%(/6G"LR@J:QLI=1O([2WP'D.,GH!4.">G7/%>A^%-&2PTY
M)Y4'VF3YLD<@>E`'*V7A"^DE=)Y(H"A(.3N)].!V]Z@N/#6J6T$LYA#)$Q#!
M3DX'?'I7H-WAY%ECXE3MGJ/2K4+"2(2#OPP-`SR)3NY%,E.!CO6WXFTQ-,UF
M1(B!%*/,1?[N3R/S%8,S?,:!$8R2!5KM@5!",OS5@\"@"/'-1MR:?G)-,:@9
MW'PQ_P"8G_VR_P#9Z*3X8_\`,3_[9?\`L]%,1WE%9^KW\FGI;/'$)!)-LD'.
M0FUF8C'<!>E,&JEM8:V5`;9(&D,H!)+`KD`#J`&'3OQVH`TZ*JP:A;3R+&C.
M';.%>-D/'/1@,<?G^%0ZC?/%I-Q>6?EN85=OW@.#MSGT[C^M`&A15"XN+JWN
M(F8PF&241+$`=YS_`!;LXXY.,=`>:LW(N2@%JT2N3RTBE@H^@(S^8H`FHK)@
MOKR[VPP&W290QD=D9E(#E5PN0<-M)Z\8[]:6'4+F>XMXT2%1-!(Q!))61&52
M,^F2>W;M0!JT55TRX>\TRUN9`H>:)78+T!(SQ5J@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`**2@T`<'\1;C,]O;CH$R?Q/_UJY75/FD`'0"M3QG<&
M?Q!(N<XD"`>F.*H3IYDSG/&:!EC38265SV4`9^E5-1?S=1(Z[>*U+;$=H&]$
M_I6&CEY)I6]2:$-]B.X;=.1V%-)X]*8AW,6/4FG_`'B%'>D6M$/MTXW>O\JL
M$X'\J15P*#QR.IZ51DW<:P[9]\U&ES)'.LL+E&4\$'!%+*2,)G!/)J%0`J_6
M@1(\\LP+22,YSU+9I5^\>:8`,5(N`QYH`D&-HIKD;C2'[HZ_G3<?,QH&.R,#
M%1RG$;?C3^RU')_JF^E`$-OTZ9ZU*!@BHK<X_6IP>`>]"`0'FGGO4;?>-//.
M?>@!C<GBHSTIYR!3>"*`#N:3J*0\9I0<T`(W0_2H*F;[I^E0T@+%L,SKFKES
M)OEQ_=&*IV8S,":ESDD^IS1?0.I(*?35'%$C;$R.O:D`Z&<0WD;A0VPAL'H:
MZ1_'%^1A;:W4?0_XURT8PI)!R:4D9Z&@#<D\7:A(X(CMP<]0I_QJ*X\0ZI.-
MOVIXE_NQ?+_+FL8=>E2DG/3B@9#<2R2REI79V/4L<FHC3GY8TV@"6#J34IZ4
MR'A#0QH`;FD/2E%!H`[?X8_\Q/\`[9?^ST4?#+_F)_\`;+_V>BF([&[MFGGL
MW4@""8R-GN-C+Q^+"JLNE&-XO[/\NWCB@DC51D<LR-QCI]T\]LUJ44`<Y)87
M=L995!6YD,?V<"26Y".I;)9F'`(;';O^.K=6&_1)=/@8#=`859S_`+.,FKU%
M`&8(]0_M)IY(+9X@=L9\]@43N=NSEC]?;U)?=+?W.G1+%'''+(!YZF8H5&.5
M5@IY[9_*M"B@#-6WNXFCG@@M4D\ORGA\P[-H/RX;;VR>,=_;EUOI[P7%I)O5
MA%%*LA`QN=V5B0/J#^=:%%`%73;9K/3;6VD(+PQ*A*]"0,5:HHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`$H)Q14=RVVVE8=0A/Z4`>.ZM.;G7"Y/
MWIL_K5AU.">U9K-OU6,G_GH/YUIWAVQ,%ZF@:+$TFS2]P[H/Y5B$[;23_:(%
M:5\VW2H5[E5_E67<?+&B>IS36P^HQ.!4\"Y.X_05"HXP*N1KM4#O22*D[*P[
MC&.U,D8*NYNU.Z].@JK.^]BH^Z#BJ,P!+'<W7%(!]T?6G'H?I2=Q]*0AZ@8I
MX`W&F@<"G'J:`$["D/4T=A1W-`P'1:CE_P!6WTJ3TIKC*$4`583BK"D8!JM%
MT/UJ8'&*$!(1G=1GI2`\$T;@<4`-)X--QSQ3F[TPGI0`F,@T=/RI>QH(X-`#
M'^[452LN5QZ5&.:3`G@^1&8=:D7M46<*!^-2IS2`F7I3/];)@_=7FAFVH?>D
M@'4^HH&29Y]J83@TO0T$9H`:6YIY8[,TQ3\V#2RG``%`$)/-)0>M%`$T/W:#
MUI(>AI3UH`04&A:&H`[?X9==3_[9?^ST4?#+KJ?_`&R_]GHIB.[HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`IDJ[X
MG7^\I%/I*`/#+=6.J1@]1*`?SK2U%]I"#KU-0SA%\1,D9RHG//KR:EO<&\;/
M:@?0;J!_T>V3/.T?RJC=?ZU!Z+5N].Z>-1V453N#FX;VH''<?`N6R>U6N@QW
M-1P+A!4A.U2Q/2FD*3N1S2>6N%^\>@JL!Q^-.Y9PS=31V'UH)%]:".!]*<!P
M?K2D?RH`%^Z*4GDTT=!3OXC0,0]!1GK0>HI.U``>WTI"1BE/7\*:<8%`%2(\
MD5.>AJNG#5/GF@!ZG`P?2@C@$4T$''-*#Q0`TY&133VI[=:C.:`'>M*:13P:
M6@!"*@Z'%6#4$G#FA@29R:F2JR&I\X7WJ0%<[WP*E3C\JCB'!-.'!H&*3S2C
MFF]Z<IX%`#,9Y]Z5N11GY?SJ-F.:`&GK1110!+#WH/6DA/-*>M`"BD:G`4CT
M`=M\,NNI_P#;+_V>BCX9==3_`.V7_L]%,1W=%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%4]7N_L.EW5ST,<9(^O;]
M:N5@>-91'X>E4_\`+1U7]<_TH`\OLLG5H=QR=V2?>KK(9+V3O\U4K$YU>+_>
M/\JU/EC5F'WF-`^A2N<?VACT6J48\RX;_>S5F=L7>[KA?Z5#9K\I?N33"Y;4
M#&*AE;>Q`Z*.?>I)6V@*/O'K]*B482F2-(Y^@I0.5I3U-"_>^@I`+VH/7\*!
MT%#=3]*!C1TIW\1I.PH/WC0`G>CM1_A3><4`.-(0*:S8)I/-Y%`%5AM?'O4H
MIL[9*G&*4'D4`/`R:3YATH6G9H`86;/(H!RM/_BIIX'2@!>E%(/FS2D<\4`)
MVJ&3[YJ<C%0/RYI,!T8J3J:8G`S4D8YI`2#@`4HZTUOO4Y3S0,*!2'K29H`&
M/%,/6E)I*`$Q1110`^+K3N],C/S4\]:`'**23BGKT%1RF@#MOACUU/\`[9?^
MST4?#'_F)_\`;+_V>BF([RBBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"N6\?2$:;;Q#^*7=^0_^O74UR/C]B(;,=CO
M_P#9:`/.[$@:I&?]HUIDDFLFU)%_$W^V/YUJDG)H&9]V=LC`')(Q^-21E8(0
M>I'`'J:@/-Y+NYV\BGDEW(/11Q30ARY8[FZG-*!P/K2X_E2]EIB&XX)]Z3N?
MI2G[OXT#[QI`+T`^M(>II?3ZTAZF@8GI2=0?6E["D_A-`!G&?:FL2<<4[UI?
M2@"N59\]J>(L$T\]*=W-`%6Z4`C'I40/(-3W?05#'SQ2`D5J<6ZY%,6I!RIS
M3`0G)H_AI2!2=OQH``V,\49H'.:,4`(3FH.K5+(<)4:CFDP'CI4T=1BI%Z4@
M%/6A3S1WI*!BGD4VE!YIK=:`"DI:2@`HHHH`5/O"I/XJC3[PJ8#F@!U0RGFI
@:@?K0!W7PQ_YB?\`VR_]GHH^&/\`S$_^V7_L]%,1_]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>7
<FILENAME>masterintinctrstx4x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx4x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@`
MXP#;`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`[VLMM9\N9_.M]D"S&'S0^?F'^SC-:E9Z:1;A[B20!Y)F8A]O
M*`CH/\:Q5NI0ZZU:VMX0^XN2BR*H4\J3@&G1:K92NJ)-\S-M`*L.?3D54.B.
M\;))=EOW*PJ1&!M"L"._/2I/[)8Q;7N26-S]H+!,<XQCKQ]:>@B;^UK';DS@
M#('*D=>G;I[TZ#4K.YE6.&<,[`D#!'3K5*/0MDT,GV@?NRAP(\;MISSSU/K5
MB+3/+NTG\[.V:27;M_OC&.O:C0"M/X@BA%PIBS+%*45-WWQGKG''2M$WULL[
M0M*%D4$D$$<#D\U4ET:.2"X0N/,F=F$FW[H8@XZ\]*#I&;TW/GC)9S@Q@GYE
MQC/<"C0"5M6M1-`BEF$V<-M.!BG#5+(QR2"<;(\;C@]S@'IR,]ZKKHY"P@W+
M'RR^1MX*L`"HYXZ5$N@*()8S<%BZA%8J3M4,#C&?;VHT`N2ZE%&]OCYHID=_
M,]`HSTQS3)-9LUC5T<R`NJ':IR,]\4^^L/MCHWF;-D<B8VY^\N/TJN='/)6X
MPP,14[.A08]>]&@%QM0M5DD0S#=&I9A@\`#)_P#U5%_;&GY7_21\PR#M.,9Q
MZ>M0OHJ-<3RB9OWJO@$$[688)ZT3Z.)8]@GV_P"CK!]ST;.>OZ4:`6!JED8S
M()P5#;3P<Y^F,U'>ZO;6L!=6$K[0RH#U!/KCBH[O1A<W4MP)V1W92N`?EPN#
MT/.?PIDFA#R7BAN3&DB*KC9NR5Z'KQ1H!:&IPJLS3'RUCF,61ELX[].*:NKV
MIFFC9]HB`._!PV?3\ZAFT;S1)F?[\KR8*9'S`#IGJ,<&FG0P49?M+`%8P,+C
M#(,`]?3M1H!;N-1BCT]KN']ZJD#&=O<#\.M.34;22=H%F'F*6!!!'(Z\FH!I
M(&F26@EYD<.TF"<G(/0GV]:;_9"F7<TV5,DKE0N,AQC&<]J-`)QJMD8S()P5
M!V_=/)]ACFB35+*)D#W"C>H=3@D$$XSFH5TR95A_TP^9!Q$WECY5QC!'?CO4
M;Z&IC\M)RJ^2(^5ST?=GK1H!;_M*S\@3><-A;:.#G/ICK3+^_:VM5N885GB(
MR6$FW&2`.W/6H)M%$N]A.RR&9I58`\;@`1P?:K$NG*^EBQ1]B@*-V,]"#Z^U
M&@"?VK;QAENF$,T8S)&,MM].0.>HJ274K2&5HI)L.I`*[23R,^GI44^EK.;W
M=)C[4%Z+]W:/UJO)HLDLDDDEV#)(02WE`$8&..>/\]:-`+MG?17CS+&&!B<J
M<CK[U:JK969M&G_?&197WX(Y![\]ZM4F,****0"$@8R0,G`S2&1!C+J,G:.>
MI]*AGM!<R9E;**OR`<%6_O9]>F/QJ&XT\2P6\(;Y8Y-[-GDG!Y^N3FJLK;DW
M=RX)$*%PZ[1G)SP,=:=6(FC7!5UFG#[@^"#@`MGMMR1SGJ.:N7%G-(MJ(O*C
M\D@D#M@CH<=,`CM_2D47Z0L`0"0">`/6J'V&43*ZE`%F9QDYP#C/4<GKSV]Z
MAM]+DBDADD996CD#$L>HP1G[O!R0>_0<T`:U,21'=U4Y:,X8>AQG^1%9]SIL
MLDLK(\91CE58=,XW=B.H!Z'O41TRZV.?,C:1XC&Q9CW15)Z>J_K0!L451LK*
M6WNI99)-^_..?4YY&.W3J?PJ]0`A(&,D#/%(TB*A=G4*O4D\"HIK<3OF1OE`
M^0#^$^OUIEQ9B6P-JIX;`8D]1D$_CUI"U+`=2Q4,"RX)&>12/(B.BL<-(<*/
M4XS_`"!K*&E7`5R9(Y'D55<M[9P1D$9QCMV_&@Z3.T2[Y(S*'#,QR=P$>W!]
MB<_@33&:[,%&6(`SCFEK(;2I7>1W9)"7#@,>#ALX/R^G&<GZ"I#:2RW]PX14
M'FJRRG.[`5<@<=#T/-`&D&4L5#`L.HSR*6LJ/3)8U3_5.%2,-&20KD!LYX]6
M!_"I[.SD@NI99'W!\XPP[G.,8[=.I_"@"]1112`****`"BBB@`HHHH`*I"ZF
M^T^60FW[08N`?N[-P[]:NT4P$W')&TG%&3_=/Z4+U;Z_TI:0"9/]T_I1D_W3
M^E+10`F3_=/Z49/]T_I2T4`)D_W3^E&3_=/Z4M%`"9/]T_I1D_W3^E+10`F3
M_=/Z49/]T_I2T4`)D_W3^E&3_=/Z4M%`"9/]T_I1D_W3^E+10`F3_=/Z49/]
MT_I2T4`)D_W3^E&3_=/Z4M%`"9/]T_I1D_W3^E+10`F3_=-+110`4444`%%%
M9LFG2&Z\Q"@0S>9CN/N9(XZ_*P_X%3`T5ZM]?Z4M0(S?:)U+G`VL.G&1_P#6
MIFGO)-91R2.Q<YSP/4TKBOK8M44F#_>/Z48/]X_I0,6BDP?[Q_2C!_O']*`%
MHI,'^\?THP?[Q_2@!:*3!_O']*,'^\?TH`6BDP?[Q_2C!_O']*`%HI,'^\?T
MHP?[Q_2@!:*3!_O']*,'^\?TH`6BDP?[Q_2C!_O']*`%HI,'^\?THP?[Q_2@
M!:*3!_O']*,'^\?TH`6BDP?[QI:`"BBB@`HHJ*6XBA=$D;#2'"C!/<#\.2!^
M-`%:6XBAO90\B@M&`1GD'/''ONI-,GB\OR!(I8$X`.>P)_4U4UF%#-'(,J<M
MN*]3D**KN!97ZO'G:HC^53UP`#]>,U2]GM?4YY3E&7D=%14<5Q#-&)(I%=3T
M(-/W+_>'YTMCHO<6BDW+_>'YT;E_O#\Z0"T5"ES%)-+$K?-%C=^(S4NY?[P_
M.FU82=Q:*3<O]X?G1N7^\/SI#%HI-R_WA^=&Y?[P_.@!:*3<O]X?G1N7^\/S
MH`6BDW+_`'A^=&Y?[P_.@!:*3<O]X?G1N7^\/SH`6BDW+_>'YT;E_O#\Z`%H
MI-R_WA^=&Y?[P_.@!:*3<O\`>'YTM`!1110`5!<6L=Q)$[E@8SD`'&>0<'VR
M`?PI?M</VG[/O_>=,;3CIGKTZ5-3`@NH3/;31+C+#`S^%0ZFA,22KC]RV\_Y
M^N*N+U;Z_P!*;+&LL31O]UA@XJ6KDN-RIIB>3]H@)Y1P?S13_/-7JHINCU:3
MIME49]B!Q_6KU6Q0VL(S!5+,0`!DD]JH2727J1QP2,B.=SR!MI50V!R.Y(Q^
M=-U&YF=)K>WC&W`1I2V,$]@._'IZU!'9;B\5LWEXR6&>"0Q"_P`J=U!7>_0B
M4FW9;%NUMHK.\:.+($D>[DY)PWK_`,"J]5#S2)())"-\;&&3!SC/?\2!^=37
M=Q)$4B@B\R:0':,X"@8R3^8IN\[/N5%J*\B1[F)+>28,&2,'.TYY'4?6JLVJ
M1QK`51RTC<J5(*`?>R/:A--*!46X;RMRLZ%00Q&.<]LX%2^2MJ]S=9+%EW$>
M@`Z4_<7F)\[\B:"XAN%+0R*X!P2I[U)512#?PR*N/-@8M[X*X_F:MU#2Z%Q=
M]PHHHJ2@HHHH`****`"BBB@`HHHH`****`"BBB@#,_TA=;R;>-H6.!*8CO4;
M>FX=L^OK4]Y=O;W5K&H4K*V&SUZ@<<^_OT_&H8EN%U/]Z\CC/)6-U0?+Q_'C
M]#SZ<5I4P&@G+?*>M+D_W3^E"]6^O]*6D!GW#%-1B<C"Y7.?HX_J*:FJ8TV.
MZ>-F9V*A5'H3G\@#4U]`LTD<;_ZN4&-L'!!^\"/^^33(8)(KLEE5+:+<RMNZ
MDX[=@.:U@XN.O0Q?,GH1V,C3.BE""C-*^3W(X'_CV/PJW!$T<\[E>'(Q@]N?
MZDTEE&H3S\DO(,DGZD_UJS66[NRXQT5RD8XS<W$3J<3H"1D9/4''Z4S3Y'GE
M:1P2T*^23_M?Q?R6I[E-LL5R`"4.ULG'RFK!(52S$`#DDTXRLFA<NHU9`V=H
MS@X.".M5+Y'N72!,@@%F^AX_D6J"*X:.UN6C.\R3L$(/3/2K&FSFZ#S$8X"9
M]<9_QK.Z>@<REH9<[73W%N(&V31+Y9`.1D'!_,5KV%T]U;"1XMC9Z#TZC]"*
MD>V1KB.4<%"20!]XD8YJG;NMGY;,&\J5%!(&=KCCG\,?]\UK&[7+]Q*BX2NV
M:.3_`'3^E&3_`'3^E+14FPF3_=/Z49/]T_I2T4`)D_W3^E&3_=/Z4M%`"9/]
MT_I1D_W3^E+10`F3_=/Z49/]T_I2T4`)D_W32T44`%%%%`%`7;C5C:F0%6.0
MICY'R^N[I[X[XJ_6;);YU(O%=6ZS9W!63<^-N,?>''?'K5JXMEGG@=E0B)BV
M2.<]L?S_``%,"=>K?7^E+30#EOF/6EP?[Q_2D!#=,$\IF(`$@R3]#3;O][''
M$IRLS`$AL?+U/Z#'XTS4U/V"4@D[<''XTRV^_!#YA8QA^N,@`[14MZV,V];%
MV-%BC6-?NJ`!3J3!_O']*,'^\?TJC09<(9+>1%ZLI`^M9IN&U-Q%'NB(0EOG
M(!&0/Y9K5P?[Q_2JMA&56<Y(W3.?UJ6KLB2N[#Y+;-S'*I(P?F&>",''%6*3
M!_O']*,'^\?TJK%)6%JK;H2LMM.J,HZ>ZG/6K.#_`'C^E5RC+J`.\X>(\?0C
M_P"*H\Q,AL9Y(@T%T!&(^(V8XW*#MR?T_,5?K/U.R>[,2J<J<JY]!PW\U%2V
M%VMW&<%UDCP)%9<8/>M9*ZYD3%V?*RW5>XNU@ECC*,Q<C)'102!D_B13YW\B
M"24EB$4M@=\5016:#?>*PEN'6,@'&W'IZ<Y/XU,4K<TMARET1.VI1I*3)M2W
MW%!,6ZL.V/S_`"JW&ZR1JZ,&5AD$=Z;"B)&$B;Y4^7`(.,55?33\PBNIHP^=
MRYRN"<D`=N_/O3]Q^0O>7F._M.U,IC#M@'!?:0H/UZ=JMHRN@=&#*PR".A%1
MM;1/"(64&(8&P@8XZ<55M9%@NGLAOX8LIR#@8!_F3^5%DU[H[M/WB_128/\`
M>/Z48/\`>/Z5F6+128/]XTM`!1110!F*@?5EE"OR=X8HXP"F,8QM_'.>U:=9
MMFEP;MI+BVD1GPQ99,*#C!RN\YX`YQ^`JY-<QPS11.?GE)"C('\_J*8$J]6^
MO]*6FA@"V2.OK2[E_O#\Z0"2QK+&T;C*L,&J]FFV:Y//,F/Z_P!:L[E_O#\Z
M-R_WA^=%A6UN+12;E_O#\Z-R_P!X?G0,6BDW+_>'YT;E_O#\Z`%HI-R_WA^=
M&Y?[P_.@!:KS$K=VYVY#;E)].,_TJ?<O]X?G5>\FCB2.1F&U'!/Y&D]A2V&W
M5Q\YMXV99#M.X=@6`_/FJ<JN9WEENI860"([%X;).&_(CZ5*XW7B.",&4@G/
MH%/_`++27Z/+<^4F-DBCYR>`P#4E.47=&4M=2"74%:PMXUD#LW^L+=<+US[G
MC\ZEN;I)%%P!DPJK%?0EEX_*F6FGJE[,SHODL2<,<Y.3C^E:/D6XC9`%"L=Q
MYZG.:J;YMMA1C-K4H0E[5HYG#".3&%7^)F7GCZ@5J1NLD:NOW6&102AQDJ<'
M(S6<+TVK21;2R+NV-UYZ@?J*GX2_@W'W%S*LAF1RMO&X1P5^]S@X_04^;RO.
MBN8\$B14<CT(('ZL*D6!&M!#(X/.YB#WSG^=4KF!;2-=DF8B1E<=QSD_D*J#
M:EZBE=*YK4UG1,;V5<],G%07UQY%G+(A!<#Y>>_05GB5KL^;/@&-?,10>F=N
M/Y&AW2N5*=G;J;-%-61'&5=6&<<'/-.IEA1112`*BEMXIG1Y%RR'*\D=P?QY
M`_*I:*`$7JWU_I2TB]6^O]*6@`HHHH`****`"BBB@`HHHH`*;)&LL;(XRK=:
M=10!'!$(85C!S@<G'4]S4E%%`!1110`4@4#.`!DY/O2T4`%4M8&=*N".JKN'
MX<U=JMJ0W:=<@\CRF_E51W1,_A8W42##%&1D231K_P"/`_TJK'I=T(V22^SO
M0(2L?(`Z`<_TJU.=US8@\_,S?^.'_&K=5S.*LB.12;;(K:!;:W2%.B#'UJ6B
MBH-$K:!1112&%5;FY:&ZMHP4VR$AL\MVQ@9'OSS5JBF`T$@MP3S_`$I<G^Z?
MTH7JWU_I2T@$R?[I_2C)_NG]*6B@!,G^Z?THR?[I_2EHH`3)_NG]*,G^Z?TI
M:*`$R?[I_2C)_NG]*6B@!,G^Z?THR?[I_2EHH`3)_NG]*,G^Z?TI:*`$R?[I
M_2C)_NG]*6B@!,G^Z?THR?[I_2EHH`3)_NG]*AO,FRG&T\QMZ>E3U'<#-O(/
M53_*FMQ/8I1DR7=D<$[8&;ZYVBM#)_NG]*S-.82W<;!@0MH@X]<G/\A6I53W
ML13=U<3)_NFEHHJ#0****`"BBJE]:RW+0&.4((I%<J0?FP1_]>F!:7JWU_I2
MTT`$MUZ^OM2[1[_F:0"T4FT>_P"9HVCW_,T`+12;1[_F:-H]_P`S0`M%)M'O
M^9HVCW_,T`+12;1[_F:-H]_S-`"T4FT>_P"9HVCW_,T`+12;1[_F:-H]_P`S
M0`M%)M'O^9HVCW_,T`+12;1[_F:-H]_S-`"TUQE&'J*7:/?\S1M'O^9H`R/#
MD$BVGVB5P?-`V@#H`36Q5:P@\BRAC(*E5&1GI5C:/?\`,U4I<S;,Z<>6"0M%
M`&**DT"BBB@`HHJ*:X6%XE96/F-M!&.#^>?RH`D7JWU_I2TT,`6R1U]:7<O]
MX?G0`M%)N7^\/SHW+_>'YT`+12;E_O#\Z-R_WA^=`"T4FY?[P_.C<O\`>'YT
M`+12;E_O#\Z-R_WA^=`"T4FY?[P_.C<O]X?G0`M%)N7^\/SHW+_>'YT`+12;
ME_O#\Z-R_P!X?G0`M%)N7^\/SHW+_>'YT`+12;E_O#\Z-R_WA^=`"T4FY?[P
M_.C<O]X?G0`M%(&!Z$?G2T`%%%%`!4<D*2NC."2AR!N(&?IT/XU)10!FW=Y'
M;W4<3XS(3DDXVC!YJH=7(SFW(Y&`6[8.>W;'Z\XK5EMA+G>J,,GAAG_/6F-8
M1,Q9H8B6.22HY-,`I:?Y+>HH\EO44@&5GG4B(E8PA7.=P9B`G^\2./RK3\EO
M45$+"()L$,(4X^7:,>M`$-K<FX+93;@`CD\@C/<"K%*EJL>[8J+N.3M&,GUI
MWDMZB@!E5KF[%O-$A7(DSELXV@8_QJYY+>HILEHLN/,2-\9QN&<9H`RFU?8P
M!@.3SMW<@8R<C''^>E:=#6,;$EHHB6()RHY/K4GDMZB@!E17$IA5&"[@SJAY
MQC)QG]:L>2WJ*1K<L,,%(SGGUH`SS?MMC"P@R.67!?@8)')QWP>U36MS]HW?
M)M``(Y/((R.H%6&LHV4JT<1#=05X/.?YDTJ6JQ[MBHNXY.T8R?6F`E%/\EO4
M4>2WJ*0%$WC+(RF-0%EV$[^<8!SC'H>?I5=]5*!2;<X8G`W<C'7(QQ_GI6D]
MC%(<R11.<YRR@_YZ"AK&)R2T43%B"25!R1TI@%4GOV1)3Y(+1%LKN(X50<\C
MW`_&M'R6]14:V4:*56*)5;(("X!S2`;;3%[QXBN-BJP.>N<_X5=J&.'9)OPN
M<8)'7_/-34`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
:%%%`!1110`4444`%%%%`!1110`4444`?_]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>8
<FILENAME>masterintinctrstx4x2.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx4x2.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@!
M$@-``P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`]`JM=W]M9%!<2;-^=ORDYQUZ#WJS65JCRQZII[01>:X$N$W;
M<\#O0!?MKF&ZC\R"0.N<<=C4CNL:,[D*JC))["L2=+BU`NYF$)GNXRZHQPJ#
MCD_SI9I?M7]LJLS/$L*E-CY`^4DX^N.:`-I65U#*0589!'<4ZL"(;ETN&"[F
M"2AMY67.#L''X?I3TN7CL9XI9)I"MV8(VW[6[$9;\^:`-RBN<>ZN$L-1C\YP
M87CV,)=Q7)&1NXS5K[-*=3DL_MUUY;0B7._Y@V['7T]J`-:618HGDD.$12S'
MT`J/[9;_`&3[5Y@\C;NW^U4(IY+CPP\LK;G:W?)]<`BJ7]G2_8,;Q]B\GS]O
M??MZ?3/-`'012++$DD9RCJ&4^H-/K"\W?;6-NC2*XM5D)6?RAC`'7')IJW%Q
M<:;9N;CYCOWJ)?+:0`X!!]OUH`W&E19$C9P'?.U2>3CK3ZP)C#<7.E3-/,D;
MQN-S2;2,`=_4_K23W5T]S<,C2"2*;:B^:JIMXX*DC.?7WH`Z"HO/C^T_9]W[
MW9OVX/W<XS5"!99M:O`;B58H6C(C#<'*_P`JCOF*ZK,RDAA8.01U'S4`;%,C
ME27=Y;AMK%6P>A'45CV9FBN-,8W,T@NHCYBNV1P@(Q4$#FSL]2D@E=IXY7`5
MGS@;A\V#W]Z`.BHK!CFN%AO-LDOEBV9P7F5V5L'D$$D`_P!*=(LZ6-@QNYR]
MQ-'N;=T!4\#_`.O0!N45@/'.HU&,7USBT4/&=_))7=R>XHENYYYU20S*OD(Z
M^5*L>21R>2,_2@#?JN;VV'64?ZWR>A^_Z5EI///)9Q7<Y@5HF<M'(!YC`X`R
M/;GBH+:5D@S%,S!M3"EP<;QQUQUS0!T=,65&D>-7!=,;E!Y&>E86H7DBR37$
M#R+Y,PC.Z;`)!&1LQR*FB41:UJ#B1S*JJT<>\_.=IXQWQ^E`&U43SQQS1PLV
M))<[!@\XZUB6%S<R2VLH>5C*?WH>9"I'^RN<C'TJ_>?\AG3OI+_Z"*`-&BN>
MLWN$M=-NC=3.TTPB=';*D$G]>*LV;B?]_<WLD4XE*F'S`%7!P%V]^*`-BBL$
MSN]E/=R7DD5TC-B(/@*0>%V]\\?G4TBS7>IK"\\UN#:*[+&^,-NH`V**Y^VE
MN/L^G7C74K/-*(G0GY2.1T]>.M,BN[N0+<*9?/\`-P5:9`F,XV[2?3\:`-J[
MOK>RV?:)"F_./E)Z?0>]%I?VUZ6%O(7V@$_*1_,4M_\`\@^Y_P"N3?R-9LS2
MKI.E+#*T3.T2%E/8J?SH`VJ*PS.;274H)+J3*PKY1D?DG:<D>^<=*9---]GM
M)#<,R+;*SHDVR3./O<_>^E`&YYJ>;Y6\>9MW;<\XZ9I]8B")]>BE,TBB2V1T
MW.5W'/3']*VZ`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`*8T:,ZNR*73.UB.1GKBGU2O;\6EW;1OM$<H?<QSD8`QC\Z`+;HDB%)%5
MU/56&0::D$,>[RXHTW``[5`R!TJ);ZV>W,ZRYC4X)`.0?3'7-07.IQKI\MS:
MLLAC95(8$8R0.1U[T`6TMH(]NR"-=A)7:@&">N*#;PE'0PQE7.YAM&&/J?6H
MY;^VAF\F67:^0.5.,GWQBDN=1M;23RYY=C;=V-I/&<=A0!)]EM]K+Y$6UL;A
ML&#CIGZ4_P`M/,\S8OF8V[L<X],U#)?6T44<K2C9)]S`)+?0#FD?4+1(4F,P
MV/PN`23^`YH`F6&)8?*6-!%@C8%&,?2G;$\OR]B[,;=N.,>F*@>_M4ACF,P*
M2?<*@DG\!S4GVB+[,;C?^Z"ERV.PH`&MH&"!H8R(_N`J/E^GI2&UMVC$;01&
M-3D*4&!^%5GU*)_*^S31-NF6-MP;N,X&!U^M317UM-,88Y-SC/&#CCK@]#0!
M*\$,BJLD4;*OW0R@@?2AH(6E$K1(9%Z.5&1^-5-/U%;BTMGF*B:<'"(#V)^N
M!5BYO(+7'G.5W=,*3_(4`2+&BNSJBAGQN8#DXZ9H:&-F+-&A8KL)*C)7T^E0
M2ZC:0I&\DP"R@LA`)R!]/K1_:%I]E6Y\Y?*8X!P>3Z8ZY]J`)A#$#&1&G[L8
M3Y1\O;CTH6")9&D6)`[\,P49/U-5+?45N=1,$1#1B'?G!!!SC!!J8WULMR;<
MR@3;@NW!ZD9_E0!(EM`B,B0QJC_>4*`&^M.,,95%,:$(04!4?*1TQZ5!%J%K
M--Y,<P9^<#!P<=<'H?PJO;:S;RQSO(3&L3D9VMRN0`>GOTH`O&&(F0F-/W@P
M_P`H^;MSZTCVT$BJLD,;JGW0R@@?2DDNH8I6C=\.L9E(P?NCJ:@&K6)3>+A=
MN5&<'@MR.U`%F2"*5`DD2.HZ*R@@4@MX`,"&,#=OQM'WO7Z^]-M;R"\5FMY`
MX4X/!!'YU&VHVBS>4TN'W;>5(&?3.,4`2O:V\C,SP1,S=2R`DTXPQ&42F-#(
M!@/M&1^-0SZA:V\OERS!7'48)Q]<=/QI3?VPN?LYE`ER%VX/4C/\J`)%MX4E
M,JQ1K(>K!0"?QIS1HSJ[(I=,[6(Y&>N*KIJ5H\PB68%B<#@X)]`>AIWVZV-Q
MY`ES)G;@`XSZ9Z9H`D%O"$1!#&%0[D7:,*?4>E!MX3+YIBC,G]_:,_G4<5];
M33&&.3<XSQ@XXZX/0TESJ-K:2>7/+L;;NQM)XSCL*`)3;PM*)3#&9!T<J,_G
M3O+3S/,V+YF-N['./3-5X]2LY9UACN%9W&5`S@_CTIS7ULL,LQD_=Q/Y;G:>
M&SC'YF@"06\(1$$,85#N1=HPI]1Z4?9X#-YWDQ^;_?VC=^=9]UJS6IOMT8;[
M.4"`9^;<,\U9^VA[BU6)D\N;?PZL&./3C^=`%ME#*58`J1@@]#3##$513&FV
M,@H-HPN.F/2JT6JV4S(J3@ESA<J0"?3)'7VHM[X.EW).4C2"9H\^PQ_C0!8D
MMX96#20QNP&`64$@4CVMNX0/!$P084%`=OT]*2VNX+H,8'W;3A@001^!YIOV
MZV-QY`ES)G;@`XSZ9Z9H`E>&)W5WC1G3[K%02/I4E5?[0M?M'V?SAYF=N,'&
M?3/3/M1-J%K!-Y4DP#CJ,$X^I[?C0!:HJC#J4<NHSVA!!CP%.T_-P2>W'3\:
MDAU&TGF\J.8,YZ<$`_0]#^%`%JBJHU&T,QA$Z^8I8%2",;1D_P#ZZ=;7D%T6
M$$FXKU^4C^=`%BBBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"L[4(;A
MK^RG@A$HAW[@6`Z@8ZUHT4`8YM;XI/.BF)YYE9HD<`[`,'!Z`FH'T^[:WU!1
M$^9FB,8>4,3@C.3FM^B@##U&TOKA;I-DDA<_NBLH5`O'!7/6K_V>0ZR;@IF(
MV_E[LCKNSC'TJ[10!B65E=V<=I-Y'F21QM&\6\`C+9R#TJ2ZMKR6>&[5&1PC
M(T<4B[ADYR"1CZUKT4`8IL)8[:+;!*\@=WRLX#H3Z'`&#W%7##<OHTD,V'N6
MA9>".20<?TJ]10!F26<OV/38TC&898VD`(X`!S^M-LK:Y@O%V1-!;_,70R!T
M)/3:.HYK5HH`P]*T^YL#!*8RS.I292P^09R"/;U%6[Z*ZDND*"1H-A&V.780
MV>I/<8K1HH`QK&QN8O[+\R/'D+*)/F!VYZ4BV-U$_GI$&:.[DD6(L!O5AC/U
MK:HH`S;:*Y?5VNIK<1(T`0?,"<[L\X[TL=FYOM1D9=@G551^,_=P?UK1HH`Q
M+/3[E9+:.<2[;<Y#>8FSCT&W/YT26-V]KJ%J(@!+*9HY"XPWS`XQVZ5MT4`8
M[0WMS=3326HB#6C1*/,#?,3Q3WL9?[.TZ%8ANBDB:1<CC'WOK6K10!2MH)(]
M3O9F7$<HCV'(YP#FLVZLK^>WD1TEDFWYW><`A&[(PN?2M^B@#-2.ZM+BX$5N
M)TGD\P.7`VY&,'/;CM2Q6;F]U"1UV"=55'!&?NX./QK1HH`QOLMW+8Q6#P+&
ML94&<.,84]0.N3C]:>MM=)J&^")H4:7=(?-#1N.YV]0QK6HH`RK*VN8+Q=D3
M06_S%T,@="3TVCJ.:L?9Y#K)N"F8C;^7NR.N[.,?2KM%`&+#87"Z=IL1BQ)#
M.'<9'RC)_P`14=S9WWV>\M8[=72:?S5D\P#@L#C'KQ6]10!CW=A<3_VH%4?O
MQ'Y9)'S8`S]*G:.XGO;"X>#RQ&)/,7>#MR`!]:T:*`.=L(;FZT6WM4@58V;<
M9MPX`;/3KGM5E].N9+6Z4?([79F09'S#CZX_&MFB@#.T^VE6YDN)Q,'90G[R
M16R,_P"R*B6VNDU#?!$T*-+ND/FAHW'<[>H8UK44`8*:9=#_`$9S,T7F;]ZR
M(%ZYSC;G-7(8[JSGN%CMQ,DTID$F\#;GL>_'M6E10!F/:SF_O`(_W-W&%\T,
M/D(4CIU/6HX[:[E6SMY8%B2U=6,H<'=M'8=>?>M>B@#-M;-XX]0WPJ6GE<J&
M/#J1QDCIWJ.T2^M5E*6[M&JJ(X))E)SGG#=ACUK6HH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`*CDE$94;68MT`%25!-N\Z+9C//6LZC<8W7]:E
M15V2(X<'&01U!ZBGU7=&5"S')9AOQZ4WY<2^5_J]A^F:CVK6C0^5/8L,P7&>
MYP*1I`'"8))].U5WC40QL1GD%B?2GA4-RN.FS(Y]Z7M)-V]!\J+%1F0`N`&)
M7&0!5?C;W\_/]?Y4LO\`R\?5:3K.UU_6C_R!0U+=%5FV;W\[.<_+]/:G_O/L
MO^WBM%4O?0GE)J*K?)L;R,[]OO\`YS0NS>GDYSGYOI[TO:_U<?*6:*I*@\J)
MN<E\9SVR:=(`B3JO"C;@5/MW:[7]6N/DUM<MT56&/-'DYS@[L_IFFC;L79GS
MLC/K[YI^V\OZ\A<A;IGF`=01\VT9'6H`0+CLQ+>X(_\`K4U@NTEAP)CGZ4I5
MGT&H%H-EB,'COC@TZJISF;R_1<8]*6/9YJ^3G&#NIJKK;^M["<2S15.-0L<+
MC.XM@G/;FI9R"RJP7&,Y;I356\>9K^F#AK8GHJF.8L,P`#G`(.#4V6-KE`0<
M<"B-7FZ=`<+$U,60.S``_*<9[5"NS>GDYSGYOI[TZW4`R$9^\1UH51RDD@Y4
MD.:;:<%'Y.!P.:>[;`.,DG`%5Y7!?*EA(O`7'6I1\\I;LG`^O>E&;;:3!KJ#
M3;3@H_)P.!S2^:/-$>#D]\<5#*X+Y4L)%X"XZU)(<3Q$],-_*ESO77JA\J'L
MX5@,$\$G':F^>NPOAL`XZ4L0SF0]6Z?3M4:_ZF?_`'FIN4MUYB21.IW*".XS
M2TR+_5)_NBGULG=7)84444Q!1110`4444`%%%%`!1110`4444`%%%%`!1110
M`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!
M1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`57:[C5BI#9!QTJQ67-_KG_WC7+B:LJ:3B:T
MXJ3U+?VR/^ZWY4?;(_[K?E51$+YP0`.I-*L1;=\R@+U)-<JQ-9[&GLX%K[9'
M_=;\J/MD?]UORJJ(B2<,NT=6SQ08R`QRI"XZ'UH^L5P]G`M?;(_[K?E1]LC_
M`+K?E580L>2R@8!R?>@PL,\J1C=D'K3]O7#D@6?MD?\`=;\J/MD?]UORJLT.
MU-V]"#TP>M'DG?M+J#Z&CV]<.2!9^V1_W6_*C[9'_=;\JK>2<L-ZC;C)S0(<
M@G>F`<9S1[>N')`L_;(_[K?E2-=1.I5E8@U4="C8:DJ'BJNS&J4=T7?MD?\`
M=;\J/MD?]UORJE12^MU0]E$N_;(_[K?E1]LC_NM^54J*/K=4/91+OVR/^ZWY
M4?;(_P"ZWY52HH^MU0]E$N_;(_[K?E1]LC_NM^54J*/K=4/91+OVR/\`NM^5
M'VR/^ZWY52HH^MU0]E$N_;(_[K?E1]LC_NM^54J*/K=4/91+OVR/^ZWY4BW4
M2C"JP%4Z*/K=0?LHEW[9'_=;\J1KN)E*E7P:IT4?6ZC#V42[]LC_`+K?D*/M
MD?\`=;\JI44?6ZHO91+OVR/^ZWY4?;(_[K?E5*BCZW5#V42[]LC_`+K?E1]L
MC_NM^54J*/K=4/91+OVR/^ZWY4?;(_[K?E5*BCZW5#V42[]LC_NM^5'VR/\`
MNM^54J*/K=4/91+OVR/^ZWY4JW<;,%`;)..E4:=#_KD_WA51Q=1M('2C8U**
M**]4Y0HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBJ$NLZ?#>M:23[9E(5@4;:"0"!NQCG([T`7Z**
MB@GBN8A+"X="2`1Z@X/Z@T`2T444`%%0W5S%:0&:=MJ`JN<9Y)`'ZD5-0`45
M6N;V"UD2.9B&='D`"D\+@MT^HJ='$B*Z\JPR.,<4`.HHHH`**BEGB@,8E<*9
M7V)GNV"<?H:2WN8KI7:%MPCD:-N,893@C\Z`)J*BN)XK:!YIW"1H,LQ["DEN
M8H9X(7;#SDK&,=2`2?T%`$U%%59M0MH)3'([!@Z1_<.,N<+SC'^%`%JBH9[F
M*W:%96P9I!&G&<M@G'Y`TMO/'<P)-$24<9!*E3^1YH`EHHHH`***JV6H6U^F
MZV=F&U6R4(X.<=1[4`6J***`"BHI)XXY8HF)WRDA0%)S@9//;\:KVFJ6MYL\
MDR$2%@C&)@'VXR0<8QSU[T`7:**ABN8IIYX4;+P$+(,="0"/T-`$U%%%`!67
M-_KG_P!XUJ5$;>)B25Y/)Y-<V(HRJI*)I3FHO4HQ.$8DEA_NU(LRAI"-R[L8
MVU9^S0_W/U-'V:'^Y^IK".'K122:+=2#*AD0[E;<5)SGOFD5XQN7#;&Q]:M&
M&W#JA"AFSA2W)QUH6&V=G5=K%#A@&SM.,X/X$'\:/JU7>Z'[2)7\\#=A>P`!
M&>GK09E.3@C*;<`<"K+6\"J690`.22QXI?LT/]S]33]A6[H7/`HLX,2+SE<Y
MJ7S8][-\P8@`$#IQ5G[-#_<_4T?9H?[GZFI6&JKJANI%E6.1(]X!<`XP0!F@
MR1LK*Q<Y;.<#/2K#PV\:[G`49`R6/4G`_6G?9H?[GZFG]7JVMI^(O:1W*,KA
MV&!@`8%-K0^S0_W/U--2&WDC5T`96`(()P14/!U&[MK^OD4JL44:*O/#;QHS
MN`JJ,DEB`!3OLT/]S]34_4JG=![:)GT5H?9H?[GZFFF&W#A"!O()"[CD@=3^
MHH^I5.Z#VT2C16A]FA_N?J:/LT/]S]31]2J=T'MHF?15\V\"C+*`.G+&D>&W
M0`N`H)`!+'J3@"CZE4[H/;1*-%:'V:'^Y^IIKPV\<;.X"JH))).`*/J53N@]
MM$HT5H?9H?[GZFFO#;QKN<!1D#)8]2<#]:/J53N@]M$HT5H?9H?[GZFC[-#_
M`'/U-'U*IW0>VB9]%:'V:'^Y^IIK0VR%0VU2YPH+8W'!.!^`)_"CZE4[H/;1
M*-%75BM7;:I5FVAL!LG!S@_0X/Y4_P"S0_W/U-'U*IW0>VB9]%:'V:'^Y^IH
M^S0_W/U-'U*IW0>VB9]%:'V:'^Y^IH^S0_W/U-'U*IW0>VB9]%:'V:'^Y^II
MK0VR,BOM4N<*"V-QQG`]>`?RH^I5.Z#VT2C15N'[%.[I#)'(T9PX23)4^AP>
M*0FQ#RH98@T0W2*9.4'J>>*/J53N@]M$JTZ'_7)_O"KB16TGW-K<`\-G@]#3
MQ;Q*00O(Y')JHX.HFG=`ZT;$M%%%>F<P4444`%%%%`!1110`4444`%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!7/MI=Q>ZKJB23
M-#9RR1[D\KF4!%Z,>W&.!7044`<N(K@7<5JUG<875'G,FPE"C!\'/X_A^506
M.D(186LMA(B+<S^?E"%(*OM.?3&T9_"NOIK.J;=S!=QP,G&3Z4`<;=P7TNBV
M<3V<IECLR5D,#NXDY^7@C8<`<G/^,PTR657GEMY_/;48\L-P)C*H'/';KD^W
MM741W4$MQ);QS(TT6-Z`Y*YZ9I99X8619940OG;N.,X&3^@S0!SEQ9SKX7O;
M6.WG.V[(BB4'=Y8F!&WVQWJ*:SNFMKO[%;2Q633QGR)48E@`=YVY!()V\9YP
M?6NKC=)(UDC971@"K*<@@]"#3J`.0GL;O[#"OES2_P"B7@`\I@5W`;5QDD>P
M)S1]AOVU)#(DBMOC,,H@9BB`+E=VX!1P<@CGGK7622QQ!3+(J!F"KN.,D]`/
M>F_:(=T:^:A,I(0;A\Q'4#\C0!RTFFZCLNX(8W5;)&6T;IO#MN('3HHV]>],
M%A.;-B4F6+S0R0"S?RP0I!RA8M@Y'3N,UV-%`'.ZE:&YTO27N=/9O*E0S0*"
MY5=I!'J><5!9V,UOJ<=U';3!WO+H.2"`4(8KGL`2!@UTTDB11O)(P1$!9F)P
M`!U-,:ZMUC,C3QJBXRQ8`#/3/UR/SH`XLZ?>3P7B"Q=%FLRS1+`Z#S0RX'S$
M[F'//&?>MG5+>)QI.RQG:TC9RT21G*KL(&1V^GX5T-1PS1SQB2%U="2-RG(R
M#@_J*`.5MX;RT=)7L[IXWM[B*)`NYHP7#(K>G`[_`$IMM972BWS;3#`T_.8S
MQM)W?EW]*ZUI8UE2-I%$CY*J3RV.N!WQFGT`<G%:3"^M#+9W)NEOV>:<@E&3
MY]ISTQ@CZ>V:K0Z3++I[>=:3^9%I($8VL")0SD#']X<<>]=K10!Q6H(RF;[3
M"\ES)/!Y<WF#Y5RGR%<YSG)QCOFKGBB*[EN9&M[1S)%$K02I"SL6R<@$$!<?
M0YS71&TMC<"X-O$9QTD*#</QZU/0!BZS`TFI6KS6T]S:"-QLAS\LF1M)P?3/
M/:L;3=.NQITY-M*D\,%M+"&0J2Z%SM&>_;\:[.B@#CKK3[UX+>:2)R+CS)94
M$3.8Y&(V_*I!!"@`'MBK;Z7)+=WTMR+EI%M(D26($%F*L&(&<$_RS[UTU%`'
M*V%K.US8I)9%(4GDRXB9`RF(C)4YV\G'O5>#2[N'3-.6RMG@N3:3[SM*D2$(
M!D]B<=_2NQ9@BEF(50,DD\`4P31-+Y2R(9-H?:&&=I[X]/>@#DXK&[^QW!CA
MF6$M%YMO'"T6\!LOMRQ))'7'7CK6MX?A\JYU%DMIK>!Y$,2RJ0<;`.,]OY=*
MVJ*`"BBB@`HHK!N=:N8KF6-4B(1RHR#V/UJ)S4-R934=S0U(3D)Y6XKWV^M6
M;82"W3S?OXYS6%_;UU_SSA_(_P"-']O77_/.'\C_`(US1E!5'4N]0>)BXJ)H
M:C:/<WUL\?RO%'(T<A&0CY3&?J,C'IFJ:VKVK3K-]J:!YM\KP[][L47GY/FQ
MG/3V[5'_`&]=?\\X?R/^-']O77_/.'\C_C6WMX$>VB23VES<VMV)S<D_90(U
M#L`3E^H'5L;<TMV^QHF#7JKO@$)#.!M+J"'SWY_BYYX[U%_;UU_SSA_(_P"-
M0OJC/<)</:6C3)PLACRR_0YR*/;P#VT2RSWG]HW/E_:%4H^Y"LFT89<%68[<
ME=Q`7&,\]*A>6<),+9+N6V2?#+)+,LB_NT(Z!GQDDXQ]>*5];N)$*/#`RL,%
M2I((_.FP:O);1"*WMK:*,=$1"H'X`T>W@'MHEV[BOWTI1++YIVQ96*(B3<&4
MELY]B<;14<I?[(ZPB\%LTBA7<3F1.#DX!$A&<#KW/85%_;UU_P`\X?R/^-']
MO77_`#SA_(_XT>W@'MHEBS:5Q;&^^V><8DV;5<+G;\V\#@'.?O?A5,#48=.@
M1X969?+$BH\B@1;#@`J"P8-C.`3^'23^WKK_`)YP_D?\:/[>NO\`GG#^1_QH
M]O`/;1&WR74MF4G6[9VM@(1#YA!;+;@W`[;?OCUP`<UHZWYAMT6/SERV=\0D
M)!QP,1D$Y]^!WJA_;UU_SSA_(_XT?V]=?\\X?R/^-'MX![:)-:Q7;*+N4W/V
MCSHOD+L%"E4#_)G&.6/3@T:2DAOXGD6[\P6Q6<S;RHDRN0I/'8_=^7TJ'^WK
MK_GG#^1_QH_MZZ_YYP_D?\:/;P#VT22X-T=5D\LW,:L'1P$E8*-IPP.=G4#A
M1GWH@,@DM#MO"`^T(3/AAN&6)/3_`'7_``]X_P"WKK_GG#^1_P`:/[>NO^><
M/Y'_`!H]O`/;1(G2]N//6YCG4*0TJI)*=Q$BG*_*`,*&X0G.?6M+48YVM<[F
M>WWQ%4CB;S5`=<DG))XSV!_&J7]O77_/.'\C_C1_;UU_SSA_(_XT>W@'MHC[
MCS39E8OMJPF7,3L)BX&T<$`AR"=WWN!],4Q_M$UO<"[2\-U);XB5%D\O!B&0
M0/ESNW=>>GM1_;UU_P`\X?R/^-']O77_`#SA_(_XT>W@'MHCKE]02$>=#(YW
MYE$4DJC&/EVE%+8]>.HYXQ0Z3L(UN?MDER'@*E%?RRHV;B0`%Z[CR`?TIO\`
M;UU_SSA_(_XT?V]=?\\X?R/^-'MX![:)H7^X:A:LOVA^0-B>8%ZC+$K\O`[-
MU[8K-5M29Y]Z3(1CS@CRMN&]<E,J`"$W8V$GGUIW]O77_/.'\C_C1_;UU_SS
MA_(_XT>W@'MHDL]PT%M.;=;]DDMBL`,<KN'!;KD9!Y7!.,XJ6.WN"%9WN29;
MF17!D8!8\.%QSP.G/T]JJ_V]=?\`/.'\C_C1_;UU_P`\X?R/^-'MX![:(0K>
M0Z5LM4N#LMX5*R&13G>?,P2-PX]!G&,=J?;FXWVCR"Y/SX6(&?`7<.68@9QS
MPXY'3W9_;UU_SSA_(_XT?V]=?\\X?R/^-'MX![:)T5%<[_;UU_SSA_(_XT?V
M]=?\\X?R/^-'MX![:)T5%<[_`&]=?\\X?R/^-']O77_/.'\C_C1[>`>VB=%6
M->6]XVM6MR8(9(HY<(WF'=&I1MQQM[GW[*..35;^WKK_`)YP_D?\:/[>NO\`
MGG#^1_QH]O`/;1+ME<QR3M,+>XB"`11QFV=-JE@,\J!Z=.@'UJOY+.#%)%<(
MT$L\KNJ$DJ68KM.,,3\IP,XQ@U%_;UU_SSA_(_XT?V]=?\\X?R/^-'MX![:)
M<T&.>WCEMYH2FS:=QSR>F,]#@!>1_.M:N=_MZZ_YYP_D?\:DMM:N9;F*-DB`
M=PIP#W/UH5>##VL3>HHHK8U"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*Y+4;N5-4U)8[RY%S'+"+6
M!6.QR47(QT.><C\:ZVH8K:**:::-,23D-(<GYB``/T`H`P?M5S_;&WSY_M7V
MO9]GY\O[/_>QC'3G/KQ5!X6DTZRO+R]NV1K]@Q\U@(E!D`P1R.W/OBNSHH`Y
M-$>V&HR1SW"1MJ(2=PY)2/:I+#T.2!GT^E#2RRFR9I))(EGN1!))]YX_);!/
MKWY[@"NLHH`XY;N<6$9EN[F*=;.%K)(R<3,8\G/'S'=P0>W-:&OR:A'+:+;.
MZ/>QFV(5B!&Y(._\`'YKH:*`.1@N+N[L8[JX>1&>_MX0F\_+M(5L?5MU0Z?;
M(XTRV%Q<*_VNX63$AW)\K]">F1@\>N:[2B@#FA<7,OAZQ)N91*UZL+2JV&*B
M4KR?H*CMWN8+Z/\`TVYD5-2-J%D?(,9CW<^ISW-=0"",@YI:`.)?4))]+AMW
MN)6FCL+I;E7+9WA1][/4CG\_>E=5@.HD33+,S6I52[8928@3CH>>/TKM`01D
M'(I:`.3ENYA?78BO+DW2WZI#`"2C)\FX8Z8P3]/;-4Q=7<-I;QI*88#YY23S
MC&/,\Y^I"G/&,+WYKLH+:*W:5HDVF9_,?DG+8`S^0%34`85]+.MYIWF/ME-I
M.S["0-P5.1^.:RXKF]AMT5;NY=9K.VFE=F+M&&;#LOI\H_K78T4`<S<7$*BU
M7^T;L:<4<BX#MN:3(VJ6QDC&<>OO5.]N=1,#3RW5Q!<0Z;'.41MH\S>W)7Z#
MD5V5%`'*7TM[927UM#<3RPH\#.\DI#(K;MV&`)`RHZ#C)K1TV35'TZ!HFMI\
MN^YY9&SLW?+@[?F.,\\9P/6MJB@#E+NYN4U)5DFO4F.HQH$4,(C#N&.<8Y'7
MG/7M4$-YJ30:@\L[)*EK.TL?FL61Q]T@;0$QVP>>M=-_9EF;P79AS,#N!+$@
M'U`SC/OBKE`'(2W-_:Q7$4=Q/-&/LSR.\A#(KAMV&`.!E1T'&34EH]Y=76FQ
M/?2+"YG8&&4MO0;-H+$#."3SCIWYKJZ*`.(FO)[QKN)'FV7%K<9A,[.P90,`
MK@;3[#.0?SEFG,5G=-9W4Q5-+1D?S&+!M[9P>OM^%=E10!S$\EU";ZV6XNY(
M(;N(2.I+2K&R`M@CGJ>W09Q5[PU,\T-\7EGD5;MEC,^=P7:N!@]*T[FVBNX3
M%.I9"<\,5/YCFBUM8;.$0V\81`2<9SDGJ23U-`$U%%%`!7'WW_']<?\`75OY
MUV%<???\?UQ_UU;^=<V(V1A7V1)9Q1M%//*I<1`?(#C.3_*IK2."YGD*VN`L
M)8(9#@G([U2AGD@??$Y4XQ]:D>\N'9F:3)9-AX'3T]JP4HI(P32-!;.V$Y$D
M2(P@+M&9"54Y&.1[5"D=L9YCY43I'"7PDC$$Y'?K55+VX0@K)RJ;`2H/R^G2
ME%_<"7S`ZABNW[B]/IBGSQ[%<T2U':P2S6SB,K',KDQECP0#WIBFV_L[SC:J
M7#B/.]O3.>M5C>3F<3&0F0#`.!P.G2H_-?R?*S\F[=C'?I2YET0N9#:***S(
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"IK'_C^M_P#KJO\`.H:FL?\`C^M_^NJ_SIQW0UN=
MA1117IG>%%%%`!14%U=P6<7FW$JQI[]_H.]<U?\`BJ5R4L8Q&O\`ST<9;\!T
M'ZU+DEN;4J$ZOPHZF22.)"\KJBCJS'`K,N?$>G0$@2M*1VC7/ZGBN+GN)KE]
M\\KR-ZL<U%63JOH>A#+XKXV=1-XN&2(;0D=B[_T`_K51_%=\?NQP*/\`=)_K
M6%14\\CI6$HK[)KMXEU(CB1%^B"MD:I=#^-3]5%<?725Q8JK.-N5F5>C3C:T
M47UU>X'58S^!_P`:F36?[\/XJU95%<T<767VCE=*#Z&]%J=M)P6*'_:%6U97
M7<C!AZ@YKEJ='(\3;HW93[&NF&827QHREAUT9U-%8UOJ[K@3KN']Y>#6K#-'
M.FZ)@P_E7H4J].K\+.>=.4-R2BBBMB`HHHH`****`"BBB@`HHHH`****`"N<
MO[ZZ6^N+>2Y,<,@:.$Q*CKG83AOX@V0?:NCJ'[+;^>9_(B\XC!DV#=CZT`<[
M:7-ZEKH<,5_\DMLTDSM&K$!50X^HR1_/-4;S5;RYL;V$W$ICDL_M,;LL:M@,
MHP-I.`0>_(KL([2VB*&.WB39G9M0#;GKCTS3$L+./=LM(%W`JVV,#(/4'ZT`
M8-UJNH0WSV\#M/\`9UCP<1`3YZDDL,>@VCJ*2XUBZ741&+Y(W^WI;_9-BEO+
MW#YO7D'KTY]:Z$V5J3$3;0DP_P"K/ECY/IZ57DTJ*6^6ZEFG?:X=8BPV!AT/
M3/X9Q0!SD.J7D%M!;6V8_EFD#(D>&(E88.X@8'?'/-:5MJ=X=5B2[D\N.8A4
MCCV.H.S)5B#N#9S[5L-8VCQK&]K"R(Q95,8(!SG('KFG"UMQ/YX@B$V,>9L&
M[\Z`.<DO+JV>^-NZQQK>R&38$\S:$0Y`;ANO/?I5O49'FOM#EBO&BCD9CNV@
M;OW9/(/KTQ[^M:SV5I(")+6%PS;SNC!RW'/UX'/M4DD$4P42Q(X0AE#*#@^H
MH`Y?2[R[LH8MK^=#*EVZP;`"&20D8/4YS6AX>O[R\9_M)+QF-)%<[`03G(`4
MGY>F,\]:UDMK>,H4@C4INV$(!MW')QZ9/6EAMX8-WDPQQ[SEMB@9/J<4`<=I
MNJW6GZ+9O!/'=!K:0^0%'[K8"021S['/KQ5U-3U5XI%CDW`["KR&%9.<[@H#
M%3T!&?>NBAL[6W.8+:&(E=N40+QZ<=J:+"S$3Q"T@$;G+)Y8PQ]2,<T`8EG<
M/=Z[8SK>R>6]FY*LBKO(<`@CU^GIQQ46H:Y>V&IRP-N>*WE\Z4[!_J"%`'3J
M&8^_RUTGV:#=&WDQYB_U9VCY/IZ426T$I<R0QN9%V.64'<OH?4<GB@#EKO6M
M0M;*.4S2-/%`DT\>R,)\Q)`))!Z<?*.W.:T5O[S^VO[,,GSB<REMHY@VY`Z?
MWCMSUXK5FLK2X(,]K#*0NT%XP>/3GM3(;"**_FO2\CS2J$RY&$4'.T<=,G-`
M&#-=7%GJ>K.EYC,\,>UPI6,,$^?UX!^GK5Q+^Y72]7/V@3/9JXBN`H^8B/=R
M!QD$XK8:V@>1I&AC9V78S%025]"?2HY;&"2PELE01021M&5B`7`(P<=N]`'.
MR:Q>PP,5OH[@-!%.9%10(LR*K#Z$$GGD8-37>IWLM])#97:!3?10HVQ6`4Q%
MF^O(S6[#8VT$+1)!&%<`/\@^?C'S>M$=C:18\NU@3:P8;8P,$#`/U`XH`YS4
M-6O[/[8'NOG"/]G,:HR';Z]PW7(/%6+[6IXYM0^RS++'%]G5"@5MF\D,>PSC
M'4XK=^R6WFO+]GB\R0;7;8,L/0GO38[*TB1DCM845U"LJQ@!@.@/MR?SH`S(
M+G49M!N9%)%U"S>4Q"$R!>1D*2`3R#C]*J1ZO<WTJ-#=+;6EU*RQ2E%.T(HR
M!GN6W=<\+6^UK&+0V\&;9,84P@+M^G&/TJ.'3K2&PCL?)1[>-=H20!@?KF@#
M$M];G,Q^T7$:QBWG*O@!9&1P%89]L\=*GT2\O[Z\0RW0\E+2"5T\L9=G4YY[
M<C/Y5L26EM*J"2WB<1_<#(#M^GI3HK>&$YAACC.T+\B@<#H/H.U`$M%%%`!1
M110`4444`4[[4(K';O5F9N@6I[>9+B!)8\[6&1FH;VPAO0OF%@5Z%34\$*6\
M*Q1C"J,"H7-S.^Q*YN;R*U]??8GRR%HU@DE8*,L=NW@?F:$U%3((Y;>:%]X0
MJ^WC(.&X)X)!'KGM4EU91W>?,+#,;Q?*>S8S_(4VZT^&Z6<.S@S(J$J<%=I)
M4CT()SGV%641IJT,FQDBE:)F"^:`"HW-A3USAN",`\$9Q4?]K-(EO)#9S,DT
MOECYDR1M)R/F]NAYZ\4K:)9&[BN$C6-H@H`6-#PO"\E21CV(IZZ6@RWVB<RF
M02"7Y`P(!'0+@\$CD9]^E`#!JV]RD=C=.Q9PF-@W[&VL1EN`#ZXSGBGPZK!.
MR>4DC1-M'FX`56*A@I!.<X([8YJ:*RCBD1U+93S,9/\`?;<?U%5(=!LX;I+A
M`=Z*!\R(Q.%"@[BNX<`="!^M`#6UHFU6:.RN`SB-XT?8#(K,`2/FX(W#KCJ*
MM2ZC;QL8PPDN1C-LCJ9`3VQGC\3BFOID+PQ1[Y%\F(1HP(R,%2#TZ@H/;VJ2
M\@DDM0L6&F4@JS/L.1WR`<?ECVH`ACU5))4A%K<"5G*%"%RN`I))SC'S#O\`
M3ME(]8AD::-8I#-$P7R@R,S$YQC#$#[IZD=*73].-NWGSN6G8NS?/N`W;<\X
M&?N#L/I38M'CB!"W-QD*JQD[/W07.-OR_P"T>N:`"+5#Y(,D$K2L\O[I`-RH
MCX).3CCCH3G/&:LSW:QI&8XWG:3E$CQEAZ\D#'XU4GT&UN(HEE9W:-G82.J.
M3O.6X92.OMQVJW/:"5(Q'*\#Q\(\>W('<8((Q^%`$;:E&LYC,4NQ66-Y?EVH
M[8PIYSGYEZ#'/6HH]7$RQF*RNG\U2Z`!!E1C)Y;_`&OTJ5M-C:8.99=I=9'C
M^7;(ZXPQXSD;5Z$=*C;36#VP@N984@A,09""QY7'4$?P^E`#SJ<1V,D<KQ%5
M9I0`%C!&1NR0?R!QWQ4;:S&M@MZ;>9868`%VC3(/?YF'';U]JD.F1#8J22I$
M%56B!!60`8&[()_(C/?-*^FH;>"&.:6+R%V*Z[22N,$'((_2@"*+5?,>?%O(
MT:LHB92O[W<JL`,GKSWP,=ZNVTZW,(D4,O)4JPP5()!!_$&J,FAVLD!@9G:,
MA,*P5@&4`!L%3S@`<\>U7+.V2SMD@B^X@X^55_10!^0H`GHHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`*MG--++=)/Y>8I`J[`>A53SGOS5.:\OH
MKV>(/$RJFY!]F<$Y/8[OGP.3@#MZ\6(=/>*:63[=<MYK!V4B/&1CT4'HN/H3
MWYI[6.^5G:ZG;KY8)7]T2,97C.>3U)H`9I5Z]]`9754(PI4=0<<Y].<X^F>]
M7JJ6>GP63R-!D!P!MXPH&<`?F>M6Z`"BBB@`K+UG68M,CV*!)<,/E3L/<U)K
M.I#3;3>`&F?B-??U^@K@YI9)I6DE8N['))[UG.7*=N$PRJOFELB2[NY[V8RW
M$A=CZ]![`=J@HHKG/:225D%%%%`PHHHH`*Z2N;KI*X<9]GYG+B.@4445PG*%
M%%%`!3HI7A</&Q5AZ4VBFFT[H-S>L;]+D;&PLOIV/TJ[7*`E2"I((Y!%=!I]
MX+J+#?ZQ?O#U]Z]C"8KVGN3W..K2Y=5L6Z***[SG"BBB@`HHHH`****`"BBB
M@`KG;K5+RVUJ\9D+VMND*B,2``F1L;C\N?7OV]^.BJA<Z3;W+79E,G^E*BOA
ML;=A)4CT.3^E`%:[UMX+J2WBL_-=;E+=?WFW):/?GIQCI_G%)#KC7*6HM[)Y
M)ID=WC+@>6$;:W/<YX']*EBT.".42F>XDD$RSEI&!)94*\\=,&A=#MD2$1RW
M$;1%\.CX8AVW,IXZ9_&@#/M-3OH=)M]2N&\Z%K=`RG"CS"WWRP'``ZUJS:EY
M5C!.(0\MPRI'&D@(9CT^;IC`)S3HM-C@TV*QAFG1(@`KJP#?CQ@_E3?[)MO[
M/CLEWHD3;D=6PRMG.X'UR30!0FU>YDN+);>`B7[1)#-;EQRRH3C=Z=#GT_*F
MKX@'GO+*DD<4-M*\L/RG#HX4C..>O'.*N-H=N4A"S7"/%(THD5_G9V&"2<>_
M^1Q446@Q)=.&PUJ;=X2&8EY"[!F9C]10`R#Q''-"X2))+D2K$L44RNK%@2/F
M''0'/I@]:274M2&HI`UJD*FTDE=?-#%"&QD''/;CW]L5<&CPFU,#SW$AWAUE
M9QO0CH00.WT^M#:1$TD<C7%RTB1M&7+@EU8Y(/'KZ8H`I0Z\Z649E@+S-;P2
M1Y?'G&3`QP.,'T%.A\2P2W<D"Q@X$FP)(&=BF<@IU&<''K[5;&BV@?3W.\M8
M)LB)/48`^;UZ`_6G0Z3#!+*\4LZK)N_=A\*A;J1W!_&@!VE7_P#:-KY^Q$&<
M#9('_/T/M5#4%U#^V[:W@U.2&*X61MHAC.S;MX!(]ZN0:3'`2R7-SO:832/O
M&9"!C#<=,?RJQ+:1RWL%TQ820*ZJ`>"&QG/Y"@#(T_69A>207<3&)KFX2.;<
M/X"3MP.VT'GVJ?2=?BU29HHT17\OS4"RJY*]/FQ]T]./>K":/;I+')ND)2:6
M<`D8)D!#`\=.33]/TV+3\B*69DP%5';(11V''\\T`9>@ZG>2R0I>J6:[>=E;
MS`0@1@,`!1Z^O;/?`<WB23[+#/'8;P]JUTX\X#8JD`]N>#5O^P[<0VZ)-<1M
M`[LDB.`WSDE@3CH<_H*1-!M4MUA$DVU;5[3.1G8V,GIUXH`IZSK<Z65X;"!C
MY$2LTVX91F`(^4]>#DU8N-0N=-8BZ`F^T3MY)9A&J)@84MC&2<XSU]:?>>'[
M6[616FN(UEC6.18W`#[>A/'45;U"P34(O*EEF1""K+&V`P/4'_.:`(+S4IX+
MZ.TM[/[1(\+2_P"M"XP0,=/>JZZ_Y\0DLK-YU6%9Y<N%**<X`]3P>/UJ6[TA
MKG4HIEG>&&.W:+,3[7R2/;&,`TKZ#:%$2)YX$$0A81/CS$&<!OS//7F@"I/K
M\TL.HFQM=R6T`E6=G&TYC#CC'OT]O>J\^K7\5Y:R72>5;QVC7$RQ2@[L$#NO
M/4<<=>O'.RNE6RI>(`WEW:A73.``$"8'IP*C&BVQ"B9Y9P+=K<B1@=R,0><#
MKP*`*6I:Q=1:?>H\!L[M+<S1$.'RN<9Z=1D9'O4D>KS+<7%ND37-P;IXXD+!
M0%5%8G..@W>YYJ=M"MY(+B*:>YE,\?E&1W!94SG`XQ^E.DT6W9I)%EGCE>8S
M"1&`925"D#CI@#KF@"U87:7UG'<QJ5#YRK=5(."#]"#5BH;6VBM+:.WA7;&@
MP`3DU-0`4444`%%%%`!1110!#/<Q6P!E?;GIQG-2(ZR('0Y4C((JI?V/VO80
M^UEXY'6K%M"+>!(@<A1U]:E.7-Y$ZW$>?;=Q0;<^8C/NSTVE?_BJKC4XUR9<
M(H,@ZDL2KA!@`<Y)Z=<D``YI]WI]O>SQ27,4<R1JP$<B!ADXYY^GZU3ETA(;
M<>0I(B+-'%$JKR95D`&2!P5''&?:J*)6UFV$L:J)75MX.V%RRLNWC:!GHWI5
MPW,(MTG\P&)]NUUY!W$`'CMR.:HZ;93I,;NY8B5V=BA4`C<$'8D<;/4]>M.;
M3;>#3V46HGF\@0L\:JLCK@#[Q(^O7M0!8:^A%P\>]0(U8N3D$8VGCC!&&]?;
MUQ&-4@:50IQ'L=G+J59"NW@J1D'#9_+UJNFD-)9QI<3-YWE,)&0D9=F5R00<
M]1^7I1#HQ1/WEQND^8E@&.22F#\S,>-@[_E0!<LKU;PS[%95B<)\RE2?E!Y!
M`(ZTBZE;-&\@:0HAQGRG^;/3;Q\V?]G-+9V\L)F:>997F<,2J;`/E`P!D^GK
MWJO#IUQ#:QP"ZC*VX46Y\DY7:,#=\WS<<<8H`E_M6S!QYC9V&0CRVRJC.2PQ
MQT/6E74[5XWD#OA<<&)@6STVC&6SVQG-5WTR18+Y_,$MQ<P%#A=H+8;ISP.0
M/PZT[^S[ARLDMRC3Q#$+"+`7_>&[YL^Q'MB@"PNHVS-$JNQ>;.U?+;/!`.1C
MC&1UQ4#:S;!XU"SEG<(5,$@9<AB#M*YQ\IY^OH:?%I[+(97G)E9'5V1=O+;>
M1R<8VCUJK!HLD,HF6:V24%"#';;02-P)8;LDD.><]J`-".\@EN&@1B77.?E(
M!QUP<8..^#Q5BLRTTD6M\\XF9XRSNJ,7^5F))_BV]ST4'W]=.@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`JI-=30W**T"^0SA-YD^8D
M^BXZ?B#P>*MU2:UNFU'[0;B$P@86)H22H[X;=C)]<4`-LM0DN9(Q)`L:3QF6
M$ARQ91C[PP-I^9>.>_I1-J#PR72M`H$**ZL9,!@21SQ\H&.O/%,MM.G@:+_2
MD80((H1Y1R$RN0WS?,<*!GC')Q3S:7GVZ6X2Z@59(]@7R"2N-V#G?SRWIS[4
M`2:=>B_@\Y8RB<8)/4XY'X'CZ@U;JCI^GBQ>4K*71\!5/48SU.>3SU]A5Z@`
MHHJIJDI@TRYD!P1&<'WQ@4TKNPF[*YQ>M7QO]1DD!S&IVQ_0=_QZU0R:2BO5
M45;E/#]I+FYT[,7CN/RHP/6DHK&6%I2Z';2S3%4_M7]=?^"+@]N:2BER:YI8
M!?99Z5+/G_R\A]W]?J)12Y'<48'KBN:6#JQZ7/2I9OA:F[MZB5TE<ZL;-]U2
MWTYKH>M>3CHN+BFNYO5J0J).#3]!:***\\P"BBB@`HHHH`*FM)S;W"R#IG##
MU%0T549.+30FKJS.J!R,CI2U6T]_,L8B?[N/RXJS7TD9<T4^YYK5G8****H0
M4444`%%%%`!1110`5D2:TEO?7-O*C.4E6.)(U^9B4#'DG'\OQK7K(NM%-Q+=
MOY\96Y=7*20!U&$"]S[9R,4`6KG4H[:*%C#.\DWW(43+GC)X[8]ZBEUNVBD5
M7CG`VJ9&\OB'=TW^A_EWI&TEEM[(073I/:*525UW[@1@@C\!^51W&B-.\FZ\
M;R[@(+E-@_>E>,@_PY`P:`%EU^VBN6@,%T2LQ@W+'E2^`0!@]P?TYQ2?\)!;
ME8-EM=/)-Y@$2QC<K)C<#SP>?I3O['_?^9Y__+[]KQL_V-NWK^.?TJI)HUW'
MJ-O):W&P![F5I=@(4R%2%*D\]^GIVH`MG7[0QJ\23S+Y?F/Y<>?*7D9;\CQR
M>*E&KVS7+0H'=40.\J@;$!7<"3GT]JJ)X?-O&4M+UX?,C\N<E`QDY8Y'H<L?
M7Z4^;0(IIHLR@6\4?EK&L8#;=NW;OZE>^#WH`E37;4PRR2)/"(XQ*!(F"Z$X
M!4=^>W7D4VPU8W5[?)+&T$5M'&^)5VLN0Q.><=ATJM;^&((;6:`O'ET"))'`
MJ.N"""2/O'(![#CI5JUTEUDO7O;K[2;R-8W'E[```P..>^Z@"K?^(UBTZ>6"
MWG641&2$2QX$B\#<.>@R..#[5?\`MLMOI\,L]O<32L!N6.,!@?<;L#\S5&?P
M_)<VS17%^TA6%H(6,0&Q3C).#\Q^4>E7-5TL:DT#,Z#R23LDB$B-GCE3W]#V
MH`BO=86.TT^ZM@98;J94P%)8J58\#UR!0_B"V6*%_(N6>61HO*6/+JZC)4C/
M^?I3?[$<:9I]I'=E'LI%D$HCSNP".F>.M.M]&,,]O.]R9)8YGGD;9CS&9"O`
MSP`,>O2@"6#6;:>X2)4F"2,4BF9,)(PSD`_@?KVIG]NVR^>)XIX&B3S-LB8+
MKG&1@GN0,=>14<6AF,PQM=NUK;L7@B"`%"00/F[X#'']:JP^%(X]P:X7F#R<
MQP!&R&5E<G/+`J.O6@"W9ZP9[K4!-$\$-K%&Y61,.N0Q.>N>`.E..NP+;0SF
MVNML\HBC`0$L2"01@].*=9Z9/!/>3S7IFFND1=PB"A"H(R!SZ]*SY=`N(C`;
M:8;S>+,YCC")&`K#(7..<C/K0!>&NV[HOEP7,DQ+!H%0>8FW&[(SCC([]^,T
M\:U;220I;I-<>:BR9B3(16Z%O3^=49?#$<H662=)+HNSR22P!T<MC/RYXQ@8
MY_.KD6D-;3I)9W/D#RTCE41*0X7.,#HIY-`%:+Q&JQ2/=6=P@%VUM'L0-N.6
MP,9SGY>?<BK@UB`HS&.8;;E;4@@9#MMQWZ?,*A716696^U9C6\-VJ&/D$ALC
M.?5OTILVAR/=M(EZ4@:Z2Z,7E@Y9<9YST.!0`+XCMW8*EI>,S[_+"Q`^84.&
M`Y[>_KZ\59;5[86-O=1K)*+G'DQHN7<XSC'T!J*ST?[++:/Y^[[-Y_&S&[S&
MW>O&/UI$T5HM.L8(KK;/9<QS;,C."#E<]"#ZT`03ZU+->Z=#8QN4G9O-)C!*
M[2`RX)&,9Y/;MFMVLNVT=;>XMIA.7:'SBY*\R-(02?;D=*U*`"BBB@`HHHH`
M****`"BBB@!K,JC+$`>YI:IW]M)/L,>#CJ,U8MHVB@1&.2!4IN]K"OJ,NKV&
MT9%E\PL^2JQQ-(3C&>%!]14L4J31K)&<JW0UGZK;O+<V\@M[F9$5P1;S>6P)
MVXYW+QP>]9MQIUZ\$2BV8R1J3`Z^46C.YB`[-STV\KWSDGK5#.AGE2"%YI#A
M$4LQQV%$TJP0R2R'"1J6;Z`9K%;294AG\B!4EFCN0Y&/G+/E,\\\9^GM5L6D
MXTN]MV4//('`DX'FDC@]>.P_#CC%`&D#D9I:R5M)!?A_LO[WS-WVO*_<_N==
MWMC&._6J5KI4SW6+BRVPLZ-*C",1LP63<0J]1DK][D]^E`'1T5B+I[Q3VQ6S
MW^5*^PD(4B0R$C&3E3MZ;?8$<"MN@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`K0WT$]R]N@E$B#<0\+H,9
MQP2`#0U];J\R%SNA`+@*3C)(&..3D'@55B%RNH23+:2HC#$H:52';*@,O/``
MW$]/H339A-)?W.[3YWA>%4#"1%!*ECQ\V1G(P<=?2@"_!<PW`S"^\``Y`]1D
M?IC\ZFK,T:UN;)98)E41K@H1C!/.<<YQC;UZ?3%:=`!5'68VETJXC7JP`&?J
M*O57OQFPG]D)_(9IIV=Q25TT<6NBSG[TD8^F33QHA[S@?\`_^O6NC!T##N*6
MAXNKW.-8:GV,M=%C_BF<_0`4]=&M@>6D/XC_``K1HZ5+Q%5]2E0IKH4AI5H.
ML9/U8U(NGVB](%_')J9I5'3FHGF..3@5FZ\^LF5R071"_9K5/^6,0_X"*:TL
M<?"(H/TJ%I">G%,K&563ZA=+9#WE=^IX]*1'VG!Z'I[4VD(R,&L*D5-695.I
M*$N9%FBH8I.=C'GL?6IJ\N<'!V9[%.HJD>9!1114EA1110`444A.!DT`=#I?
M_(/B_'^9JW5/2?\`D&PGU!/YDU<KZ2DK4XKR1YL_B84445H2%%%%`!1110`4
M444`%4+W6+"P=DNK@1LJ[F&TG`[9P._;UJ_7+Z_9W<EQ>068D(OE0.#`67(X
MR'SA1C&<CMQ0!N_VE9_;?L?GKY^<;<'KC.,],XYQUIG]KV'E12FX`256=201
MPOWB>.,>]4_[(N/M>WS8OLGVO[7G!\S=UV^F,]_3BH)/#CR-J`,X6.;_`(]@
M,YBRV]L_5@.AZ4`:+:WIR6RW#W(6)I/+RRL"&QG!&,@X'>B#6].N+A;>*Y#2
MLS(%*L/F'49(ZU1BT.8"W9_*\Q;Q;B3,KR9"H5'+<D\CTJ1-(G7RLO%\FHO=
M'D_<;=@=.OS"@"1?$FD,@87@P5W#Y&Y'MQSCOZ5:DU6QBFCB>X0/(`5ZD8/3
M)Z#/;/6LVWT2XBM].C9X2;:VEA?!/)8#&..G!JNOAJ<")&E5XWABCG7SY$`*
M*%)`7`;..^*`-9=;TYKAK<7(,JLR%=C?>7J.G7V[]J?I&I1:K8I=1*R!N"K`
MC!_$<_45232)U\K+Q?)J+W1Y/W&W8'3K\PI^EP7^G0V5BRPR1)N5Y%W9"@?*
M?J3VH`MOJMDEVUJTX\Y025"DXP,XSC&<<XZU"-?TMK=9UNU,;'`(5NP!)QCH
M,C)Z#O3(["\@>ZBB>!K:X=Y,MG>"PZ>F,]_3C%4Y]`G:UT]8W3S+>V^SR+YK
MHK`@9(*X)Y'0]:`+FK:[:Z;!*=ZR3I'Y@CYP1VR<8&>WK3)]?AMF(FC;`NS;
M?(&;&%W9(`]^@S_.JM]H5XUO=VUC);B&YBC0^:6)0H`!CKP0._3WJ:72+O=)
M+$\/F"_^UH&)P5V;<'C@]?6@#9EE2&)I9#A%&2<9XJD=;TY;<3M<80R>5RC`
MA\9P1C(.!WILJ7][I]W%N6VF,C+"ZY&4!X)[@D9&1]16?;:%=1W"RNT0'VM)
MROFNY`$94C+#).3W[>G2@#4;6+!8()C<KLG&8R`3N'<X[`=_2HK;68'TNUO;
MD^3]H'RH,L<^@P,FJEMH][9FWE@DMS+&)HW#Y*[7DW@CW''%+_8UP-#L[,&$
MSVZX\S>RE&QU5AS^G-`&@VJV*7*6[7"B1\`#!QD]`3T!/8&F-K>G*9P;D?N%
M+2$*Q``.#@XYP?2LW_A'[C[86DG$\4CI)*6ED3YE"Y.Q3M/*YYZ>]2_V1>'2
M)]*,L'V<QLD4F#O.3D;NWUZYH`T+G5;&T:5;B<1F(H'RIPN[.WG'L:I3>([:
M&;:R,T9E1%9`Q.&3?DC;]..>OUJ%M'U"XNI+BZ:UW22VSE4+8`C8EAR.>O']
M*DNM(NWOIKJ%X=QNHYT5R<$+'L(.!QUSWH`G.O6D44DET6C1)9(\HCN/D."3
MA>/\\FK$>K6,L\<"3@R2`%5*D=1D`\<''.#S67/I.H^5Y,1M7A>[DN)4=V4.
MI;*J<*?Q^E/CT2<ZF+F9D,;RK.ZB:3"2``8"C`(R.IYQVH`M?VY;/J5M9V["
M5I9'1CR-NU23CCGD8XK4K!L]'O;>ZT\/);M;6+R;2,[V5E(&>,9Y_'K6]0`4
M444`%%%%`!1110`4444`%%5;P2';LW$=\5-!N\E=_P!['-*^MA7U&7-Y:V@4
MW5S#`&X4R.%S^=21R)+&LD;JZ,,JRG((]0:S=5W+>6L@ENHE"2`O;0^8<DK@
M$;6XX/;M45Q#-/,9HY+S`2`(<LF<N0Y*\#.T\Y'''2F,VJ*YZ^%]`XBB2X>V
M1W"MYLN[.$*DLH9F&2_7CCGH*L-'<!;B6=[D@RJKB-F'R;%SL`Y^]GISUQ0!
MKET$@C+*'8%@N>2!C)Q^(_.G5ST9N9K=%A>[,9>1"2[;@!.HY/7A=WOC-3O'
M+'/Y4INS:1NP38[ER<(5)8'<1DN.>/7I0!M45BK]MF\/QO#<$A[+CY29F<KP
M0X;KT[4\6TT,\CQM=-Y=PBQJTKL-AV[N">>K<G.,>U`&O34=9`2C!@"5./4'
M!_6N?MA=R^>F;M%=H"5Q*I0ESO`9B<C&,E<#'2I(TU"".Z6*-P<3_9<$G+[F
M(+Y]>,9XZ^HH`W2P!`)`)X'O2USMO'+*]K+.ERL<=S\JB2=F&4(R2RJ2,XZC
M`YYP2*TK[_CZC\[[3Y./D^S[_OY_BV]L8Z\=<T`:%%<]="]_?"(W8NBTV_;O
MV>7A]FS^'=_J^G/7/>I+P&.[FAC>^:1($,`1W8;R7Y;''I][CB@#=HKG[C[8
M&F\K[5]J)F+XW^7Y>U_+V_P[O]7]WGK[TNI)<V_EI;&Z+QQ[T?\`?2>8V3D'
M:=H[?>R.<`<4`;P8,,J01TXI:YQDGM;/RX8;ET%Q)YH,LZM]XE<%59B,?W>,
M]>];MGYHLX!.VZ7RUWMC&6QR>@_E0!-1110`4444`%%%%`!1110`4444`%%%
M%`!1110`444AZ<4`11W5O+,\,<\3RQ_?17!9?J.U1?VG8>:\7VZV\Q,[D\U<
MKCKD9XQ6;HQN;6."&=KJ4)$$F$D&!'(2H&TA1N'+$G+=,D^MNXB-S<7,DJRK
M';ILCV*=Q;ABRCOT4#CJ&'>@"^DB2?<=6X!X.>#T-/K)T&.>WCEMYH2FS:=Q
MSR>F,]#@!>1_.M:@`IKJ'C9#T8$&G44`<M"QC=H7X()'T-3,ZKU-3:Q:F.?[
M0H^5^OL:S8I,C#=?6N>6AD]"RTI[#%1LQ/+&F-(!TY-1,Q;K63D9MCVE_N_G
M49))R:**ENX@HHHI""BBB@!K+N'OV-2PR[QM;[P_6F4QP00Z\$5E5IJ:-:55
MTI76Q;HJ.*02+GN.HJ2O-::=F>S&2DKH****0PJ*9N-@ZFG.VT<=:LZ/:&YO
M!(P^2([C[GL*UI4W.2BB9RY5<Z"VC\FVBB/5$"G\JEHHKZ)*RL>:%%%%,`HH
MHH`****`"BBB@`J&[N8K.VDN)VVQ1C<QQG`J:N2\1VDLTFH[K.YN))(D%J\0
M)"C^(<=#GG'<8H`ZVJT5];RV`OED_P!'*&3>01\H[UA06=[_`,)(TLN]2)V8
M2")B&BVG"E]V,>V,Y&:S+33)Y-+B@BL+F*?[)*MP900),J=BC/?=@CTH`[-[
MF*..-V8[9654(4G)/3IT^M35@/;_`/$ETR.UM)(@EU"S1^605PX+$CMW.:HV
MNFRPK9S+!<QRR/=).R`AMAWE>O`YP1[GWH`ZB6>*`QB5PIE?8F>[8)Q^AJ6N
M/-@SV5NLVFO+#!>`MB$AI$*$$E"<]<9QUQFI?[.DAMKB[%M.\HU/S2H!+&-9
M<_*OZ\=:`.KHKE(K)[Z_4W-E.L$E_,[+(A'R&$`$^Q/'Z5!%IM['8V;6L5Q'
M>364R3.Q8'=\NT$GH>N*`.RJ*2>*.6*)W"O*2$']X@9/Z"N6AT^=[$(8I/)>
M\@/DK`\>P!AO."Q./4\=":='INR6Q,ME*\-O?3JJ["=D9W;,?[.=IS0!UE%<
MWI7F:=+=NUG<RQA=QD\@B9F)^Z1G#G!^\/2NDH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`*Y^Y\3_9[J6'['N\MRF?-QG!QZ5T%>?ZE
M_P`A.[_Z[/\`^A&NC#PC-OF.7%5)4TG%FW_PEG_3E_Y%_P#K4?\`"6?].7_D
M7_ZU8UC:Q31SSW#LL,`&X)]XDG``JV^DH+K#">"!8C*_F@%L#KC'7J*Z'3HI
MV:.95:[5T_R+W_"6?].7_D7_`.M1_P`)9_TY?^1?_K5F-:V<EL;FW:<1Q.JR
MI)C=@]P13KC3([;[9)([F*,`0D8^<MR/TZTO9TNP>UK[W_(T?^$L_P"G+_R+
M_P#6IDWB:*XB,4^FI+&W57<$'\"M17FD6MO)L"7&-ZJ',J$<D=NM,NM*MXXK
MHHEW$8,X>8#8_...!UI*-%]"G+$+J68_%"11K'%IZHBC"JLF`![#;4=SXAMK
MM0MUI44ZJ<@2,&`/XK3+K0XX9YRDCO`D3L#D95U&=IXH30HY!:R+,1$\:M/D
MC*$C/'UZ"CEH6O8.;$7M?\BR/%8`P+'`'_37_P"M1_PEG_3E_P"1?_K56ATB
MW9+AB)W,=R\0"R(O`[G=44FDQO8>?;,_F[G_`'3$$E5.#C'<<4<E'L+GQ%KW
M+W_"6?\`3E_Y%_\`K4?\)9_TY?\`D7_ZU5/[.L$O+NW<W),"LX(9>5`!QTZU
MD3>7YK>2'$?\.\@G\<54:5*6R)E6K1WD=%_PEG_3E_Y%_P#K4?\`"6?].7_D
M7_ZU<U15_5Z?8CZS5[_D=+_PEG_3E_Y%_P#K4@\5*'+"P&X@`GS>2!T_A]S7
M-T4?5Z?8/K-7O^1TO_"6?].7_D7_`.M1_P`)9_TY?^1?_K5S5%'U>GV#ZS5[
M_D=+_P`)9_TY?^1?_K4?\)9_TY?^1?\`ZU<U11]7I]@^LU>_Y'2_\)9_TY?^
M1?\`ZU'_``EG_3E_Y%_^M7-44?5Z?8/K-7O^1TO_``EG_3E_Y%_^M1_PEG_3
ME_Y%_P#K5S5%'U>GV#ZS5[_D=+_PEG_3E_Y%_P#K4?\`"6?].7_D7_ZU<U11
M]7I]@^LU>_Y'2_\`"6?].7_D7_ZU'_"6?].7_D7_`.M7-44?5Z?8/K-7O^1T
MO_"6?].7_D7_`.M1_P`)9_TY?^1?_K5S5%'U>GV#ZS5[_D=+_P`)9_TY?^1?
M_K4?\)9_TY?^1?\`ZU<U11]7I]@^LU>_Y'2_\)9_TY?^1?\`ZU'_``EG_3E_
MY%_^M7-44?5Z?8/K-7O^1TO_``EG_3E_Y%_^M1_PEG_3E_Y%_P#K5S5%'U>G
MV#ZS5[_D=+_PEG_3E_Y%_P#K4?\`"6?].7_D7_ZU<U11]7I]@^LU>_Y'2_\`
M"6?].7_D7_ZU2VWB?[1=10_8]OF.$SYN<9./2N5JUIO_`"$[3_KLG_H0I2H4
MTMAQQ-5M*YZ!1117FGK#)8DFC:.095A@UR][9R6<NQN4/W6]175U'-#'/&8Y
M5#*>QJ91YB9*YQBN>]/!S5V_T>:V)>+,L77(ZCZU0%<<HM/4YVFMQ]%(*7%2
M(****`"BBB@`HHHP:`(CF)PZU;1PZ[A4)3(((IMK_K.O!%<U>FFN8Z<+5<)\
MO1EFD)IQJS::=+<D,?DC_O$=?I7'3A*;M%'JRDHJ[*MO;27<HCC'/<]@*Z:U
MMTM8%BC'`ZGU/K2V]O';1A(EP.Y[GZU+7MX;#JDKO<X:E3G]`HHHKJ,@HHHH
M`****`"BBB@`HHHH`***H7NK6UC]H\_>/(B65L#.0Q(`'O\`*:`+]%4SJ=JM
MR8&<JP<("1P6/;/X@<\9..M,76+(I&S2E1(`5^4G@G"DD9`SVSUH`OT5DMK]
MJJRY$A=)3&J(C,7P^PD<<\^F>WJ*G;6;*/\`UDC(-S`$J3]T@,>.@!."3CO0
M!?HJE-JMC!,8I9PK#.25..`6/.,<`9/I3I-1M8[5;F1W6)CC)C8%?7(QD8QS
MG&*`+=%5'U*T1IE,A)A(#A48X)`('`Y/(X'-.:_M5\C]Z&\\;H]H+;AQSQT'
M(Y/'(H`LT5G0ZU:2-,KOL,3LH!4G?AMOR\<\\8&>H]:E_M.SRH\\`MLP"#_$
MQ5?U!'MCF@"Y15(:M9&5(Q/EGQM^5L<D@<XP,D$#UX]12OJ=I'))&\A5HQD@
MHPSR!\O'S<D#C/)%`%RBJLVHVT$"32.RQOR&\MC@>IX^4#N3C%)+J5I%="VD
MEQ*=O&TX&XD+DXP,D8Y/\Z`+=%4GU:Q3?NG`",%)VG!.[;QQSSQQT-/_`+1M
M=SJ92"B[FRA`'MDCKR..M`%JBJ+ZO8QQQR-/A9`S#Y&X"D!L\?+@GG.,?A38
MM8M7C,C>;&@D:/<T38X."<XP![]*`-"BJ4VJV,$QBEG","025.W(!)YQC@#)
M]*D%_;&V-QYA$8.TY4AL^FW&<\CC'>@"S15"35K=)+=$6:4S@L#'&2%4=2WI
MCIZY/2H1KUKY=K*ZR1I<(SY=&&Q1CD\=/F'/3'.:`-6BJT5];SR21Q2;FCSD
M!3S@X./7!XX[U7L]:M+N%I5\V-`RJIDC*[]QPI'L30!HT51_M>QW.OG\H2"-
MC<D-M(7CYCGCC/4>M1IK5N5,C*XB\PHKJ"V<8[=<[CMQ@G-`&E15.?4[.W6,
MS3;1(I=?E)^48R3QP!D=:;=ZM:VJW&6:22!-YC122W08'J<D9],C.*`+U%,C
M<21JX#`,,@,I4_B#R*?0`5Y_J7_(3N_^NS_^A&O0*KM86;L6>T@9F.23&"2:
MVHU%3;;.>O1=5))G"VEY):%]@1T<8='&58>XJ8ZK<>=')&L4:QJ56-%^7!Z@
MCOFNJO%TBQ56N;>V3=T'D@D_D*FBL].FC62.UMF1AD$1+S^E;NO'=Q.=8>:]
MU2.,N;^2>'R5CBABSN*1+@,?4TD]_/<6D-M(1Y</W<#D_7Z5UMU'IMHX\ZSM
MUC$3RL_E`[0N,\8YZ_I4+S:2IC`L`V^7RB/LC!E.TG.W;G''7I^1I?6(=AO"
MU']HY^;5GGD,K6EJ)2P;>%.<C\?:HY-3GF2=)=KI,V_:V3L.>J\\5U#OHL9D
MWP6Z^7U)M\`\@<''S8)`.,XS0ATAYQ"+2,.<<-:D`$C(!)7`.#T/-"KP7V1O
M#5']HYDZM<F6Z?Y`+E2KK@XZ8R.>M1/?S/)"_`\I44`9PP7IFNHGETF&-V^P
MJ2C*I4VC!CE@N0"O(Y[9IQ.EH6$EG#]_:JI;EV^Z#DJ%R/O?3ISSBCZQ!?9$
M\-4?VCFUU63;(LEO;RK)*TQ#J3ACZ<U&VHS9@,:I%Y#LR;`1C<>1].*ZI3H[
MSB%+>!F.,,MOE>1D?-C'((QS3)#IGW8[&+>)$0K);%.&8+D949'/:CV\/Y1_
M5JG\QS#:C,UU<7!5-\Z%&&#@`C''-4Z[6Y_LNUNU@EL8QF)I2XM\JH7&<D#'
M^?<4!M';R\6T7[S[I^S'IG`)^7@'L3P>U-8F*V1+PDWO(XJBNU)TA7D1[2-&
MC!)#VA7<`<';E?FY(Z9ZCU%/":28WD-K"H2/S&#V^TJO/)!&>QI_6EV%]2EW
M.'HKMT&D23&)+:$L)#'_`,>_&X9XSC'\)_3U%+)%IBVK7"V<#J&V`"%06;=M
M`&1W;@=J/K2[!]2EW.'HKN!'I@F6"2TMUF(&X+#E0<9QNVXS[=?:H(KC1)0A
M2VC(<`@FT8?*>C<KPOOTH^M+L'U*7<XZBNV<Z.AF#V\"B%2SL;?Y<#K@XP<=
MP.E-,FC!E4VL8W%5R;0X!)``)VX!.1P?44?6EV#ZE+N<7179"72!(8Y+6`.&
MP=EN651N902VW`^Z>O`]>]2I_9#W7V=;:$R%BH_T?Y21G(#8P<8.<'BCZTNP
M?4I=SB**[2=]&@G:&2VB#J0IQ:E@"1D#(7&3G@=Z4MI"VXG-H@C)()-HWR8Z
M[AMRH]SBCZTNP?4I=SBJ*[,MI;3I%%:0/^],4C&'`4A6)Y(P3\OZT\G1PT8-
MM#^\`*G[/QR<#)Q@9/3/7M1]:78/J4NYQ-%=E;RZ5/;6\OV%5,XRJ_9"2.F3
M]WIR.>GO5BVMK&=7#6-NDD;;)$\M3M.`>N/0@_C1]:78/J4NYPM%>@?V=8_\
M^=O_`-^E_P`*/[.L?^?.W_[]+_A1]:78/J4NYY_17H']G6/_`#YV_P#WZ7_"
MC^SK'_GSM_\`OTO^%'UI=@^I2[GG]%>@?V=8_P#/G;_]^E_PH_LZQ_Y\[?\`
M[]+_`(4?6EV#ZE+N>?T5Z!_9UC_SYV__`'Z7_"C^SK'_`)\[?_OTO^%'UI=@
M^I2[GG]%=I;P1O?O;3:78H%CW[HV#D9.!D%!C.#W[5!<^7:W#))I-@8]K.'#
M]%!`!;Y,#J.Y[]<4?6EV#ZE+N<E5K3?^0G:?]=D_]"%=9IT=C?P><NGP(G&"
M8UY..1T['CZ@U<6PLT8,EI`K*<@B,`@TGBDU:PU@Y)WN6****XCT`HHHH`*H
MW>E6UR2VWRW/\2]_J*O44FD]Q-)[G-SZ/<PY*`2K_L]?RJFR-&VUU*GT(Q78
M4UT21=KJK#T(S6+HI[&;IKH<B*7%=))IEH_)A"G_`&214!T6W/1Y!^(_PK-T
M9$NFS#`'H*,#T%;/]BI_SV;\J/[%3_GLWY4O8S%[.1C8`I#6\-&MQU>0_B/\
M*F33;1,'R@Q_VB335&0>S9SBHSMM12Q]`,U8L=(NG8/(HB7'\77\JZ1$2,81
M54>@&*=5_5XM6D:0ARM2[%.WTV"'!(\QO5NGY5;I:*UA",%:*L:N3EJPHHHJ
MQ!1110`4444`%%%%`!1110`4444`%9FH:-'?W$TSRLK26Q@`QD*3N`;Z@,?S
MK3K,NM7%M>M;B)9FVDJD4@:0D*6P4QP#@@'/7M0!#+X?C:5'2=UVQA2"6P6!
M+!B`P!.XY.0?PJ,:7.M\D,2;;)7C=BV"#L4!0.<CE5XQ[Y[5876"#"9842-X
MR[2"7*\9R%X&2`,D'!]NM5[?79;Z>"*SB@8LX,G[[<`A!/4`C=QR.W'/.:`+
M"Z.RM:,+D;K<+UCX<Y)8GGN2#[$=Z%T;$;(9P0T80_)_MEG/7^+/Z=ZM:?>-
M>Q.[1>45;;MW9(]B,#!]OU-54UF.36FLHWA,:(V\[_G#C!Z>F">?7Z4`5H=+
MNWN'1R([=#*R"1%?<SMD]^1@L.<'G\:L7&C23V,5H;V01JK+(,$;P?H0>!D`
M'(P><]:KV.LSS@_NQ)(R[U1CL`4`,Q)QVWJOU'UJW;ZL;JV:ZA@46H4D222!
M/F`Y!!'`SQGU'2@!MQHWGVZH+AT=;AIPZY7KD`?*0>`<=>WX5*VF`/9B&011
M6H`50F6P.P;/`/`(YS^M4CKD\D8G@@C:*.&5Y0)-V2K;0%('S`D''3/M4LFM
MF&$RR0;XQYBAD/+N@.X!>PRI`.>M`#O[&8?9G6Y'FVR`(QCR"W.YB,\YST]1
M4,_AJ&8@_:)%(1!G'\0D+EOJ<L/;-3#5Y?-$3V@5Q-Y3'S?E!PI`!QU.X<<<
M@C/3,LVJQPZC]E?RBI!Y64%U(4M\RXX&`><T`*-,43%A(`GFHX0)P%1<*H_'
MFJS:)*\CRR7GFR%"B^:A=>2"<J6Q_"/N[>E$6M32.L)L=EPT8E"&7@+C)R<<
M$<#&#U'OB%]6NHK.TN-ADW0R74JG"XC'1>AYPPQZE>O6@"S>:/)=6T=N;Z7R
MEB$3AB<OV))!&21QSD4HTV::[F>>0+`TR.(MO)"8V\YX&1G&*;<:V(HWE$!,
M/[Q8WSDLZ`Y&W'3*D9SU_"H+G6;F*W1TBWJK.K2`C+F,'>-N.`6&!S^5`$MI
MH"V\T4C7#2>4^5W;B=O/'+$#G!X`^Z.*DETAI+2>U^TE8GD,J;5(96+[^2#D
M\^F#COWIDNM26[[9K7<@?R0Z/]^3:#PIZ#<=O7KC\'+J\WG>4]F$(F\EF\WY
M<X4\''4[N`<9P:`%3152-XQ-\KQA#D$_QEG.2226SW/;O4<FB2RVT5O)?,T*
MKM90I7>-V23AL$D<'.1W`%2RZG*MQ)%%`)#YWDIEMHR$WLQ//`X'3K44_B&"
M&&VD**IFA$Y1Y`K!3V`ZLWH!Z4`5_P"QKFZDDAF9X;9&D=.FXN[;LY!R1]X?
MPGG'O5Y-)\NUC2.;$Z2^<96#.&?&W)!8D\<<GL*8^MQQW4L#+&Y7A!%*').X
M*%88^4DL/7]*9)J=W%?(DEL`B!%E57R-TC[5*G'.,9QQP?I0!8CTH11RHD[#
M?`8@V!E6)8L_U);/X4CZ6TJ$23+S"D/RQX``;+8&>XP/;'>DNM86TFN5GC$<
M<`7#.^"Y.,$`C[N3C.>H.<4VRU@WVP6T"NPYEQ)\JC<RY4X^;)4D=./RH`++
M119K+MG9Y&C:.)W+,44\]"Q'7'3'04L>D&*XC:.XQ;HR-Y/E_P!U-H&<].AQ
MCKG\*]MK=P;5Y9H(WV+Y[&.0D")B=N..6P#QWQGOBK#:L4LY;N2W"0),(E8O
MRP\S86Z<#O[T`,_L5A]E9;G][;*`C-'D%N=Q(SSG/3L14QTQO[*%FLR;LEG=
MHLAB223MSQR<\'@U6M]>^UR0K#`4#RLDC/\`P;2V<^^$S[;AUI;#5)Y;*:[E
M7<JM&`N-N-V"?R#@?\!H`L2Z690P:X9@84A^=<G`;+$GU88'X56/A]0\SK<-
MO>3>A?<P7+AV&-V,$@#C'%/;7$62$E8A%,P"GSAO92<!PF.5[YSTIRZPZVD%
MQ/:^4LZED3S,L>`5&,=3GI0!J4M-0L44NH5B!D`YP?K3J`"BBN-OM9U"*_N(
MTN2$25E4;1P`3[5,I*.YO0P\J[:CT-[6=(_M/RV67RW3(Y&015RQM5LK..W5
MBP0=3W.<FN0CUG597"1SN['HJH"3^E*^K:Q'*(GEE60]%,8!/X8H>(O'EZ&R
MRN2DY75SJKZQ^V9_>;,PR1=,_>QS^&*;<6#2W8N8Y@D@*%=R;A\N\'/(ZAS7
M+'6-6$OE&:029QL\L9SZ8Q3VU36D9E9YE95W,#$`0/4\=*CVJ+_L^I_,C<AT
M,12-_I#,@(\L,78J`ZL1RY'\('`%7'L=[2GS,>9/'-TZ;=O'_COZURAUG551
M7:=PC9VL4&#CKCBG_P!IZSMB(E<^;DH`BDMCVQFCVJ#^SZB^TC:BT)HR6\^(
M2;`JNL&"Q#*P9SN^8Y49Z9]JLMITRW#74-Q&MPQ;YFB++A@@(QN'>,'K7._V
MEK?F^5NG\S&=GE#./IBE?4-=C^^;A>"?FAQP.IZ4_:+L+ZA/^9'0P:4EO;>1
M'(=@>)ER,D!`H`_'9^M5X-",4RR--$2NT;DAVL^&5LN=QW-\O7WK#35=9DV;
M))6\S.S$8.['7''-2&^UX,%(N0QZ#R>3^E'M%V!X":WDCI+ZQ:[;*RK&##)"
MV4W$A@.G(QR!ZU#>:0+F]6X$Q4;%CD3+@,JDD?=8#^(]<CVZYYV;5=8@($TL
ML9/0/&!G\Q4?]NZE_P`_1_[Y7_"E[5#675'JFCHDT9UG>4RVS,T;IEK;+.&(
M/SG=\W3VZ]J=)I,[6YC6[4&2,Q2L8BV5R2`N6XQN(YSQ7-_V[J7_`#]'_OE?
M\*/[=U+_`)^C_P!\K_A1[5#_`+.J]U_7R.GO+25-.DAME:29Y3)&PP/+8L6!
M.3T!QG&21VJ:6RQIT=M">8=A3<>I0@C)]\=?>N2_MW4O^?H_]\K_`(4?V[J7
M_/T?^^5_PH]J@_LZKW7]?(Z7^R=^H&\\UE61A(\+,W#!0.,-M[#JI^O3#QI8
M%J\/G??M5ML[>FT'GK_M=*Y?^W=2_P"?H_\`?*_X4?V[J7_/T?\`OE?\*/:H
M/[.J]U_7R.A_L("2YQ<,8Y?,*@ER49R23C=M[GHH/OZEW;W9O6CMHW$,TT<L
MCD)MRI7/.[/1<8VGG'(KGO[=U+_GZ/\`WRO^%']NZE_S]'_OE?\`"CVJ#^SJ
MO=?U\CJ!I0$-W'YW_'RA3.W[N6=O7G[_`.E0P6=PNI(`KI:P2R2C<%PY?=G!
M!)ZL>H'XUSO]NZE_S]'_`+Y7_"C^W=2_Y^C_`-\K_A1[5!_9U7NOZ^1UKV.]
MI3YF/,GCFZ=-NWC_`,=_6JNH:,;P3;9HQYI8D2P^8HRJKD#(^8;>#[GBN<_M
MW4O^?H_]\K_A1_;NI?\`/T?^^5_PH]J@_LZKW7]?(ZB72(I[9+>9RT8G>5@,
MC=NW<<'_`&OTJ(Z.[7<<[W3/@J9%;>`Y7H<!PN>!G(/([5SG]NZE_P`_1_[Y
M7_"C^W=2_P"?H_\`?*_X4>U0?V=5[K^OD=-_9DPM[>$7$8$!PK^4=X7C&#NX
M/')Z'TJS90O&9Y9!M>XD\PKG.WY0H'Y*#]2:Y#^W=2_Y^C_WRO\`A1_;NI?\
M_1_[Y7_"CVJ#^SJO=?U\CN:*X;^W=2_Y^C_WRO\`A1_;NI?\_1_[Y7_"CVJ#
M^SJO=?U\CN:*X;^W=2_Y^C_WRO\`A1_;NI?\_1_[Y7_"CVJ#^SJO=?U\CN:*
MX;^W=2_Y^C_WRO\`A1_;NI?\_1_[Y7_"CVJ#^SJO=?U\CN:*X;^W=2_Y^C_W
MRO\`A1_;NI?\_1_[Y7_"CVJ#^SJO=?U\CL([:2/SF64>;+*'+%<@*"!MQG^Z
M,?4DX[4@MG66ZF64>;,`J,4^X`.!UYY+'MUKD/[=U+_GZ/\`WRO^%']NZE_S
M]'_OE?\`"CVJ#^SJO=?U\CJ]/T\6+RE92Z/@*IZC&>ISR>>OL*O5PW]NZE_S
M]'_OE?\`"C^W=2_Y^C_WRO\`A1[5!_9U7NOZ^1W-%9V@W,MUIB2SOO<L03C'
M>M&M$[JYPS@X2<7T"BBBF0%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!
M1110`4444`%%%%`!1110`4444`%%%%`!5)M+LV=W,39<L3^\;`)()(&>#D`\
M5=K$N[V];4)H+=]A0LNS:#\GE;A)G']\A1VX/X`%Y=*L592(`=JE0"Q(YR"2
M"<$\GD\\GUIR:;:H8R$<F/=M+2,QPPP1R>1P.#QP/2L:ZU74?)A>%'4W0+0C
M:@Q@#:#N(^\23ZXZ#.:L74]P^G:C<-=-'&7,,6U0!'R$+$X]=QSV'Z`&E!86
MUMCRD93DG)=B22`.23SP`.>F.*5K"V:&.$Q_)&"J@,00""#SG)X)_G6%+<WZ
M270M[MBD*'8S;27(VJH/&!EM^<`=JDNM2O;7=&TCLIG9%F58PV`J_+\Q"_>)
M`ZG`]>:`-9]+LW0*T/R@L>&(Z]0>>0?3I2OIMH^_=&<.02`[``@@Y`!X.0#D
M8Z55O+FXETA%BV_;)66%@DA4*YQO`8<C`W<CTJG)-=63-`A:&;8)(XS.T_G.
M6(VAG&<``9P!C=GMR`:HTRS!!$1&%"_?;D!MPSSSSD\^I]32G3+,R.YA^9SN
M/S'`.03@9XR0"<=>]44N+Q]-BF6XS+=S+Y64&$0MGICD[,]?2JJZAJ$4:R&<
M2HR-EF1<(OFA5<X`_A+,>W':@#8?3K1Y1(T66#[_`+QP3G.2,X/(!&>E-;2[
M-S*6B)\T.&!=L?/][`S@9]JS$O[UFN&CE>:*UC>5<(-UP/X>WJKCCJ,&G6]Y
M>7&F_.Y!FN4CB?<H8IP7^X2.SXP>@&:`-*?3+.X+&6(DOU(=E)X`QP>F`..E
M2-9V[@AH\@H(\9/W0<@5@M<W]VL4:7KJ+P*PVJJM&C/D8.,Y\L-U[@=.<O%_
M>H)HXI6RJO"!(-QB?>$C)/4ELECGV_$`V#IEF9'<P_,YR?F.,Y!.!GC)`)QU
M[TPZ38F<S>2=Y)/WVP,D,<#.!D@$^OXFLXSW_P!I*_;F$7FNF0B9V*F6;IUW
M\#MCKFHCJ]T)+=2\AE6#=<QJBX4^66)`^]G.T=-O4=:`-6YTN":`QQJJ-EF!
M8%AEFW,2,CJ?<$=B*;;:-;0QQB0&5T<R%BQ^9B<Y(SS@],YQCUK+M[F>W6%?
MMQ>WV1QO<E@0A96=CTQ_<`)S][O4L5[J,K(WF;0LD4>PH/WFYCDMD9'[O:<#
M'-`&Q]BM\D^7R=_.X_Q?>_SVH-E;F2*380T0"J5<KP.@.#R/K67+J<\5S+(7
MRL+2>;!M'R1JI(<GKDD#'J&Z<4B7=_;6MQYTXF>/R59V0`1LV-YX[`$-^?X`
M&@FE621LBQ':RA<%V.`#D`<\8/3&,<>E2)8V\?W4/W@^2Q/(&`>365-J4L,A
MMTNC*SQQB&0HN9"[E=W`P=H`)/3FDANK^7;,+AGC\E[DQK&N2N[]V@X[@')_
M_70!IOIEF[R.T.6DZDL>.<\<_+R`>,<@&G_8;?S$DV'<BA0=[<@=,\\]3USU
MK$M=1O[I47SRB,2S3?NRP"J=X4*6&`2F,Y/)S4EA<SD7M[=7,BR0VR!X1MVJ
M?+W%@,9ZDCWP>N!@`TTTJR3R@(>(@%0%V(P#D`\\@'IGIVJ5K*V>T%H\0:`8
M^1LGH<C]16%%>3Z>&MI;R62</&S>;\QQM,DA''"X!4=ACUS3A?7\)2.[N0BR
M"(2S[%`A9E8L!QCLH&<\M^%`&R-.M0&`BQO+EL,1DO\`>/7O_P#JIQL;8VLE
ML8@89,[T)/.>M80>22PM7^TE#(TMZ\JH,E%!V\$8'WD/([5/'J=X+E!.0/*`
M\^,+@;/*W&3/4?.=H^A_``TI=+LY9&=XCEL9`=@/N[<X!QG!QGZ>@I9K%9[J
MWD<J8[?YHX]O1L$9SGT/2N>>[F6W6UN;CRG#('@QGS%*B1VSC/\`>`[<'\)[
M6\U..&.5G,Q!<&$`'=MCRW/7/F<#G&*`.EHKF'U6Y596741)&HC^9$7+,02R
MIQ@G[N`>3R.M='!*DT0>-PXR5+#U!P?U!H`DKS[4_P#D)W?_`%V?_P!"->@U
MQU]HFHRWUQ)';Y1Y693O7D$_6LJJ;6AZ.7SC"4N9V(-)E58;N$3K;S2J!'(Q
MP!@\C/;-6+8I;78N+V^2X^SQY4(^\[B>`,]<=:K_`-@:G_S[?^1%_P`:/[`U
M/_GV_P#(B_XUFN;L=\G1DV^=:^A:>XA?4;6^MIT#,"K^><'<!C+8Z9'>I6FM
M(IY6>429M&5H_/W#.X856/K5#^P-3_Y]O_(B_P"-']@:G_S[?^1%_P`:?O=B
M&J+M[Z^]$\JP7]OI\-N!"BF0R*7W&->"2?P!I8+U)Y+Q$E6V9T5+=V.`JJ?N
MY[9%0KH6K)G;`5W#!Q(HR/3K3?[`U/\`Y]O_`"(O^-+WNP_W-K<Z^_SN/OK@
MQ6,$!NA-<JY;S(WSM4_P[N]6GO(CK-\TDJR0&%PH\SAOE'`/O5+^P-3_`.?;
M_P`B+_C1_8&I_P#/M_Y$7_&CWNP?N+?&NO5=2_:75IYNF&/9"B>=N1Y<[<CC
M)XQFE26**=WDDB1#!(/W5UYA)P.F3P?2L_\`L#4_^?;_`,B+_C1_8&I_\^W_
M`)$7_&G>78EQHW^-??YM]_,?J<\,FG6R6\C2)N+-YLFZ16],>E95:7]@:G_S
M[?\`D1?\:/[`U/\`Y]O_`"(O^-2U)]#>G4HP5E-?>C-HK2_L#4_^?;_R(O\`
MC1_8&I_\^W_D1?\`&EROL7[>E_,OO1FT5I?V!J?_`#[?^1%_QH_L#4_^?;_R
M(O\`C1ROL'MZ7\R^]&;16E_8&I_\^W_D1?\`&C^P-3_Y]O\`R(O^-'*^P>WI
M?S+[T9M%:7]@:G_S[?\`D1?\:/[`U/\`Y]O_`"(O^-'*^P>WI?S+[T9M%:7]
M@:G_`,^W_D1?\:/[`U/_`)]O_(B_XT<K[![>E_,OO1FT5I?V!J?_`#[?^1%_
MQH_L#4_^?;_R(O\`C1ROL'MZ7\R^]&;16E_8&I_\^W_D1?\`&C^P-3_Y]O\`
MR(O^-'*^P>WI?S+[T9M%:7]@:G_S[?\`D1?\:/[`U/\`Y]O_`"(O^-'*^P>W
MI?S+[T9M%:7]@:G_`,^W_D1?\:/[`U/_`)]O_(B_XT<K[![>E_,OO1FT5I?V
M!J?_`#[?^1%_QH_L#4_^?;_R(O\`C1ROL'MZ7\R^]&;16E_8&I_\^W_D1?\`
M&C^P-3_Y]O\`R(O^-'*^P>WI?S+[T9M%:7]@:G_S[?\`D1?\:/[`U/\`Y]O_
M`"(O^-'*^P>WI?S+[T9M%:7]@:G_`,^W_D1?\:/[`U/_`)]O_(B_XT<K[![>
ME_,OO1FT5I?V!J?_`#[?^1%_QH_L#4_^?;_R(O\`C1ROL'MZ7\R^]'1>&?\`
MD#I_O-_.M:L[0K::TTU(9TV.&)(R#W]JT:Z8[(^?KM.K)KN%%%%48A1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`445@7EC?/<WLMM"$:0*`[L&+`%<JN"#@J#P<<G@\DT`;]%<T^D7Y6UA#+
MY05N1&/W#,Q.5&_C`P!][&/2I9+>XNM1N+F&V5G2<>7,7`PJ#E/7EMPZ8P:`
M.@HKE7@FM$,EW#%%;22KOM@%02#:V<_,0269<Y/S;?PHL-+OUD@E,81<"9<\
MLG)8IN+<9)(/RGCOP*`.H=UC0N[!5')).`*8ES!)((TGC9RH<*'!)7UQZ5DP
M:?.F@W%H(-CRY50Q4M@X&YL<%NIR.N,]:6PT^[MKF4JVP?O/F?YU8EAL(7.1
MM7@],_A0!K33101^9-(D:#C<[`#\S2"X@,WDB:,R[=VP,-V/7'I63J-CJ-P8
M6\T2.B2!6A'E!'.-K$%CD##<=\]*DB2XDO3-+I\D?DD^4`8P&)^7<2&SG';'
M`]3B@#7HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`IDD:R
MQM&XRK#!%/HH`AMK:*U0I"I`)RQ9BQ8^I)Y-2(BQH%10JCH`,`4ZB@`HHHH`
MR=;U=M,,2QQ!V?)RQX`%7=/NOMME%<;2F\?=].<4ZYM+>[4+<1+(%Y&>U2HB
MQHJ(H55&``.!4I.YM*5-TTDO>[E'4+FX@O+?R<-%L=Y4VY+*-HX]QG/OTJJ^
MNI!"C/)`QE>8HTLHC4HKXX..3@C`[\\UKF)&E64K\Z`J#Z`XS_(56.F6A146
M-HPK,RF.1D(W'+<@@X)[=.GI5&(W3KJ>ZENC(B"%)`(BK$D@JIY&!CKZ]\=N
M4^W3?9I+GR8A#@&(M*<ODX&0%.,]L9-6H[>.*625`P:3&[YR1P,=,X'X5"=.
MMCY@VR8DY($K@`YSE1GY3GG(Q0!6@U62;[.?LRQK(S*[2.RA2&VX&5Y/H#M/
MZX72;VXGB@2[C4/)")$=7W%P,`DC`P>1QSUJ=-,M8Q&%67$;%@#,Y!).[+9/
MS<\\YJ:*VAB\ORTQY2>6G)X7CC]!0!-1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`53=YEU6)/-S$\3GR]HZ@
MK@YZ]S5RJLMA!+=I=.9O-3[I6=U`Z<;0<=AGCF@"AIM[</?103M.S20O)(LL
M.P1NI0;4.!N'S'G+=!S4\KW?VJ[BBE9B(D>-0J@KEF!QGO@=^,U8CT^WCW%1
M(2Q!RTKL1@Y`!)X&1T'%-;3+9[B2=O/WR*5;_2),$8/&-V.Y^E`$.BWKWL!>
M616D`7*KC@8QN]\D$_Y-:50PVL,$DCQ)M:3&[!../0=NIZ>M34`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
-44`%%%%`!1110!__V3\_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>9
<FILENAME>masterintinctrstx5x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx5x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@!
M^@(9`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`[VBBBL"@HHJ-IHT8JS8(]J3DH[L:3>Q)13$E1SA6!-/H33U0
MFK;A1113`**0D*"3P!3(YDD8A<YI.23LV.SW)****8@HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"JP4->.&`(QW_"K-56C$EVRMG&.U8UOL^I<.H7*HNTH
M`'SVJ624JP1%W.>U"6\:'(R3[U%,-L^YBRJ1U':HDI03EM>Q2L]!XF=7"RJ!
MGH12RSF.4+@;<9]ZB(C=@OFNQ/Z4^09O(_I_C2YI6T?5!97&RO*T!+*%&>?I
M3X&=4!<*$"\$4ZY_U#?A_.DVE[0*.I44^5J;UOH%TXB"65^8XQM]^]/BE\S(
M(PPZBHXIT6,*QVE>,8HAR\SR@84\#WIQF[JSO?<36^@BW+LN%0%O:G23,DH0
M+G(Z=Z2S'R,?>AO^/U/I_C4ISY$[[V&TN9JP>>Z-B1,9Z8H,\B,/,0!31<?Z
MZ'Z_UHO/]6OUHDY)2UV!).VFY+(7`'EJ"?>HQ,ZN%E4#=T(ILY_?*KDB,BF2
M",21B/IGGGBG.HTVT]@C%6U)I)F28(%R"/QI!,ZR!94`STQ2-_Q^I]/\:+G_
M`%D7U_PH<I:ROLP26BL/EEV,$5=SGM0CR[PKQ\'N*8Y\JY\QA\K#&?2I!.C.
M%4DD^@JE*\G=VUV%;31#3,[.5B4''4FEBE+,4==K"H%`1V5W=.>,'K4D*HTN
MY7=B.YJ(3DVM1N*2+%%%%=1D%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!2;1NW8&?7%+10`4$`C!&:**`$"JOW5`^@HV@G)
M`R.^*6BBR"XA`(P0"/>E``&`,"BB@!"JDY*@GW%+1118!%4+]T`?04;1NW8&
M?7%([K&,L<"G4M-AZB%02"0"1TXH90WW@#]12T4[(0A`88(!'O1L7CY1QTXZ
M4I(`R3@4@((R""/:E9`&T;MV!GUQ05!QD`XZ9%+13L@`@$8-(%5?N@#Z"EHH
ML`A4-]X`_44``#```]J6BBW4`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"H#+(SLL2@[>I-3U5?R6<G<R,.]956TE9
MEP1-O?RF9EVD5&)I63<L8..II$=F@ER=P'0^M26W^H7\?YUFFYM)/H-I);"Q
M2>:FX#GTIA><#/EKCTSS4<)86TA7KFA!#Y89B2_U.<TO:.26NMA\J39*9\VY
MD4<CL:02S.H9(QCW[U$G_'F_^]_A4D4Z+$`QP0.F*2FY-<SMH#C;9$D<P>,L
M1C;U%1K+,XW+&"OUYI(.DDA!VMVIA,04M%(RGTIN<N5-L.578^Z),*DC!STI
M7GD7YC'A/UIDY9K="W4FIKG_`%#?A_.AW;E)/H@[)BO,J1ANN>@IAEF4;FC&
MWZ\TQU/E0N!D+U%2-<1[#@Y)[8IN;;=W8.7LKA*Y>W+)R#USVIML9-BC`V<\
M]Z(T9;5@1R03BEMI%\M4S\W/%"=YQ<G;0'\+2)Z***Z3(****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"D
M*JWWE!^HI::\B(5#NJECA03C)]J+7`7`QC`QZ4``#```]J6BBP"*H7[H`^@H
M"J#D*,_2EHHL@N1R1[HF1`!FE6,!%#`$@>E/I@FB;9MD0[\[<,/FQUQZU/(K
MW'=VL/INQ2<[1GUQ3J*JR8A&4-]X`_44$`C!`(]Z'=8U+.P51U).`*4G`R>E
M%@```8`P*0(H.0HSZXI>O2D)`&2<#WHL@%I`J@Y"@'UQ2TA=595+`,W0$\FB
MP"T444`%%)D9QGGTI:`"BBB@`HHICS11X\R1$W'`W,!DT`/HI-Z[PFX;B,[<
M\X]:7KTH`****`"BBB@`HHHH`***;O3S/+W+OQNVYYQZXH`=1110`4444`%%
M%%`!113'ECC95>1%9SA0S`%C[4`/HIDLT4"AII$C4G&78`9I(;B&?/DS1R8Z
M[&!Q^5,"2BH7N[>)F$DT:%2`=S`8)Y%"7=LZ,Z7$3*OWB'!`^M`$U%(K*ZAE
M(96&00<@BHUNH&"$3)ASA<MC=VXH`EHIB2QR,RI(K,OW@#DCZT^D`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`5SNKW4,U[*K2E&MD'DX
M4G,F<]OH!715'!!';JRQ+M#,6/.<D]333L!G27LUR=/^RRB(7(?<2H;&!_0Y
MJ(WMX+8()E\U;T6YDV#YA[C\>U:4=C;1NCI'@HS,OS'@MUH^PV__`#S_`.6O
MG?>/W_6G=",R>\N[:"_C:</);F,K)L`X8C(QTJS=WK07\B-+LA6U,GW0<-NP
M#_\`6JVUG`YF+1@F<`29)^8#I44>EV46[9`!N0H<DG(//<T70%6VNKI-1A@F
M,K),K$>;&JD$#/&T_P`ZK::S>5I*+M&Y9N2H)'T)Z5K1Z?;12I*D9WIG:Q=C
MC/U-"Z?:JD2+'@1!E3YCP&Z]Z+H"E;RW1N)I?M3S6L"G.8U'F,!T&!VIEG?7
M<DEO(?-D28_.GD$*@/0AL<U>M]-M;9U>%&4KT'F,1^1.*=%86L,HECB"L.1R
M<#Z#H*+H#'O)KFZT*6[>=1&YQY.T<#=CKUS6OJ@+:7=!6*GRF.0/;I39-*LI
M"Y>`'><D!B!GUQGK5MU5T9&&588(]11<#)BDN(K:PMDGPUPN?,91\@"@X`Z$
M_6H-1EG?3K^WEEWFW*?.%`W@]C[_`$K4&G6BVWV<0CRPVX#<<@^H/44Y;*V2
MW:W6(>4_WAD\_4]:+H"K<R3QM';1W,SS[2S%(D)(SP3G`'IQ5>&X>ZGTB:3&
M]C*#CV!']*T/[-M-L8$6/+!"_,<X)S@G/(^M.BL;:+R?+CV^1N\OD_+GK1=`
M0ZK//"EL+=@KR3JAR,C!!JI/=72W+6HGDW0H"7CM]^]CZ@9P*U9H(Y_+\Q=W
MEN'7G&".],N+*WN6#2QY8#&X$@X]..U"8&7;&XN-8AE=WA<VVYD*#H&`*\]C
MU]:?+?7"Z9J$PEQ)#.R(<#@!@`*T&L;9WA<Q#=#]P@D8_*HYM*LIY'DD@!9_
MO')&?UHN@(4DNYM7N(4F5((=C$;`2<CI^-5;6\O?(L;F6X61)Y/*:/8!U)YR
M/I6PD$:323*N))<;SGKCI4:V-NL,,2QX2%MZ#<>#SS^IHN!#JTCI:HB,4\Z1
M8RX_A!/)J*_LE6W'E&..)(GC(?HH..1[\5>N8([F!H91E6';J/>D6W#0QI.Q
MF*$'<>,D="12N,I65R/M3><D@ED8)N.,+@9"?7')]S3[0?9]4GM8_P#4M&)0
MO9"3@C\>M6OLL/VC[1L_>^N3Z8SCIG%-MK40-)(SF264Y=S^@^E.XB&YEGDU
M!+.&7R1Y7F%]H)/.,#-1O)=-=Q60N`C>49&E"#+<XP`>*N7%I!=;?.3<5Z$$
M@C\13)-/M9(DC:$;8_NX)!'XCFBXS/:^NFMXE615E%Y]G9PN0PP><?YZ4UIM
M047J?:U)LP'W>4,N"N<'TK4^QV_EQ1B(!(F#H`2,$=_UI3:0$SDIS<#$G)^8
M8Q^'%%T(H?:;JYOXHHYQ`DEJLI`4$Y)[9J)+^>9!"LLGVA&=6\F-3O`.-WS<
M`5<?2X)+I97YC6$1*@R",'KG.?:I#IUJ4C41;1&,+M8J0/J*+H#.&H7;V<6U
M@LWVOR"64<CGJ/RZ5)*UU%?/'&8Y;A;0$,4"DMO]?Z9Q5Y-/M4556+"K+YH&
MX\-Z_P#UJ=+9P32-))&&9D\LY)^[G./SHN@,X7\T=LR^:S3F1(SYL84Q[NY`
MZBGSW%U9RF)Y_.WPNZML`*%1GMVJXEA:I%)$(@4D^^&);/XFB.PM8E<)%_K%
MVL2Q)(],GFBZ`HVES>+/8>?.LJ7<9)78!M(7.<U<U"<QK'''(ZRR-A1&@9FP
M.>O%2BT@!@(3FW&(^3\HQC\>*6XMHKD*)4W;3E2"00?J*5P,V.[O9;"39EI8
MYS&Q"@/M')('3/-7=/F\^W),K2,K%6+)L(/H1ZT?V=:>4T7D_(S^9]XYW>H.
M>*F@@BMH_+A3:N<^N3]:;L,S7N;J5;R>.=8EMG91&4!W;1U)Z\^U,7S;K6K>
M7<J@VRRA63.!D9'7K[UH3:?:SR^;)"&<]>2`?J.A_&I?(C^T"?;^]";-V?X<
MYQBBXA+D`PE1Y>\\1B3H6QQ6;ITJV,%W'.@$L!#2.ISYA(R.WX8K2N+:&ZC\
MN>,.N<X/:JXTV!!$D($<2/O9<9+D=,DTD,2&!H[(^9Y?VF8E_P!YTWD<#\.G
MX51AA0:??6MQ"AFA!=WSD,Q4D'I^E:]Q;0W4?ESQAUSG![4R&RMH('ABB"QN
M"&&3DY]^M.XBH)&&D6<$1Q+/$B*?0;1D_@*;J-M#"VGF.-0RW$<8;'.T9XJY
M#9K%<"0'Y4C$<:8^X!UY[YX_*I9H(Y_+\Q=WEN'7G&".]%P*&GQ)#JNH)$@1
M0(N`/8UIU&D$:323*N))<;SGKCI4E)C"BBBD`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!111TH`****`"BBB@`HHR,XSSZ44`%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`50DD<2.`[8R>]7ZC,$1))7D^YK&M3E-+E9<)*
M.X6Y)A4DDGGK]:Y'5=,LHFUUH[6)3%;Q-&0OW2=V2/K78JH10JC`%1O;02>9
MYD$;>:`LFY`=X'0'UZFM87C%)DO5F!=ZG?V4MS;-*9B)80LJHH*!]V>"0.JX
M&?6K+W-Y+X6O99F$<Z12X<;22!G!^4D`X'8\&M9K>!S(7AC8R@!\J#O`Z`^O
M4TH@A$!@$48A*[3'M&W'ICTJKB.8BO;G3K2:V6XC4Q);&(+&%^^YW8!SGCK^
M?%2_VKJ$,[R-()XS/=1K#L`P(PS+R.<_+BM^2SM965I+:%RH`4M&#@`YP/Q`
MIPMH%8,L$896+@A!D,>I^IR<FG<#`TJ:2;7[=Y;U+IGT\OE5`VY=>..WIWK5
MFO;U)75-)GD4'`<2Q@,/7ELU9AL[6!]\-M#&_(W(@!Y.3T]ZFI7`HW-XT6E/
M<SH]HX&,':[*<X'0X/;OWK!CN[NXU>SBGNY$\FY9-S*@9@8MV&QE?4<>OK75
M.BR(4=0RL,%6&0:A%A9JH46D``8,`(Q]X=#]10F!D>(([E]7TQ[-L3Q)-(JG
MH^-F5/U'%937*WFCFV"3[;Z]F=UCC+.J!BQX'/7:/QKLFBC:19&12Z`A6(Y7
M/7!_`4Q+:".0R1PQHYSEE4`\G)Y]S3N!S#:G)#:6>K;&,TL#6DJ;2#YPSMSZ
M?,&'XUT>G6HL=/@M@<^6@!/J>Y_.I#;0$$&",@OYA&P<M_>^OO4M)L`HHHI`
M%%`(.<'IUHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBD)`(!(!/
M3WH`6BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*Y>..6.SN;NSM/)GADNG:X"K^
M]P9`%X.3@[>HQ\OTKJ*:B*B[44*,DX`QR3D_K3N!BZK--*\L*3E4`M'4IC(+
M3$$]#V`]N/K3C<W,,\\ANI)$ANXK?RV5`"&$8))`SG+D_P!*TDL+.-)$CM(%
M208=5C`##T/'/4_G4BV\"IL6&,+D-@*,9&,'\,#\A1<#GY-5NMRK!+<!;E4D
MBDF6+[IEC7*A><$/_$,U9%Q=P33;[IY4@NHK<*RH-X?9DM@#D;^,8Z5II86<
M;LZ6D"LQRQ$8!)R#D_B`?PJ4PQ'=F-#N8,?E'+#&#]1@?D*=P,94NUU34I;,
M[C),L3!CPG[I"'`]LG([Y'I5**\DT_3'%N]T_P!D,SN!Y97;YK@;R_)SM/W>
M?TKIU159F50"QRQ`ZG&.?P`J&2PLYMOFVD#[<XW1@XSR?S[T7`Q]2FN19:G%
M/<2J[6\TD.P)L**>QQD'!4'/KQ[6$N;X:DT*B>6*&1(F9O*"L"JDL>C9^;L,
M<5I+:6R/*Z6\2M+Q(P0`O]?6D6RM4>-UMH5:(;8V$8!0>@]!2N!D+)<3>'+6
MXN9S++-);.?E"A<R)P,#_/Z4Z.XO&>-VNG*SW<]L$"+A%7S,$<9R-@ZY'M6S
MY,0B6+RT\M<;4VC`QTP/;`H$,0QB-!M8N/E'#'.3]>3^9HN!SMM=7\6F6,5L
M)YG%DDP;,0#$CA6+$?*/4<\CGUM?:+QK*6<W;*7O?(0*B_(OG[.XY..Y_P#U
MZ9L+,HB&T@*HV]5\L85O4>A]ZE\F+;M\M-N[?C:,;LYS]<\_6G<##:]O+6XD
MS/)<B.X:`1E5&\"$R`\`?-G`[#';O2P7FH,8D?STCN=O[^3R?D)_NA2>#T&0
M>2.M;?DQ;MWEINW;\[1G=C&?KCCZ5$MC9HLJK:P*LW^L`C&'^OK2N!AF?[%=
MSO+.9%6\;S)612P`M<YX'7CL!WH,]W/J%O:22W<313HV^01;\-'+UV@KCY?3
MO]*WH[.VB4+';PHH.0%0``XQ_+CZ4Q=.L4B:);*W6-L901*`<<CC%.X%*RN[
MV>_8M%*(#+)&=WEA%"D@$<[\G'.1WXXJM:/<23"WBNI(%9[N0[%4Y*S`#[P/
M]XUM"W@6X-P(8Q,PP9`HW$>F>M.6&)6W+&@;GD*,\G)_,\FE<#,T^[GU$1SM
M,;=5CB?RE"D/O4'DD9QDX&,<@]:J2ZA>BUMG28A[M(Y#E%Q`3)&I4<>CMUR>
M*VS9VQ:)C;PEH1B([!E![>GX4+:VZERMO$#(P9R$'S$'()]31<#):>\@DG)O
M'D6VNHH0K(G[P/LR6P!R-YQC'09S4VE7=[<SAYH94AD1F_>&/"L"`%7:2>F<
MY[CMTK3,,1W9C0[F#-E1R1C!/N,#\A38[:".9YHX8TED^^ZJ`S?4]Z+@8/V>
M&RFOY+*&&WE%[#"CI$N45A$"!Q_M'\ZN27=S"ETAF+-%=01(SA02K>7N[`<Y
M;^G2M0PQ'=F-#N8,?E'+#&#]1@?D*9+:6TTRS2V\4DJ8VNR`L,'(P?K1<#%O
M'NFMVAGN9UF:6%E*A"NWS5&Y"!G'/1OU%:<Q8W]I:,[E#&\K-G!<J4`SC_>S
M^%2K8V:+*J6L"K-_K`(P`_U]:<]M&PB"CR_*(*%.-O;'TQQB@#F[9WM=$TN&
M1F:.X>V>)B<D-O0LG\R/Q'85H"W)N)K)YA%;6D?FQD'!7=N"Y[87#8_#TK7\
MF+RTC\I-B8VKM&%QTP.V*7RTW,VQ=S`!CCD@9P#^9_.BX'.WT"06IM#8VJRO
M+`?W?"3#S4'S<<9)]_QK7MK&$6303:?9Q([9:&(!D/3DY49/`[=JD73K%87A
M6RMQ%(0701+M8CID8YJ2WM;>T0I;010J3DK&@4$^O%%P.=A==-T#2I[6VB\Q
MHS(P$8R["!VZ]<Y'7K5O4WGM&L95EDOI!.S*I"@C,4G3:!QW[GZULB&)5C41
MH!']P!1\O&./3CBF0V=K!_J;:&/YM_R(!\V,9X[XXHN!EK>WCW:+;^;/$AB'
MF#RA'(K8)<\[NA.,#J.]6-':YGTVSN;FZ9Y)561AM4`Y7[O3\?J/3BKAM+8R
M1R&WBWQ9\MM@RF>N#VIXAB`C`B0"+_5@*/DXQQZ<$B@#`L;;SI)&AL-DXO9&
M-YA!E1,21D'<>!MQC'X5#I@N5-M<6P,DD>FVX,1;`<$OG\<@'/L1WKID14!"
M*%!))`&.2<D_G21PQ18\N-$PH4;5`^4=!]!DT[@85HDED;N0S,\JW\:N23A_
M,6(,,>F6R/3`[5T%0M:Q-,LA&"K;\#@%L8W'U../\BIJ0!1112`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*SI=9
MMXI7C9)248J<`=OQK1KG;K3+R2ZF=(<JSL0=PZ9^M1-R6QE4<DO=-VVG6Y@6
M9`0K9P&Z]<5G6>K3SPO=S6D<-DGF%I?.+,`A()V[?;UJYIL+P6,<<J[77.1G
M/<UGVGA^&+3KB)XXENYUE1IT&3AR<?H1^57';4N-VE<NRZM8P[O,GQMV9^1N
M-^=O;O@TW^V=/\J*7[2-LI(7Y3GCKD8R,=\]*S8]%OVF\R>2WSYELV$+=(B2
M>W4YJ2'2+VVO3=026Y=I)LJ^<;'<,#TZC'3]:K0HEM->66"&>XA,,,L*R!P2
M_P`Q)^0`#).!FK5_J4=I:07(`:*66--Q.,*QQFJ8TF=?#]K8E8))H0,DNR@$
M9Y5AR#[XJ:[T^[FTNT@\])+F&2)VDD!PQ4@D\4:`3?VS8>1YWV@;-Y3&UMVX
M#)&W&>G/3I2/K6G1R!&NER0C`@$C#?=.<8P:S9="NYKAKUY8Q<M*6,<<KHFT
MH%QN7!S\H/2E;0)A97]O$84%Q;10QC<V%*[LYSDXY]Z-`+M]KEK;0731,)IK
M9"S1C(!QU&[&*>=;TX)N-R,>8(ONMG<02!C'<#CUJE+I-\=,O-.C>W,$@D,;
ML6#99MV&X[9//.?:I+C2)Y=9%XK1"/S87P2<X19`>W^V/UHT`M0ZUITYQ'<@
MG:S8VD'`Z]NH].M-;7=-2#SGN=B;_+.Y&!#8)`((R.`:H2Z)>D`P7$44BW-Q
M,KC)($@8+VZ\C--AT&Z^W)<2M$5$T,A5IGD/R+(#RPR>7&*-`-*PU:&[<QGY
M)#+)&BC)+!#C<>./Q]:T*Q-.T:XL=5EO%DC(N)93*I)^X6W)CC@CN/<UMTF`
M4444@"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`*S;?4YI9D\RV1(99I(4992S90MR5VC@[#T)[
M5I5A0Z//'*[)#:02F6207<9)D(9B0"-H[$#J>E-`:/\`:MGY3R-(Z!"H8/$Z
ML-QPO!&<$\9I\=_!)*(T,A;&>8F`'&<$D8!QV/-9D6D71EDDD*+N:W.#</*?
MW<A8\L.,@\`<5H007$$TD:B)K=W:3>7.\%N<8QCJ>N>G&*-`&VVJ03Q6S,)$
M:>-9%!C8J-PR!NQC/MFGOJ5HB0N9"PF3?'L1F+CCH`,]QQ]?0UEQZ->HEI&T
MJLL!@.X3N`H3;N4(!M;.UCD\\X[4^WLY9HKF18O,1I-L"3EX2J9)R#C<IW,0
M..BCZT]`-.:\5(8FC0N\[;8D;*Y."><CC@$GCM33>-;PAKV$QMG&(0TPQZY"
MY`^H%1M:3FVMBTBO<V[^8I8G!.&7!.,]&(SCWQVJ*[MM0NUC+B)0-P:*.YD0
M<XPV]0"<8/&`.?:D!9_M.T\XQ"4DA@I81L5!(!&6Q@9R,9/>HH]5B>\BMMC%
MI!(0R*S*-C[<$X__`%?B,Y^GZ??):W%A(L?E,41Y2[!L"*-25&.>0><C!JU%
MIMS!+&\;Q[@+A2<GY1))O!'')&!QQ]:>@%AM5@\O=&'9A)'&4=&C8;V"@X8`
MXY//L:DFN9S.T5K`DICQYA>0H!GL,`Y/Y=16;%I%T99))"B[FMS@W#RG]W(6
M/+#C(/`'%6[NRD=YO+M[6XBN"IDCG.`&`QN^Z<\`<<=.M+0"S)?013+%(S!S
M@'"$JI/0%@,#\32'4+41QR&7Y9(_,7Y3DKQVQU^8<=>:H1:5<P6K68D22*=4
M$LK,0X(14.!@YR%]1@GO2R:.\B72-(-K2*T(5BNT!_,P2.1EB1QT`'I1H!<_
MM.TS"OF-NF)")Y;;B00#D8R,9&<TR/6+&2%YEF;RTC,I8QL`4'4C(^;'&<9Z
MU%9Z:\%U!.55-J2AU\YY3N8I@[FY/">U5WT:X.G6]NLD8>*PDMB<G&Y@F"..
MGRFC0"\FJV;2B/?(')"X:)UP2<#.1QD\#/7MFG-J=HGG%I2!"K,S%&P0OWL'
M&&QWQFH+O3I9[F:570"3[/@'/_+.0N?T/%4SH4OV::W7M$Z0RM=2MRP(&4/`
MZ]L_A1H!>N-7MX;?S@LS@2I$5\IPPW$#.,9QSZ<]!3[B_P#)F("[D1%+<')9
MV"HH]R<YSTX]:AO=/FFN)YHC'EA;E%8D9,<A<@G!QG(&>:<EG+<:>?/`BN99
M%G8?>"."&4'UQM4'UQ1H`]K]K50VHQI!O8)'Y3M+O."<8V@YX/&*E%_;&4Q^
M800"264A>.HW$8R.XSD5`\%Y<S6LEPD$8@F\S:DA?(V.O4J.[#CVZU4?0O,:
M>)^8I#*RR&XD)4R;LXC^[QO//Z<T`6'UJ$7D<"`X9=Q,BLF/G1!@%>0=YP>G
M'XTO]KH=.O;M(9,VOF95E*AMA(X)&.<=LXJ"ZT^^O;N*:;[-&(U50J.S9Q+&
MY.<#LAX_7TE?3YVTO4+(>6//\TQ.6/\`&6/S#'&"W;-/0"9+Z6.1H[Z**$A-
MX,4AD&,@?W0<Y/`QS3WU.U2))&:3$C[%41.7W8)QMQD'`)Z51CTA\.R6UK9'
M*,([=B5=D<,"WRC'3'3N:GCL)_M,=R[(KFY,\J*Q(`\KRP`<#/8]!2T`=?:O
M;VMB]PA,C")I%4(QZ`_>P/EY&.<5+<ZA':S!9AMC\B2=GZ[0I7/'?[WZ5G-I
M-W';WD<)A9KM)(V+NP"`O(RD8'/^LYZ=*M:GITUWN,3HI-I+`"2>&?;@_3Y3
M1H!8&HVQB:3<X"G:5,3!\]L+C)_`5!#K-N_GLY95CF\M<(Q8X56)(QD8W8.>
MF.:;<Z?,^I_;HC&601E$9B`2!(#DX..)/?I55M'NGGENI?+:5Y'/EQW$D2A6
M6,<LHR2/+],'/:C0#62\MY'5$DW,S,H`!ZCD_ATYZ<CU%3UFVFGRVUX)QY8!
M7RF0$G$:CY""1DGCG/KU.!G2H`****0!1110`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`445
MQ.H7UXFH7*K=3JJRL`!(0`,FMJ-%U6TF8UJRI)-H[:BJ&A2/+I$#RNSN=V68
MY)^8U@Z;"\&EW=]%80)-&EPT=V&S(6#-CY<?AU/2HE'E;78TC+FBI=SK:*YF
M35KN29DM[I<;K10P56QYA.[\^*6#4[V6X2TEODA\MIPT[(O[WRW"@8Z#@Y./
MTJ;%'2@@C(.117*644L&@V-]:OMG:%(3@J&*`LQV[N"WU[9J_JMPMQX72X60
MNKF!MY7;G]XG..U%@-RBN<\2W\MM+#-9SX9+>=@5((R-F,CIWJ.[U6\MYVA3
M4(I4+0-YX1<('<@J>V,#/K[T6`Z>BN6EU>_CN&LDF,P$[(+F-(\D!`VWYB%S
MDG\!5W2+O4;S46%Q,B1QV\3O$JJP+,&Z,.W&>_:BP&Y17-7^J7<%[J12\0+:
M/%Y=L47,@95R,]>23CWJ(Z[J2K=7"Q[D03C8VP+'LSM(PVX].<CO3L!U5%<N
M=0U5TABCF\LRW4<:S2+&Q*LC$@A21P0".G:M36+J6T6T07*V\<LFR6Y91A!M
M)[\#)`'/K2L!J45REKJNI3W#>7=+*D23RD+$/WH1P%`],]/_`*_-.EUB\AMF
M87L<^Z&*<RJB@1;I%!7Z$$XSSP:=@.IHKFKC5;E]::VBODBMS<",/M4@#R=V
M,GON_7\JO6FI.="N+JZF!,#2IYZ)G<%)`8#IVI6`UZ*YB/6;RVCDGN96:"UG
MV2^8B!BK(",[<C(8CIZTD>IZLMS'`_S2QB$N"(U5]_+9)(/&<#`ZCG-.P'44
M5S,-_?/9(\E])YL\L@B6*&/(5&(.2V!Z?A[U3G\07K:?+<&]CM9EMXWBB\M3
MYQ899AGGCD<=,<T6`[*BL"#4[Z;6FB"D0K<-"R-L`"A<AA\VXMWZ8P:WZ0!1
M112`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`JA)HNGRRO
M(]OEW)9CO;DG\:OT5492CL[$RC&7Q*Y';V\5K`L,*[8US@9)[Y[TL<4<4?EQ
MQJB<G:HP.3D\?6GURWV8#2=3N?L-H&`NRMR#^^SN<?W>/3[W2C?5C2MHCH4L
M;1/N6L"\@\1@<@Y!_`DXIS6=JP`:VA(#F0`H/O'JWU]ZR1=W\MS)L6>.-93"
M3^YV*O\`>Y.[=WZ8QV[TD5[/<M:/*4RUSY>S9T`B<[AD9&[@_3`]:5AFL;2U
MDME@-O"UN!Q'L!3'TZ4^6WAF@,$L,<D1`!C905XZ<5S3//;^%H<7+RK-8,-F
M%'E8BSD$#/7@YSR1TK3@N[V74R/)E$`F:)MQC"``'!'.XL2![8/XT6`GGT6P
MFM)+9;:*!9%*[H8U4C.,XX]A^5/GTRUFC5!$L:B99B(U`W,ISSQS69&UQ)KE
MS:PW+P(\LCL452?EC@QC<#_>-6-,N[C48XIY)S#MCB8QHJXD+*"2<@G&20,$
M=#UI@:'V*U^S_9_LT/DYSY?EC;GZ=*D2&*-V>.-%9@`2J@$@=!^&:PI]0NXM
M+6\%PQ>XMGE\O:I\@A-V1QD@'@YSR1TJ2>>\M;R1/MDDJ1&W.&1!N$DA0@X'
M8#(QCKSFE8#133;5;V:[:,22RN'RZ@["%"_+QQP*F%M`LS3"&,2N,,X4;B/<
MUF:;>7UQ<1R20SB&7=N#F+;'C.`NT[L\8.?TJE;PO#8WU[#8V@FC:Z:.Y',V
MX.^.-OX=>E.P&^EG:QJJI;0J%?>H5`,-ZCWY/-)>6OVN()YTL.#G=$0#^H(-
M9U]>W`N'CAGV*5MMK*%)!>4JQY]1BB&XN9;UM/-Q(OELX^T!4WMA8V`^[M_Y
M:'M_#2`O65A;6:#R5W.-V96Y<Y.6R?<U(MK;HDB);Q*LARZA``WU]:Q-'FG"
M0NUR3;-+(`8@N&<S2?>R"<'Y<8/KFKD]S*)+R52089X[9/10VPE\>OS]_P"[
M]:`)Y-(LI)87\B-!$2=BHH5\J5^88YX-6UBC6'REC01`;=@48QZ8K'O))K.^
MAQ</.RV\H+N%^7+Q#)``'`)/3I3YI+U&DMX[F200LK/*!&)"I5B5&1MR"%/3
MH?6@#16QM$B:)+6!8WQN01@`XZ9'X#\J=)!!)*DDD4;2+]QF4$CZ&LH7]Y->
MG[.DSPQR1ID>6(V5@I+')W9PQQCC@>]0F>:2;1KJ29I7G9I?LV%!4^2_"].F
M<?,>I'2BP&T;.V,:QFWA**VY5*#`.<Y`]<FJMQH]O<%5+RI`H`^SQD+&0.V,
M9`]@152\O[]IV2WM;E&CA$H3,."26&');I\H^Z<\TS[=>Q`7)E:8/<SPB#:H
M&$$A7!QG/R`=<<_C3`V?(@^T";RH_/QC?M&['UZU+6*L+2:K:B:[>?S;65AC
M"[<M']TJ`<>F<GWK2L)7ELT:0[F!*EO[V"1G\<9I`6****0!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`444
M4`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!3/)B\IHO+3RVSN7:,'/7
M(]\FGT4`026-I+*99;6%Y"NPLT8)*^F?2GF"$R"0Q(7&/F*C/&<<_P#`C^9]
M:DHI@5X["SB#B.T@02+M?;&!N'H?44_[-!]H^T>3'Y^-OF;1NQZ9ZXJ6B@!@
MAB$AD$:!SG+!1GG&>?P'Y"F&SM2T3&VA+0C$9V#*#V]/PJ:B@"$6=J&E86T(
M:88E.P9?_>]?QI[0Q.Q9HT8G&25!S@Y'Y'D4^B@")+6WCG>=((EF?[T@0!F^
MIZFGHBHNU%"C).`,<DY/ZTZB@"O%8VD.?*M8(]Q!.V,#)!R#^!YITMI;3JRS
M6\4BLVXAT!!;&,_7`J:B@"!;.U61)%MH1(F=K",97/7![=32M;1M,TA'WUV.
MO57'N/SJ:B@"&*TMH$"0V\4:J"H"(``#R1^--^P67V<6_P!D@\D'<(_+&T'U
MQC%6**`(GM;=YDF>")I8^$<H"R_0]J1+.U28S);0K*3N+A`&)Z9S^)J:B@"*
M:UM[@H9X(I2ARA=`VT^HSTIPAB&,1H-K%Q\HX8YR?KR?S-/HH`K"PMDWF&&.
M!WSN>)`K<]><=\5/'&D4:QQJ%1`%51T`%.HH`****0!1110`4444`%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`
M4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110`444CG"$[@N!U/:@!:*YJ#59IH[!DU$2,
MUT\<BQA"9%#D#C'IM)P1\IS3]6U=EN46QU&(;HA(R$H!L]5+=6QDC/''-.P'
M1452T>>:ZTR&:<-O;=RV,D;B%)QQR,'CCFKM`!1112`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`*BFF\K;\N<^]2U5O?X/QK*M)Q@VBH).5F'VS_
M`*9_K1]L_P"F?ZU6HKA^L5.YT>SCV+T,WF[OEQCWJ6JME_'^%6J[J,G*";.>
M:2E9!1116I(4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`55O?X/QJU
M56]_@_&L<1_#9=/XD5J***\LZBS9?Q_A5JJME_'^%6J]3#_PT<M3XF%5-4N)
MK33+FX@"&2&-I`'SC@9[5;K'U/5M/CEDL[RV:<+C<I164\`CJ:Z80E-VBC*4
MXP5Y,M?:Y1JD4#",0O;M+GG<""H^F/FK(N]>O[:6Y5H8_P!P7;B)FR@)V#*L
M>6P?F.,$<CD4IU70R03IH)5=@/D)PN,8Z],$\4XZSHQ;<;`EM_F9\E,[O[W7
MK[UI["I_*9?6*?\`,="#D`XQGUI:9!*L\$<R@A9%#`'K@C-/K'8V6H4444AA
M1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`444
M4`%%%%`!1110`4444`%%%%`!56]_@_&K55;W^#\:QQ'\-ET_B16HHHKRSJ+-
ME_'^%6JJV7\?X5:KU,/_``T<M3XF%<5XA_Y#5Q_P'_T$5VM<5XA_Y#5Q_P`!
M_P#017I8/^(_0X,;_#7J9M%%%>H>4=]IO_(-M?\`KBG\A5FJVF_\@VU_ZXI_
M(59KP9_$SWX?"@HHHJ2@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`***
M*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`*QM4OKJVU>TBB?]W(4'EC9S\WSE@?FP%P1M[YS6NYVH
MS#J!FJOVN3T7\JSG5C3?O%1@Y;&/?ZU<_;Y!;R&.U%OO5C'@.-R$NK,-OW6(
M&3C/7J*W-/EFFT^VEN%V3/$K.N,88CFH_M<GHOY4^&X=Y0I"X/I4K$0DTD-T
MY+4LT445L0%%%48-4BN+J6".*7<@?!(&'V':V.>QXYQ3`O45FQZS&RJSVES&
MIF\@E@I"MD#G#'N<<9Z&M*@`JK>_P?C5JJM[_!^-88C^&RZ?Q(K4445Y9U%F
MR_C_``JU56R_C_"K5>IA_P"&CEJ?$PKBO$/_`"&KC_@/_H(KM:XKQ#_R&KC_
M`(#_`.@BO2P?\1^AP8W^&O4S:***]0\H[[3?^0;:_P#7%/Y"K-5M-_Y!MK_U
MQ3^0JS7@S^)GOP^%!1114E!1110`4444`%%%%`!1110`4444`%%%%`!1155[
MT)J$5F;>;,@)64;=G`R>^?0=.XI@6J*H+JL,B7+01R3?9W\M@FTDD=<<\8]\
M5;@F2XMXYH\[)%#KD8.",T`24444@"BBB@`HHHH`****`"BH8+NVN6=;>XBF
M,9PXC<-M^N.G0TT:A9&5(A=VYDD^X@D&6Y(X&>>01^!I@6****0!1110`444
M4`%%%%`!1110`4444`%%%%`!1110`4444`-E_P!4_P#NFLZM&7_5/_NFLZN'
M%_$C>ELPJ2V_UZ_C_*HZDMO]>OX_RKFI_&O4TE\++]%%%>N<A6O+^VL=GVF7
M9OSM^4G./H/>L:*?1H+V:[BOYDDE;+83_:!(^[D@XQSG`X&*3Q=_RZ?\#_\`
M9:YNN^CAH3@I-L\^MBITYN*2.E^T:2#:;-2G46I)`"9#D]2V4ZGGD8ZFMFSO
M[:^W_9I=^S&[Y2,9^H]JX&ND\(_\O?\`P#_V:BMAH0@Y)L*.*G4FHM(Z.JM[
M_!^-6JJWO\'XUY6(_AL].G\2*U%%%>6=19LOX_PJU56R_C_"K5>IA_X:.6I\
M3"N*\0_\AJX_X#_Z"*[6N*\0_P#(:N/^`_\`H(KTL'_$?H<&-_AKU,VBBBO4
M/*.^TW_D&VO_`%Q3^0JS5;3?^0;:_P#7%/Y"K->#/XF>_#X4%%%%24%%%%`!
M1110`4444`%%%%`!1110`4444`(S!%+,<`53D6!YY)O/D61HO*4@?<'4D<=>
MG7/058N?]0WX?SJC7+6KRIRLC6$%)79$^EV1CN$2XGC^T$%RN.FXMMY&,$LQ
MY]<=.*TH)$")$)"[``;F')P.IP`*I5'+=?8PLNS?SC&<=C6<<5-R28YPC&+;
M+$5Q='5+B%W@-O&@((0J0Q/`)R0>!Z#J*JIJ=X;59B+=E-VD(=00'1F520,^
MI(SWQGO4+ZM!(KJ^GQLLC!G!((8C&">.3P/R%0_:].\KRO['M?+W;MFU<9Z9
MQMZUV>T@<GM8=SI:QHKQH([Z6YU$B'>T<+R*F05!+8P!GD$<Y^[4$OB;R6"B
MSR,?\],?TIG_``E?_3E_Y%_^M73"A4G'FBM&0\323LW^8NFZC=37UD'O%GAF
MC;"1E">"_P`S87T"@D$`-QCFNBKG/^$K_P"G+_R+_P#6K6TK4/[2MFF\KR]K
ME<;L]@?3WI3HS@KR14*].;M%EVBBJ=Y_K1_NURU:GLX\QT1CS.Q#]BN1'=>7
M)''+<NVZ09/EK@A<#C)Z''')/-0Z9I$UHMK',T!CMFE=1&I'+,=O![`,WYCT
MR9:*Y_KG]TT]CYFG14%G_JC_`+U3UU0ES14C*2L[!4<\\=M"TLK;47J<$_0`
M#DGVJ2JNI62ZA9-;N5`+*PW+N&001D=QQR*L07&H6MLL9FD*B097Y&/'&2>.
M`,C)/`S4EM=PW08PLS!3@DH0#]"1R/<5FW6A&ZMH;:2Z)CB7R]VU@Y3:`06#
M#.2,\@CIQQ4VC:0NDK(J2!E8*H54V@`9Y/)RQSR>,X'%&@&E1112`@OI'ALY
M98Y(XRB[M\BEE`')R`1VSWJC/>WL.EV\I%N+M]H:(@_,Q&=H&>#[G..M6YIT
M;?%)$KKG!#<@_A5>=+.XSY]C!+D[CO0-DXQGD=<`#\*R^L4UHV7[.1-I]S-<
M27B3!`8)_+79GD;5;G/?YJN5GP&VMG=X+.*)I.79%"EOK@<U?4[D#=,C-5&K
M";]UB<7'<6BBD9E12S$*JC)).`!6A)'+<Q0RQ1NQ#RG"`*3G\N@Z<GCD5#+J
M=G#+)'),`\0!90I)YQP,#D_,O`Y^8>HJE?II][>6MR=0@1K<Y&'4DC*G@YX/
MRXSZ$CO5::SLIYY+B74K0S/&%!!P`WRDO@/U^1<8((QU.!BN1]B>>/<W;>>.
MYA66%MR-T."/T/0^U250TLV=K;16<%W',PW'_6`LQ)+$]2>I-7ZEIK<::>PV
M7_5/_NFLZM&7_5/_`+IK.K@Q?Q(Z*6S"I+;_`%Z_C_*HZDMO]>OX_P`JYJ?Q
MKU-)?"R_1117KG(<YXN_Y=/^!_\`LM<W72>+O^73_@?_`++7-U[&%_A+^NIX
MV*_BO^N@5TGA'_E[_P"`?^S5S==)X1_Y>_\`@'_LU&*_A/\`KJ&%_BK^NAT=
M5;W^#\:M55O?X/QKP<1_#9[E/XD5J***\LZBS9?Q_A5JJME_'^%6J]3#_P`-
M'+4^)A7%>(?^0U<?\!_]!%=K7%>(?^0U<?\``?\`T$5Z6#_B/T.#&_PUZF;1
M117J'E'?:;_R#;7_`*XI_(59JMIO_(-M?^N*?R%6:\&?Q,]^'PH9,YCB9UC>
M4@9")C)^F2!5!]:MX]-BO9(YE24G:F`6P`23P<8PI/7I5JX>*6&2$RLA92I9
M.J]LCCK5.[L;*[A6%Y95B0!41.`H"E2!QW5B#^F*S]I#JT7RR[$UCJL-_=7$
M$*.#`Q5F+)U!(Z!B1T/4"KU9\$%M#>-=&>21RI50P&$!()`P!Z#KGI5\$$`C
MH::E&6S!IK<6BBBF(****`"BBB@`HHHH`****`(KG_4-^'\ZHU>N?]0WX?SJ
MC7GXKXUZ'12^$*IZG_Q[K_OC^1JY5/4_^/=?]\?R-<\/B0J_\-F711176>,4
M[S_6C_=JO5B\_P!:/]VJ]?283^#$XY_$PKK?"G_(-D_Z['^2UR5=;X4_Y!LG
M_78_R6EB_P"&;X/^*;54[S_6C_=JY5.\_P!:/]VO!Q/\,]NE\1!1117FG27+
M/_5'_>J>LV>:X@TR22S17F#J%5AD8)`/<=L]Q5:]U:YCM;.YM_+>WDB\R:3R
M\[1A2"%W@@8)/<]*]:BOW:.2?Q,VZX'4O^0E=?\`79_YFNNTZ[GGN[R&X:(^
M2R^7L0@E3G!/)SR"/PKD=2_Y"5U_UV?^9KTL%\3/.QWPHK4445Z1YIWVF_\`
M(-M?^N*?R%6:K:;_`,@VU_ZXI_(59KP9_$SWX?"C.E_UK_[QIM.E_P!:_P#O
M&FUXLOB9W+8*N/<P6MO&]S/'"IPH:1PH)QTYJG2ZG92WUC"D!594(9)"[+L.
MTC<,=<9Z'@UU83XF95MD7GGA201O*BR%2P4L`2!U./2JMU<P76DW<EM/',@B
M<;HW##.WID56DTZZEUF*^)A"Q@C;DG)&\*>GH_X<]>"".UFM-$ODGV`N)'"H
MQ8*"O3<0"><GIWQVKT8_$CFG\+./HHHKW3P#2\/?\AJW_P"!?^@FNUKBO#W_
M`"&K?_@7_H)KM:\O&?Q%Z'JX+^&_4;+_`*I_]TUG5HR_ZI_]TUG5XN+^)'IT
MMF%26W^O7\?Y5'4EM_KU_'^5<U/XUZFDOA9?HHHKUSD.<\7?\NG_``/_`-EK
MFZZ3Q=_RZ?\``_\`V6N;KV,+_"7]=3QL5_%?]=`KI/"/_+W_`,`_]FKFZZ3P
MC_R]_P#`/_9J,5_"?]=0PO\`%7]=#HZJWO\`!^-6JJWO\'XUX.(_AL]RG\2*
MU%%%>6=19LOX_P`*M55LOX_PJ2*\MIH&GAN89(ESND1P5'U->IA_X:.6I\3)
MJXKQ#_R&KC_@/_H(KKX[RUE=$CN87=UWJJN"67U'J*Y#Q#_R&KC_`(#_`.@B
MO2P?\1^AP8W^&O4S:***]0\H[[3?^0;:_P#7%/Y"K-5M-_Y!MK_UQ3^0JS7@
MS^)GOP^%&=+_`*U_]XTVG2_ZU_\`>--KQ9?$SN6P5HQ?ZI/]T5G5HQ?ZI/\`
M=%=6$^)F579#J***[C`****`"BBB@`HHHH`****`(KG_`%#?A_.J-7KG_4-^
M'\ZHUY^*^->AT4OA"J>I_P#'NO\`OC^1JY5/4_\`CW7_`'Q_(USP^)"K_P`-
MF711176>,4[S_6C_`':KU8O/]:/]VJ]?283^#$XY_$PKK?"G_(-D_P"NQ_DM
M<E76^%/^0;)_UV/\EI8O^&;X/^*;54[S_6C_`':N53O/]:/]VO!Q/\,]NE\1
M!1117FG2127UHB26MU`95)^92@93T[&F-?Z4[AWL@S!@P8Q*2"``#UZX`'X5
MGW__`!^2?A_(57KOA4DHI(\FK6DIM>9MPZKI]OO\BU:+>VYMD:KN/J<'K7+W
ML@EO;B1<@/(S#/N:NUG2_P"M?_>->IETW*4KG%B*CDE<91117KG(=]IO_(-M
M?^N*?R%6:K:;_P`@VU_ZXI_(59KP9_$SWX?"C.E_UK_[QIM.E_UK_P"\:;7B
MR^)G<M@KGZZ"N?K2EU.#&_9^84R7_5/_`+II],E_U3_[IKJI_&CSWL9U%%%?
M5'":7A[_`)#5O_P+_P!!-=K7%>'O^0U;_P#`O_037:UY>,_B+T/5P7\-^HV7
M_5/_`+IK.K1E_P!4_P#NFLZO%Q?Q(].ELPJ2V_UZ_C_*HZ=#(D4JM(ZHOJQP
M.E<U/XUZFDOA8]M5MEFO(R7_`-#C$DK;>,<]/7&#4:ZS$0I:WN$S*(6RJ_(Q
MQC.#SG<.F>OUJ`:?IB3S2Q7C1^<I615N.""6)ZDXY<GC'/3OED&FZ?;&#RM2
M91"YD"AXPI)P.FW`X&.,=3W)->Q>)Q\R(/%W_+I_P/\`]EKFZZ'Q5-%+]E\J
M1'QOSM8''W:YZO7PO\)?UU/'Q7\5_P!=`KI/"/\`R]_\`_\`9JYNND\(_P#+
MW_P#_P!FHQ7\)_UU#"_Q5_70Z.JM[_!^-6JJWO\`!^->#B/X;/<I_$BM1117
MEG46;/H_X52L[&^L]/DMXUMV!#>6DDC,L?"A1DC)'#'VX`K/U/\`X^%_W!_,
MU3KOHU.6"5CS:U>TVK&KI6C7=E?B=G158EY569F#$KC&W`')^;/!ZC&*R/$/
M_(:N/^`_^@BG50N?]>WX?RKT\!4YZK7E_D<6)J\\$K=2*BBBO8.`[[3?^0;:
M_P#7%/Y"K-5M-_Y!MK_UQ3^0JS7@S^)GOP^%&=+_`*U_]XTVG2_ZU_\`>--K
MQ9?$SN6P5HQ?ZI/]T5G5HQ?ZI/\`=%=6$^)F579#J**ANY6@LYIE`+1QLP!Z
M9`S7>E=V.=NRN4=5%P-0L)(?.95<AXT#A6!*\D@XX`)P<YY'6H1<,]_>'-^(
M7MD9<PR#:WS9"\=<%>G/Y5F_\)/>_P#/*W_[Y;_&C_A)[W_GE;_]\M_C75]5
MJ'+];I'0:.\DFD6AF$HE$2B3S5(;<!@YSSUSS5RN8M/$5Y/>0PM'`%DD520I
MS@G'K73UC4I2IOWC:G5C45XA11161J%%%%`$5S_J&_#^=4:O7/\`J&_#^=4:
M\_%?&O0Z*7PA5/4_^/=?]\?R-7*IZG_Q[K_OC^1KGA\2%7_ALRZ***ZSQBG>
M?ZT?[M5ZL7G^M'^[5>OI,)_!B<<_B85UOA3_`)!LG_78_P`EKDJZWPI_R#9/
M^NQ_DM+%_P`,WP?\4VJIWG^M'^[5RJ=Y_K1_NUX.)_AGMTOB(****\TZ3'O_
M`/C\D_#^0JO5B_\`^/R3\/Y"J]=<=D>'5_B2]6%9TO\`K7_WC6C6=+_K7_WC
M7K99\<CEK;(91117LG.=]IO_`"#;7_KBG\A5FJVF_P#(-M?^N*?R%6:\&?Q,
M]^'PHSI?]:_^\:;3I?\`6O\`[QIM>++XF=RV"N?KH*Y^M*74X,;]GYA3)?\`
M5/\`[II],E_U3_[IKJI_&CSWL9U%%%?5'":7A[_D-6__``+_`-!-=K7%>'O^
M0U;_`/`O_037:UY>,_B+T/5P7\-^HV7_`%3_`.Z:SJT9?]4_^Z:SJ\7%_$CT
MZ6S"J>I_\>Z_[X_D:N53U/\`X]U_WQ_(URP^)!7_`(;,NBBBNL\8JWO\'XU5
MJU>_P?C56OHL#_`C\_S.2I\3"ND\(_\`+W_P#_V:N;KI/"/_`"]_\`_]FJ\5
M_"?]=33"_P`5?UT.CJK>_P`'XU:JK>_P?C7@XC^&SW*?Q(K4445Y9U&7J?\`
MQ\+_`+@_F:IU<U/_`(^%_P!P?S-4ZZH?"CQ:_P#$850N?]>WX?RJ_5"Y_P!>
MWX?RKU,M_BOT_5')6^$BHHHKW#F.^TW_`)!MK_UQ3^0JS5;3?^0;:_\`7%/Y
M"K->#/XF>_#X49TO^M?_`'C3:=+_`*U_]XTVO%E\3.Y;!6C%_JD_W16=6C%_
MJD_W175A/B9E5V0ZJVI?\@VZ_P"N+_R-6:K:E_R#;K_KB_\`(UZ$/B1S3^%G
M`T445[QX!9TW_D)6O_79/YBN^K@=-_Y"5K_UV3^8KOJ\W&_$CTL#\+"BBBN$
M[PHHHH`BN?\`4-^'\ZHU>N?]0WX?SJC7GXKXUZ'12^$*IZG_`,>Z_P"^/Y&K
ME4]3_P"/=?\`?'\C7/#XD*O_``V9=%%%=9XQ3O/]:/\`=JO5B\_UH_W:KU])
MA/X,3CG\3"NM\*?\@V3_`*['^2UR5=;X4_Y!LG_78_R6EB_X9O@_XIM53O/]
M:/\`=JY5.\_UH_W:\'$_PSVZ7Q$%%%%>:=)CW_\`Q^2?A_(57JQ?_P#'Y)^'
M\A5>NN.R/#J_Q)>K"LZ7_6O_`+QK1K.E_P!:_P#O&O6RSXY'+6V0RBBBO9.<
M[[3?^0;:_P#7%/Y"K-5M-_Y!MK_UQ3^0JS7@S^)GOP^%&=+_`*U_]XTVG2_Z
MU_\`>--KQ9?$SN6P5S]=!7/UI2ZG!C?L_,*9+_JG_P!TT^F2_P"J?_=-=5/X
MT>>]C.HHHKZHX32\/?\`(:M_^!?^@FNUKBO#W_(:M_\`@7_H)KM:\O&?Q%Z'
MJX+^&_4;+_JG_P!TUG5HR_ZI_P#=-9U>+B_B1Z=+9A5/4_\`CW7_`'Q_(U<J
MGJ?_`![K_OC^1KEA\2"O_#9ET445UGC%6]_@_&JM6KW^#\:JU]%@?X$?G^9R
M5/B85TGA'_E[_P"`?^S5S==)X1_Y>_\`@'_LU7BOX3_KJ:87^*OZZ'1U5O?X
M/QJU56]_@_&O!Q'\-GN4_B16HHHKRSJ,O4_^/A?]P?S-4ZN:G_Q\+_N#^9JG
M75#X4>+7_B,*H7/^O;\/Y5?JA<_Z]OP_E7J9;_%?I^J.2M\)%1117N',=]IO
M_(-M?^N*?R%6:K:;_P`@VU_ZXI_(59KP9_$SWX?"C.E_UK_[QIM.E_UK_P"\
M:;7BR^)G<M@K1B_U2?[HK.K1B_U2?[HKJPGQ,RJ[(=5;4O\`D&W7_7%_Y&K-
M5M2_Y!MU_P!<7_D:]"'Q(YI_"S@:***]X\`LZ;_R$K7_`*[)_,5WU<#IO_(2
MM?\`KLG\Q7?5YN-^)'I8'X6%%%%<)WA1110!%<_ZAOP_G5&KUS_J&_#^=4:\
M_%?&O0Z*7PA5/4_^/=?]\?R-7*IZG_Q[K_OC^1KGA\2%7_ALRZ***ZSQBG>?
MZT?[M5ZL7G^M'^[5>OI,)_!B<<_B85UOA3_D&R?]=C_):Y*NM\*?\@V3_KL?
MY+2Q?\,WP?\`%-JJ=Y_K1_NU<JG>?ZT?[M>#B?X9[=+XB"BBBO-.DQ[_`/X_
M)/P_D*KU8O\`_C\D_#^0JO77'9'AU?XDO5A6=+_K7_WC6C6=+_K7_P!XUZV6
M?'(Y:VR&4445[)SG?:;_`,@VU_ZXI_(59JMIO_(-M?\`KBG\A5FO!G\3/?A\
M*,Z7_6O_`+QIM.E_UK_[QIM>++XF=RV"N?KH*Y^M*74X,;]GYA3)?]4_^Z:?
M3)?]4_\`NFNJG\://>QG4445]4<)I>'O^0U;_P#`O_037:UQ7A[_`)#5O_P+
M_P!!-=K7EXS^(O0]7!?PWZC9?]4_^Z:SJT9?]4_^Z:SJ\7%_$CTZ6S"J>I_\
M>Z_[X_D:N53U/_CW7_?'\C7+#XD%?^&S+HHHKK/&*M[_``?C56K5[_!^-5:^
MBP/\"/S_`#.2I\3"ND\(_P#+W_P#_P!FKFZZ3PC_`,O?_`/_`&:KQ7\)_P!=
M33"_Q5_70Z.JM[_!^-6JJWO\'XUX.(_AL]RG\2*U%%%>6=1EZG_Q\+_N#^9J
MG5S4_P#CX7_<'\S5.NJ'PH\6O_$850N?]>WX?RJ_5"Y_U[?A_*O4RW^*_3]4
M<E;X2*BBBO<.8[[3?^0;:_\`7%/Y"K-5M-_Y!MK_`-<4_D*LUX,_B9[\/A1G
M2_ZU_P#>--ITO^M?_>--KQ9?$SN6P5HQ?ZI/]T5G5HQ?ZI/]T5U83XF95=D.
MJMJ7_(-NO^N+_P`C5FJVI?\`(-NO^N+_`,C7H0^)'-/X6<#1117O'@%G3?\`
MD)6O_79/YBN^K@=-_P"0E:_]=D_F*[ZO-QOQ(]+`_"PHHHKA.\****`(KG_4
M-^'\ZHU>N?\`4-^'\ZHUY^*^->AT4OA"J>I_\>Z_[X_D:N53U/\`X]U_WQ_(
MUSP^)"K_`,-F711176>,4[S_`%H_W:KU8O/]:/\`=JO7TF$_@Q..?Q,*ZWPI
M_P`@V3_KL?Y+7)5UOA3_`)!LG_78_P`EI8O^&;X/^*;54[S_`%H_W:N53O/]
M:/\`=KP<3_#/;I?$04445YITF/?_`/'Y)^'\A5>K%_\`\?DGX?R%5ZZX[(\.
MK_$EZL*SI?\`6O\`[QK1K.E_UK_[QKULL^.1RUMD,HHHKV3G.^TW_D&VO_7%
M/Y"K-5M-_P"0;:_]<4_D*LUX,_B9[\/A1G2_ZU_]XTVG2_ZU_P#>--KQ9?$S
MN6P5S]=!7/UI2ZG!C?L_,*9+_JG_`-TT^F2_ZI_]TUU4_C1Y[V,ZBBBOJCA-
M+P]_R&K?_@7_`*":[6N*\/?\AJW_`.!?^@FNUKR\9_$7H>K@OX;]1LO^J?\`
MW36=6C+_`*I_]TUG5XN+^)'ITMF%4]3_`./=?]\?R-7*IZG_`,>Z_P"^/Y&N
M6'Q(*_\`#9ET445UGC%6]_@_&JM6KW^#\:JU]%@?X$?G^9R5/B85TGA'_E[_
M`.`?^S5S==)X1_Y>_P#@'_LU7BOX3_KJ:87^*OZZ'1U5O?X/QJU56]_@_&O!
MQ'\-GN4_B16HHHKRSJ,O4_\`CX7_`'!_,U3JYJ?_`!\+_N#^9JG75#X4>+7_
M`(C"J%S_`*]OP_E5^J%S_KV_#^5>IEO\5^GZHY*WPD5%%%>X<QWVF_\`(-M?
M^N*?R%6:K:;_`,@VU_ZXI_(59KP9_$SWX?"C.E_UK_[QIM.E_P!:_P#O&FUX
MLOB9W+8*T8O]4G^Z*SJT8O\`5)_NBNK"?$S*KLAU5M2_Y!MU_P!<7_D:LU6U
M+_D&W7_7%_Y&O0A\2.:?PLX&BBBO>/`+.F_\A*U_Z[)_,5WU<#IO_(2M?^NR
M?S%=]7FXWXD>E@?A84445PG>%8_]N_\`3M_X_P#_`%JV*X^K@D]Q,U9=:\R,
MK]GQGOO_`/K5!_:7_3+_`,>_^M5&BE.A3F[R0U.2V+XOV*[A`<9QG/?\J;=&
M>XB"_99%`;K@GGICIZU%!+$MNT<N\'>'&T`]`??WJRVH1F>)A&=J2%R3UY8G
MCG'>I6%I+9?F$IRDK,H&VF$@C,3[SSMVG/Y4?9IMK-Y3[5^\=IP*M&X@\^0J
M'6.1-N5&"O(]SZ>M+=7R31;%C[GENN,`=CUXJ_8P[&/LH=C.ET^:8"4)($Q]
M[82/SJ/^S)?]O_O@^F?Y<UJI>H$BC9#M$91F'7G/3G'>I1J405E\MB#G!(&1
M\@4']#^==,*LX148O0AX>DW=HQ'TV2,*7+*&Y!*8S6II5[_9MLT/E^9N<MG=
MCL!_2BZNHY80B;\DJ3NZ#"XXJI1.I*:M)CA1A!WBC8_MW_IV_P#'_P#ZU0S:
MMYKAO(QQC[__`-:LVBN>5*$U9HW4FM47O[2_Z9?^/?\`UJ5+]G8*D!9CT`.3
M_*J%2VDJPW*2,S`*03M&2?;K6?U6CV_,KVL^XEP'F=I_+94)QG'&<>M-%K,6
MVB*0G.,;3UJU)=1&T:)-Y8\#(`&-V[/7KVIT=^H>'S`Q5(RK<=2>,]>>,?E5
M*A370Q=.+=V4F@D7.Y'&#@Y4\'TJ%])N#(Q*2@GYL>6>!6J;VV$#PK&^&);=
MT^;/'&3Z>M2-J4#[@R2!"S$IC.<GKG.0?I6U+]T[PT(E0IRW1@?8O^FG_CM'
MV+_II_X[5NBMO;U.Y/U:EV_,T[;6/(MHH?(W>6@7._&<#'I4O]N_].W_`(__
M`/6K'HK!Q3U.A::%]M3W.6\G&3G[W_UJ3^TO^F7_`(]_]:J-%8/"TGT_,OVD
MNYH1WLDK;8[=G.,X4Y_I5`02DX$;DYV_=/7TJ>RG6"1F<G!7'"AL\@]#]*6.
MZ$9N0@*K*#M`_A.?\"136'IQV1$_WGQ$!M9AMS%)\WW?E//TIIM99(F*QN5Z
M%@I(%:7V^W5TE$;F1$P.,<X`SG)]^U*NHP(QV)(N69@PQE<XZ#./6J5&"=TC
M+V4.QAR:<\3;9"R-Z,F#3?L7_33_`,=K2O)8YI0T8(&,'(QD_3/%05U^WJ=R
M/JU+M^8S3T^PWL=QG?LS\O3.01U_&MO^W?\`IV_\?_\`K5CT5E-N;O(UA"--
M6B:[:YN0K]GQD8^__P#6JM_:7_3+_P`>_P#K51HK&="G/XD:J<EL7O[2_P"F
M7_CW_P!:F7,LES;;A`RQALE^H]/3WJI5A)XULI(3N+N0>G`_'^E0L+26J7YA
M*<I*S(5MIG.%BD8X!X4G@TC02)NW(R[>&RN,?6KMM?+$D*/N*H6W8'4$8'\S
M^=*UY;"WEA6-\29)/3![<9/IZ^M7[&'8Q]E#L9T^G3R.J&.16P2!L.358V)!
M(+X([;:WGU&%YMP5U4ELC:&W9(]3[5G2E6E=D!"DD@$]!713J2IQY8[$/#TV
M[M%+[%_TT_\`':T=(N/[,\[Y?-\S;WVXQGZ^M0T4Y59S7+)Z#C0IP?-%:FQ_
M;O\`T[?^/_\`UJBFU?S=O[C&/]O_`.M6916$J<9*S1NI-.Z+W]I?],O_`![_
M`.M1_:7_`$R_\>_^M5&BLOJM'M^97M9]R:Z9[@B;RRJ`;<]1GZU&MM,YPL4C
M'`/"D\&IDEC%E)$S/N9@0,<#&??WJ:VOEB2%'W%4+;L#J",#^9_.J5"FM$C&
M4(R=V4F@D3=N1EV\-E<8^M07.GR"3=('C+=`R$5JM>6PMY85C?$F23TP>W&3
MZ>OK4=_=QW6/+5E`9B0>^<<_I6M)*D^:&C(="G+=&3]B_P"FG_CM'V+_`*:?
M^.U;HK?V]3N3]6I=OS-.VUCR+:*'R-WEH%SOQG`QZ5+_`&[_`-.W_C__`-:L
M>BL'%/4Z%IH7VU/<Y;R<9.?O?_6I/[2_Z9?^/?\`UJHT5@\+2?3\R_:2[FC]
MMD^3_1F^?[O/WOIQS5F/5I=JJMD['[HPQY(Z]JI/>1M):OL(,14M@#H,<#UZ
M?K4AU)98RDJLN=PR@'`..?KD'\ZJ%"G#X4)SD]RU_;$G_/D_4C[QZCD]J9=Z
MA/+:2QM921K(A7<<X&1C/3WJ$:E$$9"C$'."<9^X%!^O7\ZB2^18PK(7Q$$P
MW3(;/KZ5JHI:DO70R_[*GQG;)C.W_5GKZ5&;$@X+X(_V:VYK]&1RAD\S>60D
M`;?FSUSS]*SV8LQ9CDDY)K?V]3N<_P!6I=OS(+:W\BYBFW;O+<-C&,X.:W_[
M=_Z=O_'_`/ZU8]%9SDZFLC6%.-/2)T-AJ7VR8Q^3LPN[.[/<>WO5^L'0?^/U
M_P#KF?YBMZN>2LS1!1114C"BBB@#%O)KSR9?*:8R%I%9(U)*_P!W!QQQ@]LY
M_"G^;J*[SF4@[O\`EF,H`X`(XY.TD\]<5KT55Q&=I\MX]Q()]QC`.W>FTGT_
MA`Y'7D_A4-LUW(\EO<+*C2R!CN(PJ8!8#!Z9X_'US6O12N,P9S=M)*UN;O&2
M$1]X^;LV<8Q[=/6IKPW,MN;B`R$N^U1'G[H!P>/]KGWXSQ6Q13N(Q&>[2:Y8
MF8$;O+R3AFW#:,=.G'&??!K;HHI-C"BBBD`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%<979UQE8UNAS8CH%%%%8',=G111
M7:>D%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!7&5V=94FC6
M<4;.\LP51DG(_P`*SJ1<K6,:L'*UC!HK5>TTM+.*[-Q.89@#&54DMD9&%"YZ
M9/3M2VUEI=W*T=O<RNRC=QT(]0<8/X=*R]E(P]C,W:***Z3M"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`JM<6GFRB>.61)E7"_.WE_B@(!Z
MU9HI@8_]C3G2X;%KN,B%5$;B)E*D9&>'SG!QU]?7%2:5HJ:9(NR8O%&C)$A7
=!4,0S9.>>0.PQ6I11<`HHHI`%%%%`!1110!__]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>10
<FILENAME>masterintinctrstx6x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx6x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@`
M]`'<`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`[3S9O[WZ"CS9O[WZ"I?+H\NL;LHB\V;^]^@H\V;^]^@J7RZ/
M+HNP(O-F_O?H*/-F_O?H*E\NCRZ+L"+S9O[WZ"CS9O[WZ"I?+H\NB[`B\V;^
M]^@H\V;^]^@J7RZ/+HNP(O-F_O?H*/-F_O?H*E\NCRZ+L"+S9O[WZ"CS9O[W
MZ"I?+H\NB[`B\V;^]^@H\V;^]^@J7RZ/+HNP(O-F_O?H*/-F_O?H*E\NCRZ+
ML"+S9O[WZ"CS9O[WZ"I?+H\NB[`B\V;^]^@H\V;^]^@J7RZ/+HNP(O-F_O?H
M*/-F_O?H*E\NCRZ+L"+S9O[WZ"CS9O[WZ"I?+H\NB[`B\V;^]^@H\V;^]^@J
M7RZ/+HNP(O-F_O?H*/-F_O?H*E\NCRZ+L"+S9O[WZ"CS9O[WZ"I?+H\NB[`B
M\V;^]^@H\V;^]^@J7RZ/+HNP(O-F_O?H*/-F_O?H*E\NCRZ+L"+S9O[WZ"CS
M9O[WZ"I?+H\NB[`B\V;^]^@H\V;^]^@J7RZ/+HNP(O-F_O?H*/-F_O?H*E\N
MCRZ+L"+S9O[WZ"CS9O[WZ"I?+H\NB[`B\V;^]^@H\V;^]^@J7RZ/+HNP(O-F
M_O?H*/-F_O?H*E\NCRZ+L"+S9O[WZ"CS9O[WZ"I?+H\NB[`B\V;^]^@H\V;^
M]^@J7RZ/+HNP(O-F_O?H*/-F_O?H*E\NCRZ+L"+S9O[WZ"CS9O[WZ"I?+H\N
MB[`B\V;^]^@H\V;^]^@J7RZ/+HNP(O-F_O?H*/-F_O?H*E\NCRZ+L`>4*^W:
MS'&>!FG(XD7*U!*VVXSOV?+UQFF8S&@Y&9.OK[US>U:DT:<BL7**K.J+)MDS
ML`^7K2<^4JN/E+'!;/`JO:VZ"Y"U30X+LHZKUJJ#\@#9\L.0<5);[?-DVYV\
M8S257F:0.%DRQ15-E&R5^<J_'/O4@'ES';DY3)&>IIJJ[[!R%BFNX1=S=*K1
MX$B;<?,#D#/I2;0+3=SD_P"-3[9M.R[CY-2Y2$A02>@JJ=P5P?\`69Y/J*%7
M<DF,;<=!GK3]MT2#D+0(*@CD$9H5MR@X(]C4<&WR!M].?K4,:AO(!Z'=3=1J
MWG_P!<NY;IN\>9L[XS5;GR2.=H?!^E`QYC^3G[G%)UMM!\A;HJI'C).1MQ\P
MYI]O]_Y\[L?+GTIQJW:5A.%BQ15:?!=L@`J.#SS2!1)(-V3^[!H=76R0<FER
MU35<,S*.J]:K9S%$7R4YW4^WQOEVYQQC-"J\TDE_6EP<+)DJ2!V(`/'?'%/J
MH$'D2X'.['X<4K.'=BO3RC4JLTM1N'8M4UW"+N;I5=%VM"5SE@<\U&^WRCNW
M>;GFB59I;`H:EZBH+KHF<_>[5'SB3R,[,5<JO*[6$HW5RW37<(I9N@JLGW7P
M1C8<@9ZT.@%H&Y).#4NJVFTN@^374M*=R@X(SV-+59PBR8DSLQ\O6FA2QB#$
MX)./7%/VK6EA<A;HJJZ`O-U^4#'/M0!L>-ADEE)//7BCVKOM_5[!R%JBJD6!
M*FW'S9R!FD*CRY'YW!^.:7MM+V'R:ERBJQV^:WF[MV?EQGI39,F1MW!S\I.?
MTINK;H)0+=%(N=HSUQS2UL0%%%%`!1110`4444`%%%%`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`C*&QD9P<BEHHHL`4444`%%%%`!1110`445
M!>L5M7*D@C'(/O0!/1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`%=V.\\GK2;CZG\Z)"`S$\"HDFB<H$E1BZ[UPP.Y>
M.1ZCD<^]`$NX^I_.C<?4_G4,=Q#*[I%-&[(<,%8$K]?2G2R)#&TDK!$499B<
M`"@"3<?4_G1N/J?SI*C::-9DA9L2."RKZ@8S_,4`2[CZG\Z-Q]3^=)4+W5O&
MRJ\\2ER0H+@;B.H%`$^X^I_.C<?4_G4)N8%,@,\8,0S("X^0>I]*:+VU:W-P
MMS"8%X,@D&T?CTH`L;CZG\Z-Q]3^=5UO+9EC9;B$K*<1D.,.?;UIXFB,QA$B
M&4#<4W#<!ZXH`EW'U/YT;CZG\Z8KJX)1@P!()!SR."*:TT:S)"6Q(ZEE'J!C
M/\Q0!+N/J?SHW'U/YTE(K!E#*00>00>M`#MQ]3^=&X^I_.DHH`7<?4_G1N/J
M?SI**`%W'U/YT;CZG\Z2B@!=Q]3^=&X^I_.DHH`7<?4_G1N/J?SI**`%W'U/
MYT;CZG\Z2B@"PGW!3J;']P4Z@`HHHH`****`"J]__P`><GX?S%6*KW__`!YR
M?A_,4P*]%%%2`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!6A6?
M5FYO+>U:)9Y-C3.$08)R20!T]R*:`GHJK_:-M]N%GND$S9P#$X4X&3\V,?K3
M5U2T:YEM][K)$I=PT3J``<$Y(P1]*8%RBJ::I9/%'*LXV2;]F5(+;?O<8[8J
MX.1F@"I.N\2+TR"*QK"VO()+1I+8C[-;BV.'7YLE<L/8;>_/M6V_WS]:2D!C
MZ?!=6<Q5;9A;@!0C.A*Y(Y5AR5`SUYJ+4=-GN9-05(59;B$@-(1]X;=H7N!Q
MG!Z'D=36[13N!@-IMV;EF@C%L2/W<NX?NT\K:(\`]FYXXJ*YTNYE6U,%IY*Q
M*_FQ%U/F_<^7.?XMIY]N>M=)11<#&BL[J.>_:&+R_-C<H[E2V\],$'I['IT'
M%*T3M'!)8P.#Y0CSE=HP3\KJW/!].:V**+@<U-IVHO%<JL.6FCD5LLOWFR?D
MYX4G'7GBM*XL)'MYVE=I9I#&3Y`"8V'(VAB1G/J>:TZ*+@8<EG?RQ3"53))<
MP>2&)4&+#-AFQQG!7.WN*L16<XO(]R_+'.\QFR/G#`@+CKQD>WRBM2BBX'/3
MZ5=.)2L0+A;EHCN'#M(&0CT./RHFTR^>ZD>.-5D(E!G+`^8&=2HQG/W05[5T
M-%%P,"'3KL&%C$JHC[FC&$!3(P@4,PX(+=?;N:TM.!S=.HQ"\Q:(8QQ@9/T+
M;C^.:NT47`****0!1110`4444`%%%%`!1110`4444`6(_N"G4V/[@IU`!111
M0`4444`%5[__`(\Y/P_F*L57O_\`CSD_#^8I@5Z***D`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"C6+>\N8X$M%@.R5)6,LA7[K!@!A3UQ16A
M30%$VUP;R6[/E&18?+MU).`3RQ)QQD@#CL*BCM+Q-1FO/W(+1E=@D;$AXVYR
M/EQR.,YR:TZ*=P,&/1[I[**.=8%FAF>5&CE;D,Q8KG`(ZXS[`UMPJZ01K*^]
MU4!F]3CDT^BBX##$I).3S2>2OJ:8TC!B`>])YC^OZ4@)/)7U-'DKZFH_-;.-
MW(H\Q_7]*`)/)7U-'DKZFH_,?U_2CS']?TH`D\E?4T>2OJ:C\Q_7]*/-;.-W
M)H`D\E?4T>2OJ:C\Q_7]*/,?U_2@"3R5]31Y*^IJ/S6)(#=.M'F/Z_I0!)Y*
M^IH\E?4U'YC^OZ4&5@,EJ`)/)7U-'DKZFHEG+J"KA@>01@THE8YPW2@"3R5]
M31Y*^IJ/S']?TH\Q_7]*`)/)7U-'DKZFH_,?U_2CS']?TH`D\E?4T>2OJ:C\
MQ_7]*/,?U_2@"3R5]31Y*^IJ/S']?TH$K'HV:`)/)7U-'DKZFH_,?U_2CS']
M?TH`D\E?4T>2OJ:C\Q_7]*/,?U_2@"<#``%+2(25!-+0`4444`%%%%`!5>__
M`./.3\/YBK%5[_\`X\Y/P_F*8$F8/6/]*,P>L?Z50HK@^MOL;^R7<OY@]8_T
MHS!ZQ_I5"BCZV^P>R7<OY@]8_P!*,P>L?Z50HH^MOL'LEW+^8/6/]*!Y).!L
M)]L50J2V_P!>OX_RIQQ+E)*PG225R[Y:?W%_*CRT_N+^5.HKM,1OEI_<7\J/
M+3^XOY4ZB@!OEI_<7\J/+3^XOY4ZB@!OEI_<7\J/+3^XOY4ZB@!OEI_<7\J/
M+3^XOY4ZB@!OEI_<7\J=110`4444`%%%%`%.Y!*2@<D@XKF]/LKRQMK&?RVB
M3]T)8(-Q)`1LLPP.267(]JZ:4A68DX`Y)-51J%OB,LS+Y@RN5/3L3Z`^^*:`
MYZ"VO5C:5A>BXE@M@6R^>'P^?0X]?4^]3N]_&8HUBO&:.X(60L^"GFXP1@[O
ME[MCCD9K7.JV80-YK<MM`$;%B<$C`QDY`.#WQ2?VO8[=PF+9(`"HQ+9!(P`.
M00#R/0T[@8[QZDL4KJ][O\N=P,L?G63Y!CW4GCN*LZE8W5SJ\KV\CQ*;58V8
M`X92S[@/]KI],UH+JMFX)64G@$81OG!_N\?-^&:=_:=GYJ1^=\SA2/E./F)`
MR<8&2".>]*[`PXS?(EA%%%>0E+=$D8;B`/*/1<;<AL=3G(QC!IR17C26TRQ7
M'FQI.B,S/AF(7:2&Y`)SU]/I6O=ZG!;"3&9'C9%=0#QN91UQU&X''7IZU(-1
MM2(B)#B4[5.QL9SC!X^4YXP<<\4[@8MFFHS36RRFYBA\[YOG<MPC9R2HX)V^
MWIVJ>2WN'U>11]HCADN06:,E<KY'J.VX8^M:$>JV4B1NDQ*R'Y3L;!Z<].!S
MC/3/%21WUO+$\J.Q1.IV-S[CCD?2E<#G[./44L;N4QW/VJ7R6;<67<NU0V/1
MN&Z#(_*G&/4WM[AVDNPR6A,2HS\L6?`Y`)8+M[9Z&MJ/5+>6[BMXQ(6D5FSY
M;#;M(!!!''7O_44D6J6TQ0)NRT[08QT8!CS[?*:=P,N:/4X9)?LK7+L)9$CW
MDD;?*W*>>/O]#^%1H+YHQYXO?LY\S8L;.SAL+M#$@$C._J,<ULIJ=NY?&_"3
M"$DCC).`?IGC/K4@O8C)MPP'F&(.1\I8=OZ?4?2E<#FD2]MM-=8[:[$I2,H4
MW+AE@0<@`D\@C!XR"":L217L!NVBBN3YMT'D`=QE#'_"0"?O=<#/`'2NFHHN
M!@WL=]]GMG(D>Y2PG#/&#GS"J8^A)'%-"WL<[1RF]:U63[R%BY)C4CGJ5W;O
M;-=!11<#G+_^TL77D_:O-Q)G;NV[,'9L_P!K..G/7VJ0QZC#<OY#7#XFD1/,
M)*E?*W*3GMOXS^%;]%%P,/3H9[JRN8KZ%GB(&U)BSG=@Y^\HXSC&./2JT=C<
MQV-M%:K/;G^SW9ECR@,V%`W?[77WXKI:*+@<\\E[)%<2JMX`)D*1E74N/+&1
MGJHW=^F>O>K^BPM!'=*ZRJQN9&^<D@@L2",^V.E:5%%P"BBBD`4444`6(_N"
MG4V/[@IU`!1110`4444`%5[_`/X\Y/P_F*L57O\`_CSD_#^8I@5****\0[0H
MHHH`****`"I+;_7K^/\`*HZDMO\`7K^/\JNG\:]29?"QYU`+J2636LZLX8K(
M=NP@#D_>SW`Z=ZCEUFVA:8.LFV(.=X4;6*#+*.>H`/Y&I6M'^TW%RLP$KQB.
M(E,B,?3////;H!54Z,&=M\P:/,CJAC!`=P0Q/J.3Q[U[&AR$@UB)1%YUO/"\
MQ81HX4EL`'C!(YS@>]:(Z>E8ZZ#&+8Q%X\F7S0%A`C4X`P%SPIQR,\YK5AC\
MJ"./<7V*%W-U.!U-#`?1112`****`"BBB@`HHHH`****`"BBB@"E>0BXAG@)
M($BLA(ZC(Q5`V$DREI'$1EB$,Z`;@RC/W3GC[Q_`^M;1V9YVYI/W?^S0!C+I
M;&YAN)I]\L;*<A-H*JK@#&>OSDY_04R#11#-:2>>3]F2-,;?O;0X]?\`;_2M
MS]W_`+-'[O\`V:=P,,:-L%BR7&)+*(QQL4R">.2,^@/'OUI1HRJ)`)C^\,1/
MR]TD+G\R3]*V_P!W_LT?N_\`9HN!CW.F&XN&D,^Q6*':J=2K*W///W<#TR>M
M12:,SLH%VXC$QF*8."?,W]CCVYSTR,5N_N_]FC]W_LT7`P&T%##;Q^>_[N%8
M7Y8!U'LK#GGOFK$>G21PW")<[#*05V+M"X]L]3WQCVQ6O^[_`-FC]W_LT7`P
M['2&L[O[1]I\QB6WAE8Y#!.A+$]4'4GTH_L95>&2.8K+%)(^[;PVXN0",]MY
M_7UK<_=_[-'[O_9HN!B+HL,:LL<LH$D/E.6=F)[JPR>"#D\>M2/8M]DM[13N
M575Y)#P258,3CU)'ZFM?]W_LT?N_]FBX$%%3_N_]FC]W_LT@(**G_=_[-'[O
M_9H`@HJ?]W_LT?N_]F@""BI_W?\`LT?N_P#9H`@HJ?\`=_[-'[O_`&:`(**G
M_=_[-'[O_9H`@HJ?]W_LT?N_]F@!8_N"G4#&..E%`!1110`4444`%5[_`/X\
MY/P_F*L57O\`_CSD_#^8I@5O*D_N-^5'E2?W&_*M!6#+E3D&EKC^J1[FWM7V
M,[RI/[C?E1Y4G]QORK1HH^J1[A[5]C.\J3^XWY4>5)_<;\JT:*/JD>X>U?8S
MO*D_N-^526Z.)E)5@.>H]JNT4XX91:=Q.JVK!111749!1110`4444`%%%%`!
M1110`4444`%%%%`!1110!4G=8][N0JKDDGL*IKJ49@,TD-Q%&`""T9)8'I@#
M)_2K=U$D\<L,@RD@*L/4'@U0>PNWMQ"=08;2N"J;20.Q((//L1TH`6XUBUBM
MY98V,WEQ^9A`<$8R/FQ@''.*M6UU#=*QA?=L;:W!!!^A^M9)\/$VP@%V%`@\
MDLL>"WRX^;GD=\?K6I;VWDW-U-OW?:'#8QC;A0OX]*>@%BBBBD`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`%B/[@IU-C^X
M*=0`4444`%%%%`!5>_\`^/.3\/YBK%5[_P#X\Y/P_F*8$EO_`*E:DJC=73VE
M@CQJ#(\B1KNZ`LX7)]N:A_M.7^S/.V)Y_P!H^S=]N[S-F?IWH`U**YZ?Q#-"
MA:184\K?OW`_O2KE2$YX/&><]15[3-2DNKJ:VN%6.6(`[<$$YQGKZ9QGOUHL
M!IT444@"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`*5Y,+
M>&><@D1JSD#J<#-85U>W\,TI\V0K#`DK%%C\M22V=V?F(P/X>>/6NCDB+E@5
MRI]>]5%TJW4QEK:.1XQA'D4,RCL`3SQ30&5>ZM<QVL\L0B`_?*@P2R%,\GGH
M<?AD=<U(E_/#J<-O+*TL2@0R2>20&D(SNW8P.PQGJWM6L;*-FD8V\9:0;7)4
M98>A]13OLHVE?*7:3N(P,$YSG\Z`,*\U'4(EU3R4#+"2(Y,#$>V,,<^O7CWI
M)]<N$<B&$',HA&^%P`=P!);I@Y/`]NM;QM05=3$A$GWQ@?-QCGUXXIK6$32>
M8UM$9#@;BHSP<CGZT7`P=3U*^B@N=LD:>5(T6Y%()(@+YY)QSC_/6P+R=4N"
M)"2+Z*(9&<*PCR/_`!X_G6N]E&X8/!&P8Y.5!R<8S^7'TI)+&*6-XY+>-T<Y
M964$,>.2._0?E1<"C<7\D-^+4(I9\,AQ_#@[N_;;_P"/"JEMJUU,((F6%99T
MB=7VG8@=&;!&>?N$=1U%:D6E10SB6.,*%0HD:A0J`G)P`.^!4IL(FC,;6T10
MJ%*E1@@=!CT%`&39WMP-1>.1TDCEN#&,9.TB%7X.?N\'CWI\%[.QM`[C+7,R
M2\#A%WXSZ=%Y_P`:U1:(I!6%`0=P(`X.,9_+CZ4TV,1>1S;Q%Y%VNVT98>A]
M10!0BN9%OB+B8^6[,(]NTQD#/&?O!@!SGCTI-0FGAO;=HY9O)+`2(@C()_A7
MGD9/?.!CMUJ\=.@+.QM8=SC:QV+EAZ'U%/:S1IEF:!#*HP'(&X#ZT`9,M_??
MVB8XK9BA@0^6^W<CLS@,2">/EYYJ&TU>Y>RAF<1MA8ED4CYW+@?,,<8&?3L>
MF*W_`""'+[!O(`+<9(';]348L8E9&%O&&C7:A"C*CT'H*+@8,>J7T\VGQEX8
MS/Y4I*H<;71SM.3ZIU]QZ<V=,NKB5S;RR9$GGLCC[R;92O?(/48X[5JFQB*A
M3;1$`*`"HX"]/R[4Y;548,L2*1G!``ZG)_,\T7`Q;:YO%,2_:3,TUW+!F5%P
MJIOY&T#DA1U_2FQZU+*I('E;QNC+VTAQS]W'\1QS\OH?2MP6J@@B)!M8L.!P
M3G)^IR?SIATZ!BY:UA)D(+Y0?,1T)]:`,4ZW<>5;SE(DCG\K:""<EMN[Y@>"
M`3P1T&?:IUU&ZGU2:SA$($9?YF!.=HC]_5S^5:?]G0?\^L/W-GW!]WT^GM1'
M810C$,$<1P0#&H4CI_@/R%&@&/+JD]QI[36X:/\`>PQ#8%WY)7>!NXSSCGN#
M5=]3NQ+Y#2NK(X#!@N\?O(1\Q7C.'/3C!]:W8],B2T^S/$LT9)9A*`V]B<DD
M=.O-/73X4552UB55^Z`@`'(/'X@'\!1=`8<NJ7-MH>G708/(\19]XSNQ$S<_
MB!4YU*Z-S-:$P)+%N+2D$(0%1L#G@_/U]LX[5KM91M&L;01E%&%4J,`8QP/H
M<4DEC%+GS+>-\L'^90?F'0_7BBX'/:=K=Q)80MMW8AP6EC<#<JY)9^G.#^8/
M-:-O?RR?8YF`$=T[1^7CE"`Q&??Y2"/6KXT^`-N%K"&"A<[!G`Z#Z"E^Q+YZ
MS;/F7.!G@$]3]?>@"W']P4ZD0$*`:6D`4444`%%%%`!5>_\`^/.3\/YBK%5[
M_P#X\Y/P_F*8`(([BS\J9=R-U'XTPZ9:&,1^3\@4J!N/0D-GKUR,YZU8A4K$
M`PP13Z`*ATRT*QKY1VQ_=7>V.N>1GGGGG-21VD$4QF2,"0@J6R<X)R?UJ>B@
M`HHHI`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`,,J@D8
M/%)YR^AJ"=B@D8=0":SK+4);B2R5U0"XL_/;`/#?)P/;YC0!L><OH:/.7T-9
M&G7L]Q-)%=!(I0-WD[&#*/J>&'N*B.J2PW]RDL8:V2>.(.#@J65<<=^3^M.P
M&YYR^AH\Y?0U@KKC-$K"U^=_*:-?,^\DC84DXX/M44NN2RPYMX-K(T8E9FSL
MS+LP!CG[K<\=J+,#H_.7T-'G+Z&LZSO#<RW$9C\LPOMP6^8C)Y(QP#C(ZU;I
M`3><OH:/.7T-0T4`3><OH:/.7T-0T4`3><OH:/.7T-0T4`3><OH:/.7T-0T4
M`3><OH:/.7T-0T4`3><OH:/.7T-0T4`3><OH:/.7T-0T4`3><OH:/.7T-0T4
M`3><OH:/.7T-0T4`3><OH:/.7T-0T4`60<@$4M-C^X*=0`4444`%%%%`".=J
M,1V&:H74[/;LI`P<?SJ])_JV^AK-G_U+4`:E%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`5G^^WUJE'IEG$<QQ%>01A
MVXP<@#G@>PXJQ?-*MO<-`-TH1B@]6QQ^M<U<VQ>X,EO$9=UM&8I/L[.S-EB=
ML@X0G(R3Z^U-`;J:9:1MN6,@Y!!WMQ@Y`'/`R.G2E:PLQ=&[>,"5F#%BYP6P
M%'&<9Z5D7)OY=09(H[N*)G`<AV/_`"T09'&%&TM]TGCKR*FNHIG62-EN7E$\
M9`^8Q^6)5(/IG`Y[]<]J`-"/3+.-=J0`#>KXW'@J<KCG@`]NE-;2+%BI,'*G
M<,.PYW;^>>?F)//K66+B\B^UW#1SQQ0[)0DCLV[!;>!D#^'L,C."*MZ:MVEV
M5G:>0O%N9GSL1N/E'8\D].1C![4`:,-K#!)))&F'D^\22<]>.>@Y/'O4U8<2
MB&Q?-G.;X1@3R(K(7;(R=X&6[GY<D#H,\53MY;YIGCD-T)UB!A3+E0?,D`+<
M#(V@<L.0/7%%@.GR,XR,^E&X;BN1N`SCO7.6\$UO/<S207)9XV"A"ZY_?2$]
M.G#*?7KBEM+>]N8+]98Y%DDM##&9"?[\NT9(!/!7DC/>BP'1T5EVSL;V2Y\J
M<1M%%"`8R#N#-G@]AN'/2F:3FV+0^1)L)51*82K,W.=_J1@9;H<T6`UZ*PI1
MJ"WTU[%"`KAH4W.<@`?*2N,8W`G.>C57665KW8KWOV7;&9E9GWC/F9V]^H7I
MV''%%@.EHKF+4ZC+;3S*URY4`('<C</-?=T[[`.F>V.U+=R7L=A*TSW"R"`F
M#R6;AMS?>X!/R[?O#U[T6`Z4D`9)`^M+7-WXN[BYN(_L]T(,JS?.Y)*RIRHQ
M@?+N("DYQZBK=B;]KZX$RL(MKCYF8YY^3`(P/ESG!)]<46`V:*Y73K>YAMH_
M)A>/]PBS>7;M"P^9=W7[[;=WS#T]ZLM'J#1W,F;K=%!NMP&898.^W([G;MR#
M^-%@-\NH<(6`9@2%SR0.O\Q3JQ+&.=M4MY)4N/,6&03,X;8')3[N>,<=N./7
M-4K6#4XM,WQ"X6YC:%(D8MM`*(&RO3&2?I@T6`Z;>I<IN&\`$KGD`]_T-.KF
MG2Z6>66VBNFC,<2R&9G5B`7+!3@MU(Z#OQVJS;+>/-"+KSC;E<2@DXSSCJ`<
M;<9XZX]Z+`;E%5-,=WL(FD)8\[6)R67)VD_48-6Z0!1110!8C^X*=38_N"G4
M`%8]]#?M#']L:*X@$JF6."%@63!R,;CGG:<>U;%%,#G)X[A]'AMGAF+12!FW
M1,X$9+;05'W\#`(!X.#5-;*]GDM4FCN594CBW[6+;1G+A_X"<\J<DXQ77T4[
M@8^C1W$,5U'/%L3AHVV[>""=H'8#ICM4D_\`J6K2D_U;?0UFS_ZEJGJ!J444
M4`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110
M!&T66)W=?:FK;JHPI`&<\"D:1@Q`/>D\Q_7]*`'^3_M?I1Y/^U^E,\Q_7]*/
M,?U_2@`DM(Y5"RJK@$$!ESR.AI_D_P"U^E,\Q_7]*/,?U_2@!_D_[7Z4W[,H
M<OQO(`+;>2!V_4TGF/Z_I1YC^OZ4`/\`)_VOTH\G_:_2F>8_K^E'F/Z_I0`_
MR?\`:_2CR?\`:_2F>8_K^E'F/Z_I0`XP`C!.1]*@_LNT$+0BW@\ICDIY0VD^
MN*E\Q_7]*/,?U_2@!RVZHH5<*HX``P!4<EA!+(DDD<;NGW69`2OT/:G>8_K^
ME'F/Z_I0`_R?]K]*/)_VOTIGF/Z_I1YC^OZ4`/\`)_VOTH\G_:_2F>8_K^E'
MF/Z_I0`_R?\`:_2CR?\`:_2F>8_K^E'F/Z_I0`_R?]K]*1K<,I5B"I&"".#3
M?,?U_2CS']?TH`?Y/^U^E'D_[7Z4SS']?TH\Q_7]*`'^3_M?I1Y/^U^E,\Q_
M7]*/,?U_2@"=1M4#TI:1"2H)I:`"BBB@`HHIDS%8B5."*`',-RD>HQ5*[@V6
MSMNSC';WIWGR?WOT%17,KM`P9L@X[>]`&C1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`%2X8JLC#J`2*Y^PU*\2"SEN
M7E87`Y,ZQJO^K9LKM[9`Z]JZ*0`LP/(JE)+IO[NTE>UXP(X6*]N!A?PQ30&3
M'KUV(EGDBB:/"@H@(8DP>9QSZY%3VT]]<Z@R?:8>(HI#Y8^7!9B1SGD@8S^-
M:JVMNF-D$2[2",(!@@;0?RX^E,$5I9*76*&$,0I*H!G)X''N?UHN!F3:C<2:
M++,62*XCFC1@.`F63@G)R,'J.H-1W&NW,),0B229&DR4C=EDVA3A<9QG=C)X
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M3,IVN6+$'!PB?*GI@G)^HK;JM"UE-*QA-O)(C$L4VDJV,9..^.*LT,`HHHI`
M%%%%`!141N81`TWF`QJ2"PYY!P1^?%"7$,DKQ)-&TD?WT5@2OU':@"6BBJYO
M;9?-W3(ODYWY.,8`)_(,/SH`L45!+=VT,JQ2W$4<C_=1G`)^@J>@`HI"0`2>
M@J.*XBF2-HY%82IYB>K+QSC\1^=`$M%1SS1V\+S2MMCC4LQ]`*DH`**;N4L5
MR-P&2,\TZ@"Q']P4ZFQ_<%$BL\;*KE&((#``E3Z\\4`)+-%"`99$C!(4%F`R
M3T%)+/##M\Z5(]YVKO8#<?05DZI9W9L%B59=0E\Y'#MY:E`K*3_=Z@&H]9L[
MS45!AMFCD,<D!\PHP"N%.[KQR,9&3P>.AIV`V6NK=&=7GB5HUW."X!4>I]!1
M,RO`Q5@PXZ'-8C:5<F;!C+>5-).)@R@R9Y5>?0XZ\?*.M7=-MI[/3'M[@J1&
MY$9'=.,$_K0`^HY_]2U25'/_`*EJ0&I1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`%&^65K>X6`[92C!#Z-CC]:P);.
MXF+_`&2*80RVT<:J"@3<I;*R!OF`&?X>>M=.T3%B<CFD\EO44[@<U<Z;>7&H
M,YMHTA9QOV$#S`)$.2=V3\H;L,<CGBK$VGRMYB+:AI/.1A/D#Y!(K!?7@#Z<
M<=:W?);U%'DMZBBX',20W5HMW=211P8,;Q(F`'D#-D=3DL#C/!.1Q5W3;":U
MNR3'P\7[R5B"2_'W>^,[B0>_3J:VO);U%'DMZBBX&(L%RFF?9#8K*\487>Y4
MK+R,D#.3GDD''/&>]9UO977VF2"2WS,(1Y3@C$&9)"I')Q@=@2>U=9Y+>HH\
MEO447`YR+3;B&6>0V<<SR1LJEMIQ^]=L'D=58<>V#BEL-,O1#=QRX@,MN8HV
M4CY/GD(P`3@`,O?CIVKHO);U%'DMZBBX'/S6M[-.A-NWV1!B2V8QX?&,!".W
M4X8\T\Z;=E+=0P"LS+,I.=L>_<J^^!\O_`C6[Y+>HH\EO447`YFUTF\+0B[5
M7195,B@`!L(X+GYCG)9<\#/I2MI-R7C_`'(VO*S3?,/F'GJRY]?DW?RKI?);
MU%'DMZBBX'-/I-VD2_9XU1R)1)D@AU\U2BD9Y&P$`9&,XXI8]*NPRR,H,B"+
MRVX4IB9F8#DXPAQU/''-=)Y+>HH\EO447`P[*S>-A:-`(E6:2=W`&'^8E.GU
M'7^Y36L[A],CL&M26B,8:;>,2`.I8CG/(!)SC\:WO);U%'DMZBBX'-R:9??:
MI/+$8CR<%$"[X^T>=WH,?=Q[]:C?2+F1;H1VJP1RI,$C++A=RQ!1P<#E3],5
MU'DMZBCR6]11<#GKVQGEN&\JWN([>6U2(QPF(`8+?*V3P,$?=]Z;<:=?2VLR
MF-?M+QOOE5@!("I"H.<X!(Z^GN:Z/R6]11Y+>HHN!S\FFRI=38M1+:;CY4(8
M`*2J?/R>,$-[\Y%,DTNYDATQ#$"(8(XYAN'&'B)'OPK5T?DMZBCR6]11<#F;
MK2KEK.>'[,)@5E2W7<H$.78J>3P"I4<=,8Z4]M-U!KBX.Y079MD@`'5P58G=
MR5`Z8'IS71^2WJ*/);U%%P,B&)DGL$6/RY(D;SL'=\I&.ONV#^!K4I_DMZBC
MR6]12`EC^X*=2*,*`:6@`HHHH`*CN/\`4M4E(RAEPPR#0!0J.?\`U+5H>1'_
M`'?U-07L2+:N57!&._O0!;HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
'"BBB@#__V3\_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>11
<FILENAME>masterintinctrstx7x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx7x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@!
M3P'X`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`Z;R*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR
M*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR
M*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR
M*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR
M*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR
M*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR
M*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR
M*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR*/(K4\@4>0*`,OR
M**U/(%%`#Y)%C&6_#WI(Y0Y(PP([$8ID^5DCDP2JYSBAY5DBDVY("]<<5@ZC
M4G=[=.Y:CH3T529"L<1Y*D9;)I?F^S'!RN[MGI2]OW0^3S++2!7*X).W=Q0)
M%RH.06Z`BJOR;W\O.WRSUH*IF!G'!7!_I4>WEY?TQ\B+M%5[GJF_/EY^;%0D
M`I/L!(^7&:N=;E;5OZM<2A=7+U(Q"J6/0#-5&D#2NR@L/+^G>D3`,@4C:8R>
M,X_6D\1K9![,M"0';A6PPSG'2E1U==RG(JL`&:W!Z%2#^5)#&K6[J!B0=?KV
MH5:5[6_JR8."L7**@MR9&:4CKP*C?9YC^=NW9^3&?TJW6]U2MN+DUL6Z*IGS
M(U5B#ND7:?KVHE78P5L;0ORYSU_#O4NOIL/D\RY150J6:!7/)!R11*I20QKT
MEQ^'K3]L[-V_JP<GF60V6*X(QW(X-.JK@J\X3J%&,?2F1IO)"D8*_,`32]L]
MK=_S#D+M%4-S[?-]MGZ5<C79&J^@JJ=7VCV%*/*/HHHK8@****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`IH159F`Y;K3
MJ*5D`4444P"FLH9<,,@TZBAJX"*H50%&`*6BBC8`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*S[C5H;
M>]:VDBF^4)OE`&Q=Y*J#SGDCTK0K/?28)=4>]FS(2J!4)("E23DC.#U&,CC%
M`$U]>QV,:/*DC*SJF47."2`,^G)%6JR[S1U>R%KIY@LHS(LC`0[@2"".`1_=
M%:2!@BAV#,!R0,`GZ4`.HHHH`****`"BBB@`HHHH`****`*U[_J1_O52J[>_
MZD?[U4J\C&?Q3JI?"%%%%<IJ%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!6M636M7HX'[7R_4PK=`HHHKT#G"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`IDK^5&S[6;`Z*,D_A3ZCF61HF$+K'(1\K,NX#\
M,C/YT`9ZZ]:,MIM#[KI`Z*2H(!Z9R?T&>E6;Z^2Q0/)%*R8RS(N0@]3_`/6Y
MK,B\.NMM'#)=HVV(0.PAP6C!R`/FX.2>??I5N]T^]NFBQ>Q!8Y&?8]ON5N?E
MSAAG'ZGF@"Q9:A#?%Q$'!3!.X`8!&1^8Y_GBK=9]KI:6U_)=K)S(I#(J[5)+
M9SCUQ@5H4`%%%%`#61&.652?<4GE1_\`/-?RI]%3RQ?0=V,\J/\`YYK^5'E1
M_P#/-?RI]%')'L%V,\J/_GFOY4>5'_SS7\J?11R1[!=C/*C_`.>:_E1Y4?\`
MSS7\J?11R1[!=C/*C_YYK^5'E1_\\U_*GT4<D>P78SRH_P#GFOY4>5'_`,\U
M_*GT4<D>P78SRH_^>:_E1Y4?_/-?RI]%')'L%V,\J/\`YYK^5'E1_P#/-?RI
M]%')'L%V,\J/_GFOY4>5'_SS7\J?11R1[!=C/*C_`.>:_E1Y4?\`SS7\J?11
MR1[!=C/*C_YYK^5'E1_\\U_*GT4<D>P78SRH_P#GFOY4>5'_`,\U_*GT4<D>
MP78SRH_^>:_E1Y4?_/-?RI]%')'L%V,\J/\`YYK^5'E1_P#/-?RI]%')'L%V
M,\J/_GFOY4>5'_SS7\J?11R1[!=C/*C_`.>:_E1Y4?\`SS7\J?11R1[!=C/*
MC_YYK^5'E1_\\U_*GT4<D>P78SRH_P#GFOY4>5'_`,\U_*GT4<D>P78SRH_^
M>:_E1Y4?_/-?RI]%')'L%V,\J/\`YYK^5'E1_P#/-?RI]%')'L%V,\J/_GFO
MY4>5'_SS7\J?11R1[!=C/*C_`.>:_E1Y4?\`SS7\J?11R1[!=C/*C_YYK^5'
ME1_\\U_*GT4<D>P78SRH_P#GFOY4>5'_`,\U_*GT4<D>P78SRH_^>:_E1Y4?
M_/-?RI]%')'L%V,\J/\`YYK^5'E1_P#/-?RI]%')'L%V,\J/_GFOY4>5'_SS
M7\J?11R1[!=C/*C_`.>:_E1Y4?\`SS7\J?11R1[!=C/*C_YYK^5'E1_\\U_*
MGT4<D>P78SRH_P#GFOY4>5'_`,\U_*GT4<D>P78SRH_^>:_E1Y4?_/-?RI]%
M')'L%V%%%%4(*@FNX()X()9`LDY(C4_Q$#)J>L?4]*N;VZ>YCNO*:-5\A!C!
M(.[YCC(R0.G84`:)O+4/*AN80T0S(-XR@]3Z5)%+'-&LD3K)&PRK*<@CV-8D
M^F:I)?R7*36PPCK&".@8J0"-O^R>26YP<=JOZ/9S6-D8IV5G,LCY4\89B?0>
MOH*`+]%%%`!1110`4444`%%%%`!1110!7O&98@5)!W=C5/S9/^>C?G5N]_U(
M_P!ZJ5>5BY-5-&=5)+E'>;)_ST;\Z/-D_P">C?G3:*Y>>7<TLAWFR?\`/1OS
MH\V3_GHWYTVBCGEW"R'>;)_ST;\Z/-D_YZ-^=-HHYY=PLAWFR?\`/1OSH\V3
M_GHWYTVBCGEW"R'>;)_ST;\Z/-D_YZ-^=-HHYY=PLAWFR?\`/1OSH\V3_GHW
MYTVBCGEW"R'>;)_ST;\Z/-D_YZ-^=-HHYY=PLAWFR?\`/1OSH\V3_GHWYTVB
MCGEW"R'>;)_ST;\Z/-D_YZ-^=-HHYY=PLAWFR?\`/1OSH\V3_GHWYTVBCGEW
M"R'>;)_ST;\Z/-D_YZ-^=-HHYY=PLAWFR?\`/1OSH\V3_GHWYTVBCGEW"R'>
M;)_ST;\Z?%)(94!=B-P[U%3H?]<G^\*J$Y<RU$TK&I1117NG$%%%%`!1110`
M4444`%%%%`!1110`4444`%,ED2&-I)&VHHR33ZCF,HB8P*C28^4.Q4'ZD`_R
MH`K'5K%889C.!'.N]#M/*\<GC@<CD^M337EO!<0P2R!99CA%P3DX)_H:P%T&
M^>SM8)FMP8(A""LC?*,@EL8&[.!\IXXK1O[?4KB:U:..TVP3F7YI6!(PR@?=
M/.&S]:`+UO>076?(DWXZ\$8]/SZCU%3UF6&FR6>H2SJZK#*N#$"3@@_*>?10
M!_\`6K3H`****`&L@8Y);\&(I/+7U;_OLT^BIY8OH.[&>6OJW_?9H\M?5O\`
MOLT^BCDCV"[&>6OJW_?9H\M?5O\`OLT^BCDCV"[&>6OJW_?9H\M?5O\`OLT^
MBCDCV"[&>6OJW_?9H\M?5O\`OLT^BCDCV"[&>6OJW_?9H\M?5O\`OLT^BCDC
MV"[&>6OJW_?9H\M?5O\`OLT^BCDCV"[(VA1AA@Q'NQIOV:'^Y^IJ:BDZ4'ND
M/F?<A^S0_P!S]31]FA_N?J:FHI>RI_RK[@YI=R'[-#_<_4T?9H?[GZFIJ*/9
M4_Y5]P<TNY#]FA_N?J:/LT/]S]34U%'LJ?\`*ON#FEW(?LT/]S]31]FA_N?J
M:FHH]E3_`)5]P<TNY#]FA_N?J:/LT/\`<_4U-11[*G_*ON#FEW(?LT/]S]31
M]FA_N?J:FHH]E3_E7W!S2[D/V:'^Y^IH^S0_W/U-344>RI_RK[@YI=R'[-#_
M`'/U-'V:'^Y^IJ:BCV5/^5?<'-+N0_9H?[GZFC[-#_<_4U-11[*G_*ON#FEW
M(?LT/]S]31]FA_N?J:FHH]E3_E7W!S2[D/V:'^Y^IH^S0_W/U-344>RI_P`J
M^X.:7<A^S0_W/U-'V:'^Y^IJ:BCV5/\`E7W!S2[D/V:'^Y^IH%M$#D+@_4U-
M11[*G_*ON#FEW&>6OJW_`'V:/+7U;_OLT^BJY(]A78SRU]6_[[-'EKZM_P!]
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M`W**Q+6UO!XA>Z:U2&$K(K.I&9.5VD_-DG@]ACGKUK;H`****`"BBB@`HHHH
M`****`"BBB@""ZD:.,%#@YQ3;25Y-^\YQC'%%[_J1_O4VP_Y:?A_6N)RE]94
M;Z?\`V27L[ENBBBNTQ"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`CDGBB=%DE1&<X0,P!8^WK3+B\M;5D6XN886?A!(X4M],]>M9NKV%Q<W
M$AB0.LT`A#9`\DAB=W/U'3T%&I6][<7$5Q;0R13Q[XU)9"A4L.6!R<':#QS0
M!JQS12_ZN1'ZCY6!Z<&I*R-,L;BSU"9L8M9$X#$%@5.U1QVVBM>@`HHHH`:R
MDGAV7Z8I-C?\]&_(?X4^BIY4.XS8W_/1OR'^%&QO^>C?D/\`"GT4<J"XS8W_
M`#T;\A_A1L;_`)Z-^0_PI]%'*@N,V-_ST;\A_A1L;_GHWY#_``I]%'*@N,V-
M_P`]&_(?X4;&_P">C?D/\*?11RH+C-C?\]&_(?X4;&_YZ-^0_P`*?11RH+C-
MC?\`/1OR'^%&QO\`GHWY#_"GT4<J"Y$\/F##NQ'7M_A21VXCSL=AGKT_PJ:B
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M-^0_PI]%'*@N%%%%4(***P-96^DU&.YMK8O'8@./F(+$_>"J!\QV\=>K4`;]
M%(#D9I:`"BBB@`HHHH`****`"BBB@`HHHH`AN)6BC#*`3G'-5_MDG]U?RJ6]
M_P!2/]ZJ5>;B:LXU+19T4XIQU-:BBBO2.<****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"
MBBB@`HHHH`****`"BBB@`HK"UNWN);HF..1V,(%LR@D12[CEB>W&WGV-0ZZM
MQ>W$?DP3XC#*O[ICN;<,D'^`X7ASQ@T`='16+I$%Q:ZA/&T;&W9<I(RXP0<8
MQZG!8GOUK:H`****`&L'S\K*![C/]:3$G]Y?^^?_`*]/HJ>5#N,Q)_>7_OG_
M`.O1B3^\O_?/_P!>GT4<J"XS$G]Y?^^?_KT8D_O+_P!\_P#UZ?11RH+C,2?W
ME_[Y_P#KT8D_O+_WS_\`7I]%'*@N,Q)_>7_OG_Z]&)/[R_\`?/\`]>GT4<J"
MXS$G]Y?^^?\`Z]&)/[R_]\__`%Z?11RH+C,2?WE_[Y_^O1B3^\O_`'S_`/7I
M]%'*@N0RPO*H5G4#.>%_^O47V+_II_X[5NBLY8>G)WDOS*4Y+89B3^\O_?/_
M`->C$G]Y?^^?_KT^BM.5$W&8D_O+_P!\_P#UZ,2?WE_[Y_\`KT^BCE07&8D_
MO+_WS_\`7HQ)_>7_`+Y_^O3Z*.5!<9B3^\O_`'S_`/7HQ)_>7_OG_P"O3Z*.
M5!<9B3^\O_?/_P!>C$G]Y?\`OG_Z]/HHY4%QF)/[R_\`?/\`]>C$G]Y?^^?_
M`*]/HHY4%QF)/[R_]\__`%Z,2?WE_P"^?_KT^BCE07&8D_O+_P!\_P#UZ,2?
MWE_[Y_\`KT^BCE07&8D_O+_WS_\`7HQ)_>7_`+Y_^O3Z*.5!<9B3^\O_`'S_
M`/7HQ)_>7_OG_P"O3Z*.5!<9B3^\O_?/_P!>C$G]Y?\`OG_Z]/HHY4%QF)/[
MR_\`?/\`]>C$G]Y?^^?_`*]/HHY4%QF)/[R_]\__`%Z,2?WE_P"^?_KT^BCE
M07&8D_O+_P!\_P#UZ,2?WE_[Y_\`KT^BCE07&8D_O+_WS_\`7HQ)_>7_`+Y_
M^O3Z*.5!<9B3^\O_`'S_`/7HQ)_>7_OG_P"O3Z*.5!<9B3^\O_?/_P!>C$G]
MY?\`OG_Z]/HHY4%QF)/[R_\`?/\`]>C$G]Y?^^?_`*]/HHY4%QF)/[R_]\__
M`%Z,2?WE_P"^?_KT^BCE07&8D_O+_P!\_P#UZ,2?WE_[Y_\`KT^BCE07&8D_
MO+_WS_\`7HQ)_>7_`+Y_^O3Z*.5!<9B3^\O_`'S_`/7HQ)_>7_OG_P"O3Z*.
M5!<9B3^\O_?/_P!>C$G]Y?\`OG_Z]/HHY4%PHHHJA!117+:Q>3P:\X2Y*[$A
M98A,P+C<VX+'T<D#'/3B@#J:*YF77&2^O(OM$XB5&.[9'NC8.JX&>@^;J^/7
MI6OHEW)>Z7%/*<N2ZD\<[6*YXX[=J`+]%%%`!1110`4444`%%%%`!1110!%/
M+Y*!MN<G'6H?MO\`TS_\>IU[_J1_O52KSL37J0G:+.BG"+C=EO[;_P!,_P#Q
MZC[;_P!,_P#QZJE%<_UJKW_(OV4>Q;^V_P#3/_QZC[;_`-,__'JJ44?6JO?\
M@]E'L6_MO_3/_P`>H^V_],__`!ZJE%'UJKW_`"#V4>Q;^V_],_\`QZC[;_TS
M_P#'JJ44?6JO?\@]E'L:,$OG(6VXP<=:EJM9?ZD_[U6:]2C)R@FSFFK2:044
M45J2%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%8&N7-S#J,>R3;$L8:.(,RF=]QRHP1SC'7(
MYZ4FO:FR^2ML\XC29/,DAC9@2)`I3('UX[\#G-`'045BZ1/<#4)[:X=Y5"[H
MY-Q*G!VMU[ELG';H.*VJ`"BBB@!K%\_*JD>YQ_2DS)_=7_OK_P"M3Z*FS[CN
M,S)_=7_OK_ZU&9/[J_\`?7_UJ?11RON%QF9/[J_]]?\`UJ,R?W5_[Z_^M3Z*
M.5]PN,S)_=7_`+Z_^M1F3^ZO_?7_`-:GT4<K[A<9F3^ZO_?7_P!:C,G]U?\`
MOK_ZU/HHY7W"XS,G]U?^^O\`ZU&9/[J_]]?_`%J?11RON%QF9/[J_P#?7_UJ
M,R?W5_[Z_P#K4^BCE?<+D$\<DR!<*,'/WO\`ZU0?8Y/[R_G5ZBL9X>$W>1:J
M-*R*/V.3^\OYT?8Y/[R_G5ZBI^J4A^UD4?L<G]Y?SH^QR?WE_.KU%'U2D'M9
M%'[')_>7\Z/L<G]Y?SJ]11]4I![611^QR?WE_.C[')_>7\ZO44?5*0>UD001
MR0H5PIR<_>_^M4F9/[J_]]?_`%J?16T8<JLF0Y7=V,S)_=7_`+Z_^M1F3^ZO
M_?7_`-:GT57*^XKC,R?W5_[Z_P#K49D_NK_WU_\`6I]%'*^X7&9D_NK_`-]?
M_6HS)_=7_OK_`.M3Z*.5]PN,S)_=7_OK_P"M1F3^ZO\`WU_]:GT4<K[A<9F3
M^ZO_`'U_]:C,G]U?^^O_`*U/HHY7W"XS,G]U?^^O_K49D_NK_P!]?_6I]%'*
M^X7&9D_NK_WU_P#6HS)_=7_OK_ZU/HHY7W"XS,G]U?\`OK_ZU&9/[J_]]?\`
MUJ?11RON%QF9/[J_]]?_`%J,R?W5_P"^O_K4^BCE?<+C,R?W5_[Z_P#K49D_
MNK_WU_\`6I]%'*^X7&9D_NK_`-]?_6HS)_=7_OK_`.M3Z*.5]PN,S)_=7_OK
M_P"M1F3^ZO\`WU_]:GT4<K[A<9F3^ZO_`'U_]:C,G]U?^^O_`*U/HHY7W"XS
M,G]U?^^O_K49D_NK_P!]?_6I]%'*^X7&9D_NK_WU_P#6HS)_=7_OK_ZU/HHY
M7W"XS,G]U?\`OK_ZU&9/[J_]]?\`UJ?11RON%QF9/[J_]]?_`%J,R?W5_P"^
MO_K4^BCE?<+C,R?W5_[Z_P#K49D_NK_WU_\`6I]%'*^X7"BBBJ$%%%<[JFI7
MMMJ\HCD86T"0NXPFT!F.XG/S'@<;:`.BHK*L]4:XU>6SW1R1['=&1&7&U@I!
M)X;KU'H16K0`4444`%%%%`!1110`4444`%%%%`$4\ODH&VYR<=:A^V_],_\`
MQZG7O^I'^]5*O.Q->I"=HLZ*<(N-V6_MO_3/_P`>H^V_],__`!ZJE%<_UJKW
M_(OV4>Q;^V_],_\`QZC[;_TS_P#'JJ44?6JO?\@]E'L6_MO_`$S_`/'J/MO_
M`$S_`/'JJ44?6JO?\@]E'L6_MO\`TS_\>H^V_P#3/_QZJE%'UJKW_(/91[%O
M[;_TS_\`'J/MO_3/_P`>JI11]:J]_P`@]E'L6_MO_3/_`,>H^V_],_\`QZJE
M%'UJKW_(/91[%O[;_P!,_P#QZK$3^9&'QC/:LRM"U_X]U_'^==6%K3J3:D^A
MG4A&*NB:BBBN\P"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`***
M*`"BBB@`HHHH`****`"BBB@`HK$UW4+JQFW1%Q&L89`D882/G&UO08QCIUJ?
M5WN#Y"V5Z\4LDHB"HJ,#SEB<@]`#0!J45D:5?7$M_/:7;9D1=RX`P1P&Y'8-
MD#OCKS6O0`4444`-9B#PC-],57DM;:6X6>6QC>9?NR,BEA]#UJU14V?<=RM'
M;P13M-'9HDK9W.JJ&.<9R?P'Y5-O;_GFWYC_`!I]%'*^X7&;V_YYM^8_QHWM
M_P`\V_,?XT^BCE?<+C-[?\\V_,?XT;V_YYM^8_QI]%'*^X7&;V_YYM^8_P`:
M-[?\\V_,?XT^BCE?<+C-[?\`/-OS'^-&]O\`GFWYC_&GT4<K[A<9O;_GFWYC
M_&C>W_/-OS'^-/HHY7W"Y7N%>6,*L;`YSR1_C5;[--_<_45HT5A4PT:CYI-E
MQJ.*LC.^S3?W/U%'V:;^Y^HK1HJ/J5/NRO;2,[[--_<_44?9IO[GZBM&BCZE
M3[L/;2,[[--_<_44?9IO[GZBM&BCZE3[L/;2,[[--_<_44?9IO[GZBM&BCZE
M3[L/;2,[[--_<_44?9IO[GZBM&BCZE3[L/;2,[[--_<_44?9IO[GZBM&BCZE
M3[L/;2,[[--_<_45:AWQQ*IC;(]"/\:GHK2GAHTW>+9,JCDK,9O;_GFWYC_&
MC>W_`#S;\Q_C3Z*VY7W(N,WM_P`\V_,?XT;V_P">;?F/\:?11RON%QF]O^>;
M?F/\:-[?\\V_,?XT^BCE?<+C-[?\\V_,?XT;V_YYM^8_QI]%'*^X7&;V_P">
M;?F/\:-[?\\V_,?XT^BCE?<+C-[?\\V_,?XT;V_YYM^8_P`:?11RON%QF]O^
M>;?F/\:-[?\`/-OS'^-/HHY7W"XS>W_/-OS'^-&]O^>;?F/\:?11RON%QF]O
M^>;?F/\`&C>W_/-OS'^-/HHY7W"XS>W_`#S;\Q_C1O;_`)YM^8_QI]%'*^X7
M&;V_YYM^8_QHWM_SS;\Q_C3Z*.5]PN,WM_SS;\Q_C1O;_GFWYC_&GT4<K[A<
M9O;_`)YM^8_QHWM_SS;\Q_C3Z*.5]PN,WM_SS;\Q_C1O;_GFWYC_`!I]%'*^
MX7*\D44LB226H=T^ZS*I*_0]J%BB1PZ6JJP+$$*H(+<L?Q[^M6**.5]PN0JJ
M(VY+?:<8R`H[Y]?6G[V_YYM^8_QI]%'*^X7"BBBJ$%%%8>H:S<VFK-`J(8(U
MB+DQ,<!F()+@X4`#/(YH`W****`"BBB@`HHHH`****`"BBB@`HHHH`CEE6)0
MS`D9QQ47VR/^ZWY47O\`J1_O52KS\1B)TY\L3>G34E=EW[9'_=;\J/MD?]UO
MRJE16'UNJ7[*)=^V1_W6_*C[9'_=;\JI44?6ZH>RB7?MD?\`=;\J/MD?]UOR
MJE11];JA[*)=^V1_W6_*C[9'_=;\JI44?6ZH>RB7?MD?]UORH^V1_P!UORJE
M11];JA[*)=^V1_W6_*C[9'_=;\JI44?6ZH>RB7?MD?\`=;\J/MD?]UORJE11
M];JA[*)=^V1_W6_*C[9'_=;\JI44?6ZH>RB7?MD?]UORH^V1_P!UORJE11];
MJA[*)=^V1_W6_*C[9'_=;\JI44?6ZH>RB7?MD?\`=;\J/MD?]UORJE11];JA
M[*)=^V1_W6_*C[9'_=;\JI44?6ZH>RB7?MD?]UORH^V1_P!UORJE11];JA[*
M)=^V1_W6_*C[9'_=;\JI44?6ZH>RB:,4RS9V@C'K4M5+#_EI^']:MUZ-";G3
M4F8324K(****V("BBB@`HHHH`****`"BBB@`HHIDOF>6WE!2^.-W2@!]%<X_
MB&:.QM;F184WVRSN"#^\)ZJG/!'7G/45;UC6'TZ?&(UC6/S#O!S+S@JN.XZ]
M^HH`V**S-,U*2ZNIK:X58Y8@#MP03G&>OIG&>_6M.@`HHHH`:SA3@AOP4FJ-
MQIUC<W)GFAD9RH5N7"L!G`*C@]3U%:%%3[P]!GF+Z-_WP:/,7T;_`+X-/HHM
M+N&@SS%]&_[X-'F+Z-_WP:?11:7<-!GF+Z-_WP:/,7T;_O@T^BBTNX:#/,7T
M;_O@T>8OHW_?!I]%%I=PT&>8OHW_`'P:/,7T;_O@T^BBTNX:#/,7T;_O@T>8
MOHW_`'P:?11:7<-"M='S(P$5B<Y^Z:J>5)_SS;\JU**YJF&527,V:1J<JLC+
M\J3_`)YM^5'E2?\`/-ORK4HJ/J,>Y7MGV,ORI/\`GFWY4>5)_P`\V_*M2BCZ
MC'N'MGV,ORI/^>;?E1Y4G_/-ORK4HH^HQ[A[9]C+\J3_`)YM^5'E2?\`/-OR
MK4HH^HQ[A[9]C+\J3_GFWY4>5)_SS;\JU**/J,>X>V?8R_*D_P">;?E1Y4G_
M`#S;\JU**/J,>X>V?8R_*D_YYM^5'E2?\\V_*M2BCZC'N'MGV,ORI/\`GFWY
M4>5)_P`\V_*M2BCZC'N'MGV,ORI/^>;?E1Y4G_/-ORK4HH^HQ[A[9]C+\J3_
M`)YM^5'E2?\`/-ORK4HH^HQ[A[9]C+\J3_GFWY4>5)_SS;\JU**/J,>X>V?8
MR_*D_P">;?E1Y4G_`#S;\JU**/J,>X>V?8R_*D_YYM^5'E2?\\V_*M2BCZC'
MN'MGV,ORI/\`GFWY4>5)_P`\V_*M2BCZC'N'MGV*EIF/?O5AG&/E-6/,7T;_
M`+X-/HKIITW3BHIF4I<SNQGF+Z-_WP:/,7T;_O@T^BKM+N+09YB^C?\`?!H\
MQ?1O^^#3Z*+2[AH,\Q?1O^^#1YB^C?\`?!I]%%I=PT&>8OHW_?!H\Q?1O^^#
M3Z*+2[AH,\Q?1O\`O@T>8OHW_?!I]%%I=PT&>8OHW_?!J.81SQ-%()-K#!V[
ME/YCD5/11:7<-#-BTO3X8HXDAE\N,Y5&>1@/P)Y''2I&L;-V!>.5L.7P2Y!)
M.>1T//;M5ZBBTNX:%6."VBG,R1,)""I;:Q."<G]:G\Q?1O\`O@T^BBTNX:!1
M115""BBJ4U[(+QK6VM_.>-%>0E]H4$D#'')X-`%VBJ+:DJW$L'V:X,J*65<+
M^]`(!*\^I'7%217R36(NH8I9`<XC4#?D'!')QD'/>@"U162GB"U=P%BGV_('
M?:,(68J`>?[P(I]IJXO-1C@BB<0O"\JR,,;\,H!'/0Y-`&G16-#X@B$6Z[AD
MBR\B(P7*R%6(VKSG.!3WUR))8E:)T#+)YBM]]&4H`N!P2=X[^E`&M165+KUM
M!`TLL<R;`^]"!E67!VGGJ0P([>]7K6ZCNT=XL[4<ID]"1UQ_+\*`)Z***`"B
MBB@!CR+&,N<#I3/M,/\`?_0TR]_U(_WJI5PU\3.G/E1M"FI*[-#[3#_?_0T?
M:8?[_P"AK/HK#Z[4[(OV,30^TP_W_P!#1]IA_O\`Z&L^BCZ[4[(/8Q-#[3#_
M`'_T-'VF'^_^AK/HH^NU.R#V,30^TP_W_P!#1]IA_O\`Z&L^BCZ[4[(/8Q-#
M[3#_`'_T-'VF'^_^AK/HH^NU.R#V,30^TP_W_P!#1]IA_O\`Z&L^BCZ[4[(/
M8Q-#[3#_`'_T-'VF'^_^AK/HH^NU.R#V,30^TP_W_P!#1]IA_O\`Z&L^BCZ[
M4[(/8Q-#[3#_`'_T-'VF'^_^AK/HH^NU.R#V,30^TP_W_P!#1]IA_O\`Z&L^
MBCZ[4[(/8Q-#[3#_`'_T-'VF'^_^AK/HH^NU.R#V,30^TP_W_P!#1]IA_O\`
MZ&L^BCZ[4[(/8Q-#[3#_`'_T-'VF'^_^AK/HH^NU.R#V,30^TP_W_P!#1]IA
M_O\`Z&L^BCZ[4[(/8Q-#[3#_`'_T-'VF'^_^AK/HH^NU.R#V,30^TP_W_P!#
M1]IA_O\`Z&L^BCZ[4[(/8Q-#[3#_`'_T-'VF'^_^AK/HH^NU.R#V,30^TP_W
M_P!#1]IA_O\`Z&L^BCZ[4[(/8Q-#[3#_`'_T-'VF'^_^AK/HH^NU.R#V,30^
MTP_W_P!#2I/&[!5;)/L:SJEM?^/A?Q_E5PQ<Y22:6HI4HI-FC114<S.D3-%'
MYCCHN[&?QKTCG)**QY-7N18QW,-DCAI#$5:<C+;]HVX4[@>N>.*M:GJ2Z>(1
MY9E>614V@XV@L%+'V!8?F*`+U%9^FZFM_)*@C"-'C<-V>O/YCH?0\<UH4`%%
M%%`#6=%.&90?<U3N+6":X\];EX9"H1S$X&]0<@'\STYYJ]14^\/0PY-`T^2:
M>4W$FZ8,&^9.[!O3YN5'#9XXZ58&EV0TG^SA,WD[BV=RYY8MTQ@C)Z8QBM2B
MBTNX:&-;Z)86\$D23OM<H3EEXVR&08P/5C^%36>G6EG<K-'<.=D;1)&SC:BD
M@X''L*TZ*+2[AH8K:%I\J&.>>2:+<[K'(ZE49B22..O/?_&E30]-2.-`^`@;
M&W8F2Q4[OE`&1L7'TK9HHM+N&AEMI=C)'$LLIE:.<3EW<9=\8R>,>G`QT%6-
M/M[73K*.UMW'EQYQN8$G)R<_G5RBBTNX:#/-C_YZ+^='FQ_\]%_.GT46EW#0
M9YL?_/1?SH\V/_GHOYT^BBTNX:%6\=&B`5E)W=C5.M:BN6KA74ES-_A_P32-
M7E5K&316M16?U'^]^'_!+]MY&316M11]1_O?A_P0]MY&316M11]1_O?A_P`$
M/;>1DT5K44?4?[WX?\$/;>1DT5K44?4?[WX?\$/;>1DT5K44?4?[WX?\$/;>
M1DT5K44?4?[WX?\`!#VWD9-%:U%'U'^]^'_!#VWD9-%:U%'U'^]^'_!#VWD9
M-%:U%'U'^]^'_!#VWD9-%:U%'U'^]^'_``0]MY&316M11]1_O?A_P0]MY&31
M6M11]1_O?A_P0]MY&316M11]1_O?A_P0]MY&316M11]1_O?A_P`$/;>1DT5K
M44?4?[WX?\$/;>1DT5K44?4?[WX?\$/;>1DT5K44?4?[WX?\$/;>1DT5K44?
M4?[WX?\`!#VWD9-26Q"SJ20!SR?I6E13C@^62ES;>7_!$ZUU:PSS8_\`GHOY
MU!>QQ7EI);FY:(2#!>)@&`]LYJU17;:7<QT,^*S@1;4/<M*+8DIN*@9(P,@`
M#@9`J*[TFRO#NN+B9GW9#K.5(`;<%XP,`^V??/-:M%%I=PT*,-I:PWK78DS,
MRE&8N.03G_ZWT%6_-C_YZ+^=/HHM+N&@44450@HHK.N]9M;.:YAEW^9;P>>P
M`'S+STYZ\4`:-%9]WK-E:B?=(6>%&8JJGD@9(!Z9QVSQ4DNIVL%K#<S.T<<Q
M`3*-DD@G&,9SP:`+E%9MWK=G:++N,C/$RJR+&V>6"Y''(R>WTZU*VJV*/(CS
MA3&,ME2!],XY/(XZT`7:*IV&HQ7[W`B5@L+A,L""<J&Z'D=<<U<H`****`"B
MBB@`HHHH`:S*HRQ`'N:3S8_^>B_G4-[_`*D?[U4JXJV)=.?*D;0IJ2N:H(89
M!!'J*6H;7_CW7\?YU-77"7-%2[F35G8****H04444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`444
M4`%%%%`!1110`4444`%%5;F]CMKFW@=)";A]BL%^4'!/)_`TR\U*"SE"2*[?
M+O<J,B-<XW-[9_E0!=HJI9:A#?%Q$'!3!.X`8!&1^8Y_GBK=`!1110`5CZKH
M$>IFZ9YBC3(BHRKS&5W<]>00Q!%:S(C'+*I/N*3RH_\`GFOY5/O#T,JYT(7(
MEB>Y86[M)(J!/F5W5@3NSR/F)`Q5N2Q:5+$23`M:R"0D)@/A67IGC[WOTJUY
M4?\`SS7\J/*C_P">:_E1>78-#&F\/RSW4L\E^[%@=FY2=O[Q''\6,#9C``X]
M^:2;PTDT\DC7+X,AF098[)"<[@-VW&>V/QK:\J/_`)YK^5'E1_\`/-?RHO+L
M&A5L+*2UDN99IQ-)<.'8A-@&%"\#)]*NTSRH_P#GFOY4>5'_`,\U_*B\NP:#
MZ*9Y4?\`SS7\J/*C_P">:_E1>78-!]%,\J/_`)YK^5'E1_\`/-?RHO+L&@^B
MF>5'_P`\U_*CRH_^>:_E1>78-"&]_P!2/]ZJ5:?E1_\`/-?RH\J/_GFOY5R5
ML-*I+FN:PJ**L,M?^/=?Q_G4U,\J/_GFOY4>5'_SS7\JZ8*48J/8S;3=Q]%,
M\J/_`)YK^5'E1_\`/-?RJKR["T'T4SRH_P#GFOY4>5'_`,\U_*B\NP:#Z*9Y
M4?\`SS7\J/*C_P">:_E1>78-!]%,\J/_`)YK^5'E1_\`/-?RHO+L&@^BF>5'
M_P`\U_*CRH_^>:_E1>78-!]%,\J/_GFOY4>5'_SS7\J+R[!H/HIGE1_\\U_*
MCRH_^>:_E1>78-!]%,\J/_GFOY4>5'_SS7\J+R[!H/HIGE1_\\U_*CRH_P#G
MFOY47EV#0?13/*C_`.>:_E1Y4?\`SS7\J+R[!H/HIGE1_P#/-?RH\J/_`)YK
M^5%Y=@T'T4SRH_\`GFOY4>5'_P`\U_*B\NP:#Z*9Y4?_`#S7\J/*C_YYK^5%
MY=@T'T4SRH_^>:_E1Y4?_/-?RHO+L&@^BF>5'_SS7\J/*C_YYK^5%Y=@T'T4
MSRH_^>:_E1Y4?_/-?RHO+L&@^BF>5'_SS7\J/*C_`.>:_E1>78-!]%,\J/\`
MYYK^5'E1_P#/-?RHO+L&@^BF>5'_`,\U_*CRH_\`GFOY47EV#0?13/*C_P">
M:_E1Y4?_`#S7\J+R[!H4M1L;F[GMGAN8X5MY/,"M"7RV".NX<88U'=:2]U)(
MTMR,3*8I0(_O1[B0O7@C)&>^>E:/E1_\\U_*CRH_^>:_E1>78-"E:Z6EM?R7
I:R<R*0R*NU22V<X]<8%:%,\J/_GFOY4>5'_SS7\J+R[!H/HHHJA'_]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>12
<FILENAME>masterintinctrstx8x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx8x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@`
ME@$$`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`]`HHJC:ZO87E[):6URLLT:[F"Y(`SCKT/6@"]15&#5["YOWL
M8+A9+A%+,JY(&#@\],\]*N!@6*@\KUHN`ZBBF[UP#N&"<"DVD`ZBBD)`!)Z"
MF`M%-WJ%4YX;&*=233V`**;O4_Q#KC\:=0FF`44UF"XR<9.!0[J@RQQ0VEN%
MAU%-5U;&&'/2G4)I[`%%("",@@CVI:8!113#(@!)88!P:3:6X#Z*3K2TP"BB
MB@`HHHH`**0D`$GH*`00".AH`6BBB@`HHHH`****`*.N2-%HE])&=K+`Y!';
M@UR?A*_8>&=5CBB2-[6%G$B_>=B'.3],`5W#*KJ5=0RD8((R#4:6MO&KK'!$
MBN,,%0`,/?UH`Y/X=W0DM;FU$,:>5AC(/O.23U^F*ZB0D&<@D'*\BI8K>"#/
MDPQQYZ[%`S^5/*J<Y4'/7CK6=2#DK+^M&5%V9''GS)$+$@8QD^M0J!Y$>&.2
MX[].35O`!)`&3U-)L7^Z.N>G>H=*_P"/XC4BNS,A=`S$!@,YY`-/3<8Y%.2,
M<9()Z5+M7G@<]>.M*`%&%``]J:I-/<'+0K[@T4`!!.5XI`S!MVYO];MQGC%6
M`B@Y"@'UQ1M7^Z.N>G>I]D^X^9%9OF`W,>)L=>E&]R[8)R&P/F&,59V*005&
M"<GBC:N0=HR.^*/8ON'.BKG=L9G.XR<KGIS4\H!92'"N,XS3]BYSM&?7%*RA
MAA@"/>J5)I-,3EJ5=WF21%CCEAP>*7>2ZLI;#-CEOZ58*J0`5&!TXHV+G.T9
MZYQ4^REW'SHJH2EL"I/+8//3G]*=E]I&XX!X!<9/XU8VKS\HYZ\=:-B8QM7'
MIBA46DE<.="1NK*N#R1GGK5=LL>6/^NQUJR$`?=WQBC:O]T=<].]5*#DK,2D
MDR*=BI103@]<'!_.F*S,RH[%5P<$-UJR0&&"`1[TA12,%01Z8HE3;E>X*2M8
M@=N7_>$;5!7GK0Y9FY9E_=;L`]ZG*J<94''3CI2E03D@9QBDZ3?4.9%;>6#%
MG*D(",'&>*'+$GYF4B+=@'O5@HIQE1QTXZ4I4$Y(!R,=.U+V4K:L?,BMN8;O
MF8YBW<GO2HVYL.Y7"@CG&>*GVK_='3'3M044XRHXZ<=*?LI=Q<R'4445N0%%
M%%`!1110`4444`%033;5<(#E>^.!4]5WA<AU4KM<YYK*KS<ONE1M?4D>0(>5
M;'KC@4BRDR.I4X7I@4R:%G+$;3D#&>U.:)RTFU@`X'/<5#=2^VG_``__``"D
MHV'I(&8K@J1S@T@E!)`#8'\6.*;'$4DW84#;C`H6-E4QY78<_7FJ4IV5Q6B.
M2578#!&1D9'6D6=6QA6Y!(R.M(D;[D+D808&.](D++Y62/DSG\:2=33^NW_!
M"T0CF+^7D8+9[<&G+.K;>&`8X!(XIL<+J8\E<)GI[T"%A'&N1E6R:F+J6U_K
M;_@C?*/696"<'Y\X_"A)5=@`",]"1UJ-8'&Q25VKD<=>:6*$HP)P=O0Y-.,J
MC:NOZT_X(-1%$V)75AA5[TY)0S8PRG&1D=::\)9GY&UP/J,4JHY<-(5^4<8I
MISO;^M_\A/E%\P;]H#''!('`I/.7=C#8SC=CC-`1T=MI7:QR<]13?)?;Y>5\
MO.??UH<J@6B.,Z@XVMUV].]'G+MSALYQMQSFF^2WJ/\`6;_PI#`QR<C.\L.3
MT-+FJCM$D\P-&S#(QGMTIOG@`9#,=H;@4JQXB9>`6SW--$+>H_U>S\:;=32P
MERCI9-J(RG@L/RI?.7:2001P01S36B8Q1J",J0?RI#"SABQ`8D'CIQ2;J7T0
M[1!Y\`;5.=P!!'-*LI,C*5(``.?3ZTWR6VY&T-N!ZD]*=Y;%W)(PXP?:A>TO
M=_UN'NBB=2"<,.-PR.HH,N86D53P.,BF"`[2#C.T@')J78?)V9YVXIQ=1K43
MY>A'YS9B.T_,#D`=:=YPV!@K$'T'2D6-\Q%MOR`@XIGV=]@&5.`1SVYZU-ZB
MO_7;_@C]TD:95.,,?EW<#M4@(8`CH>:A$+>H_P!7L_&I44K&JGJ`!6D'-OWB
M6ET'4445J2%%%%`!1155G<R/@G*G`&X`5$Y\A48W+5%5U)\_;N.T$X]SZ5&K
M'R5<2,7W8VYZ\UFZR[?TA\A<I"<#)JLCNS@Y.=V""PQCZ4H.^%F9SN(/RY_I
M0JU]D')8L`@C(Y%+50$A8U!;!7/#8YIP9F*+(Y4;2<@]30JU^@<A.K!ERIR*
M-Z@G+`8Z^U1VQ`@0$C)SCWYJ.<D^<"3@;<#-#JM04OZVN"C[UBRS!1EC@4M0
MS';;G:QXQSGWI%)$Y!8G).,'C\JIU+2MZ"Y=+DI=1G+#Y>OM0K!LX.<'!JO(
M2#.02#\O2A&/G%22%,AY'<^E1[9J5OZW:*Y-+EJD5@PRIR#5:)W9E.3DG!!8
M8_*D1S'#&_.,$$?RH5=;VT_X;_,.0M$@#)(`]Z3<-VW/.,XJ&92+7#$DC&>:
M:X_>G#-Q'D$'WIRJM.UNPE%,M4UW5`"QQDXZ56,CMW((4$8(`Z5)/N*Q=`V\
M4>VNFT@Y+/4E1U<?+G\L4ZJ\K2*%#'J>2O%-#,=BLQ"ECSGGVYI^UL[-!R]2
MPK!LX.<'!IU4U8@8!)!<Y(.":<"[&-2S#);D'J*E5[K8;@6J16##*G(JMO/F
M*RDX9L<M_2I+;_4+^/\`.JC5YI67];"<;*Y-1116Q`4444`%%%%`!1110`4T
MJI.2H)'?%.JNS/OEP^`F,#`]*B<E%:H:5R;:O]T<'/2FI$B``#)'0GK2><`!
MD'.W)P.E+YH+[0"?<#@4KP;':0[:N[=M&?7%&U<YVC/KBFK,K,``>3@''!I%
MG5EW`-C(&2*.>`6D/V)C&U<>F*"JD`%00.G%-,R@D8)(.,#O1YJ^69.<#KZT
M<T`LQ?+7<I`QMZ`4NU3G@<]>.M-,R@L.3MQ^M,,IXP?^6FTY%)S@OZ^06;)=
MJ[=NT8],4!5!R%&?7%1K(2DI)^Z2!QZ4>>H'1C@`D@4<\-V'*R0JISE0<]>.
MM&U?[HZYZ=ZC\[]]MQ\NW.:43J03AAQN&1U%/G@%F/VKNW;1GUQ36B4[1R`.
MPZ4@G4@Y##`W<CM09.%.&7+`<BDY0:"TB0@$8(R*38O]T=,=.U1),26+`A0V
MT<=*D,@P^,_+WIJ<9:A9H4HIQE1QTXZ4I`.,@''-0B8[U&"04SG%2)('Z*P'
M8D=:(SB]$#30X@,,$`CWI-B[=NT8],5%+/A&*`\'&['%*)@,YRQW%0`*7M(7
ML'*[$FQ<$;1@]L4;5&.!QTXZ4TR@8&UB2,XQS2&90')!^3&?QI\T$%F/V+G.
MT9ZYQ2@`#```]J9YHW%<,<=3C@4UIOW18!E`&02*.>"U"S9-1433*I(PQ`ZD
M#@4-.JL00WRXR0..:;J1747*R6BH_,!<J%8X."<<"I*I-/8&K!1113$%%%%`
M!4#P;W=N,G!7VJ>BIG!35F--K8@>%F<MQR.1DBE\IMZD;0%QR,YQZ5(K!LX.
M<'!IU1[.+U'S,KI`589P5!R#DYIZQ$6_EL1G':I:0$$D`C(ZTU2A'8')L@,#
M;%Y!<$D\D9S4B1@1E2!SG.*DII8!@">3TH5.,=0YFR!;<C821D'YO>G>2WJ/
M]9O_``J>BDJ,4'.R(1D1RKD9<DC\::L+!9!D?,H`_*IB0HR2`/4TM/V<0YF0
M>2V1R,;-AI!`=I!QG:0#DU,S!5+,<`4ZE[*%Q\S(?*8$'Y>$V\T@A;"\@8<-
MC/`%3TC,%&6.`*'2CN+F9"4VQ2!@3N8D;>:<B'R"I^\P.<^IJ6D+`$`GD]*?
MLTG?Y!S,B$3JR$%>$VG-$4;(Y)V@$=%Z5-10J<4[AS,KF&3RS&"NW.1Z]:4Q
M-AAA&RQ;!J>BE[&(<[(!$ZE6!!8#!S220R-OP5^<#.?:K%(&#9P<X.#0Z4;6
M#F>Y$T;&3<-HYZCK3#`Y5P-JY'09Q5FBATHO<.=D+1/\ZJ5VN<G/44UH"5D`
M(PV`/PJ;>N5PP.[ICO3J/9P?]?UW#F:(3&QE##:.>HZD5-115QBHWL)NX444
M50@HHHH`*JRN06921M./O?TJU32BDY*@GW%9U(N2LF5%I/4JYVB5E<A@_"YZ
MTYW;YVWD,K8"YZBK&Q<YVC/7.*-JEMVT9]<5G[&7<KG17>0B*7YB&#\<\XXI
M\8`N9>3GCC/M4I1"<E02?44NT;MV!GUIJD[IM[?\'_,7,K%:1W5V4$\'?^'I
M0,N\1+'YBQ'/059P,YP,XQ2;5XX''3CI2=%MZO\`JX^=%;>V`N6(WD9S@\>]
M*"[-&K,PSNZ'K5C8N"-HP>3Q1M48X''3CI0J+ZL.==BNQ+V.223_`/7IS?ZQ
M4\PA-N0=W4_6I]H"[0!CTQ2%%(`*C`Z#%/V3[]%^`N9$#L6LB6ZD?UI&=DW[
M'+#;G.<X.:LD`C!`(]*0*HS@`9ZX%#I-]>@*2[%8LX!P6"'&26!(I)'(+A)&
M("<'/O5DHNT@#;G^[Q2+"JYSEL\?-4.C+9,I31#*S!IF#,-N,#/%2R$B:(`G
M!SG\J>54YRH.>O'6E(!()`R.E:*FU?7^KW)YD50SK%'(&8L6Q@G@]:>I_<EO
M,)8H3C-3;5P!M&!R..E&Q>?E'/7CK4JDUU&Y(K$L-BEG(9=V<XYI6=BB@DA@
MI)(;`_\`KU8*J1@J"!VQ044XRH..G%'LI:V8<Z[$&\Y1F8X('`/0_2D!9I0N
M]@"[#@U8V+D':,CIQTHVJ#G:,]>E/V4GU#F17#'A6<A0Y!;//MS4D!+*X+$C
M<0#GM3VC##`)7G/'>E1`@P,^I)[T1IR4M=A.2:*D2@B`;CSNS@]*=O;`7+$;
MR,YP>/>K(10<A0#]*-BX(VC!Y/%2J#2LG_6G^0W-7&PEC'\WKP<YJ2D``&`,
M"EKHBK)(AN["BBBF(****`"H/.(E<-PB>U3U"T)8RY.`^,?A6=3FTY?ZT*C;
MJ+YZX)(8$=B.:;YW[T[LJH7)!'O2>02,_*'&"#DFAH7D9BY497'';FLFZI5H
MCS.H5B0PVXR".:#,`N[8^.N<=*88&*,/E#'`SDGO2RPL[,?E.1@9[4^:K;^O
M,+1'QN6D<=AC'Y5&DY+'<"`6VCBGQ1E"Q)'('3V%-,+8.",^9O%'[RR?J'NC
MC,H'1OO;>G>CSEVYPV<XVXYS31"_<KGS-]'DL&W`C<'+#/H:.:IV"T02;Y6+
M9/S[0,<U(T@6/>00/3O48B?8P.PEFSSTI6B8V_EYRWJ?K33J)/T$^6XIF`7=
ML?'7..E(LV967'R@`@TDL+.S'Y3D8&>U"PL"P)&UE`/Y4KU.;R'[MAZ2JYP`
M1D9&1UKD?']BUP;*5)$#EO*2,_>8L>U=4L+KR-I8#@DFD;3[1KX7K6Z-<J-H
MD(R0/;TZUI3<FO>)E;H<MXNL6?Q%I5RLBEG>.(1#[W#$EOIS79566PM%OFO1
M`GVEA@RD9.,8_"K-:$A1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
M`%%%8Z1&6YU.=KF>-X9ML9\YMB#RD/W,[2,DGD4`;%%49Y)Y]&\^-62?REE"
M!L'<,-M)]\8-9SZG*)Y[R)P]O-&8K9=W#2*`1CW)9@?]T4`;]%<KJLTT%K/"
MLTN8'>/?YC$MBS+9.3Z\\=^>O-:3WTB27:)($=9U49ADG+#RD)PJG(Y/;C\3
M0!L45SXUN[EAGGA6%4MK8S2*\;9<AI%*CD;?]7W!QZ&M&UN;AKJ>VN3$62))
M5:-2H`8L,').2-O7OGH*`+]%<YI^HSO96\LYE#Q6\1CC<D><S`*78]UR>G;J
M>HJS?7-R%>UDDC\]);9UD1"JD/+@`C)/\)SSSGM0!M45SEYJ$ZS7`D8&2UM;
MD/Y99%<A8F!`!R.&QUR.<&NB7E1]*`%HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"J;:9:M</.R2%I&W.OFOL8X`Y3.T\`=
MNU%%`%E(U1G9<Y=MS9)/.`/PZ#I4"Z=9I;PP+;H(H'$D:]E8'((_.BB@!)M-
MM+CS/-A#>8Q9N3R2FP_^.\42Z=:RLS%'5V;<7CD9&S@+U!!Z*/RHHH`2/2[*
M*&6%(`(Y8S&XW'E26)'7U=OSJ<01B9I@O[QD"$YZJ,D#_P`>/YT44`1'3[5H
M(83"#'"NQ%R>%QC'N,>OM0FGVR1^7L9AO5R7D9V)4@K\Q)/!%%%`"2:;:2O*
M[P@M,K*YR?F#!0WYA%_*K0&!BBB@!:***`"BBB@`HHHH`****`"BBB@`HHHH
3`****`"BBB@`HHHH`****`/_V3\_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>13
<FILENAME>masterintinctrstx8x2.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx8x2.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@!
M,P'O`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`ZO[1=?\`/3_QT4?:+K_GI_XZ*M_9_:C[/[4`5/M%U_ST_P#'
M11]HNO\`GI_XZ*M_9_:C[/[4`5/M%U_ST_\`'11]HNO^>G_CHJW]G]J/L_M0
M!4^T77_/3_QT4?:+K_GI_P".BK?V?VH^S^U`%3[1=?\`/3_QT4?:+K_GI_XZ
M*M_9_:C[/[4`5/M%U_ST_P#'11]HNO\`GI_XZ*M_9_:C[/[4`5/M%U_ST_\`
M'11]HNO^>G_CHJW]G]J/L_M0!4^T77_/3_QT4?:+K_GI_P".BK?V?VH^S^U`
M%3[1=?\`/3_QT4?:+K_GI_XZ*M_9_:C[/[4`5/M%U_ST_P#'11]HNO\`GI_X
MZ*M_9_:C[/[4`5/M%U_ST_\`'11]HNO^>G_CHJW]G]J/L_M0!4^T77_/3_QT
M4?:+K_GI_P".BK?V?VH^S^U`%3[1=?\`/3_QT4?:+K_GI_XZ*M_9_:C[/[4`
M5/M%U_ST_P#'11]HNO\`GI_XZ*M_9_:C[/[4`5/M%U_ST_\`'11]HNO^>G_C
MHJW]G]J/L_M0!4^T77_/3_QT4?:+K_GI_P".BK?V?VH^S^U`%3[1=?\`/3_Q
MT4?:+K_GI_XZ*M_9_:C[/[4`5/M%U_ST_P#'11]HNO\`GI_XZ*M_9_:C[/[4
M`5/M%U_ST_\`'11]HNO^>G_CHJW]G]J/L_M0!4^T77_/3_QT4?:+K_GI_P".
MBK?V?VH^S^U`%3[1=?\`/3_QT4?:+K_GI_XZ*M_9_:C[/[4`5/M%U_ST_P#'
M11]HNO\`GI_XZ*M_9_:C[/[4`5/M%U_ST_\`'11]HNO^>G_CHJW]G]J/L_M0
M!4^T77_/3_QT4?:+K_GI_P".BK?V?VH^S^U`%3[1=?\`/3_QT4?:+K_GI_XZ
M*M_9_:C[/[4`5/M%U_ST_P#'11]HNO\`GI_XZ*M_9_:C[/[4`5/M%U_ST_\`
M'11]HNO^>G_CHJW]G]J/L_M0!4^T77_/3_QT4?:+K_GI_P".BK?V?VH^S^U`
M%3[1=?\`/3_QT4?:+K_GI_XZ*M_9_:C[/[4`5/M%U_ST_P#'11]HNO\`GI_X
MZ*M_9_:C[/[4`5/M%U_ST_\`'11]HNO^>G_CHJW]G]J/L_M0!*;B)206Y'!X
M-2*0R@CH:AE_X^(?QJ-G),A:4HRGY5S7.ZKBWS?UI?N:<J:T+=(2`"3T%52Q
M:50\AC!0$X..:>C%K63<<X!`/J*:K)MI(7)8G!#`$<@TM5(]R-#AB0PY!Z4G
MF-LW^8?,SC9^/I2]NK:K^M/\Q\A:#`L5!Y'6@NH8*3R>E5F9E-PR]>*08\^/
M;(7X/4YQQ2]OTMU_6P<A:1@ZAE.0:=5-6=E@&]ANW9.:7?((G`8G:^">^*:K
MZ:K^K7!P+=%5%?\`>D+(Q782"U/MV.XJS$G&?O9%5&LFTA.%D6****V("BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`$(!()`)'0^E(54G)4$COBG44K(",Q*9"Y&21C!Z4_`QC`QZ4M%"BD.[&
M[5X^4<=..E&U=V[:,^N*=119"N)M&2<#)Z^]($0=%48]J=119!<:$48PHXZ<
M=*0H""!\N3DE>*?11RH=V1I$J$MDL3QEC3E55^ZH'T%.HI**6P-MA1115""B
MBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`***
M*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`,[[3-_?_04?:9O[_Z"FP$"4%NF#_*I0R;5VD*VTXR>G->/"4Y*_.SK
M:2Z#/M,W]_\`04?:9O[_`.@I[8=&&Y=V%R<XR>:&8;,%U*[``,YYJO?_`)W_
M`%\Q>[V&?:9O[_Z"C[3-_?\`T%3^9'Y@R1]XD'/2H\J8L;\+MZ`]_I3:FOM_
MU]X*W\HS[3-_?_04?:9O[_Z"G0`%4X!!?YOZ4]?+Q\WE[_;&,4HJHU?G_$'R
MKH1?:9O[_P"@H^TS?W_T%/)CR`H3[I()]<]Z5?*P,[.O/3KG^5"51_;_`!#W
M>Q']IF_O_H*/M,W]_P#05)O7R6QL#'/IZTNU,#!0M@XX&*=JCVG^(>[V(OM,
MW]_]!1]IF_O_`*"I7$0W@[0>XQ[=JCBV;!NV]3NSUQ[4FJBE;G_$%RVO83[3
M-_?_`$%'VF;^_P#H*<7!FBZ8`'?@4[*,"Q*9P?KG/^%"YW>TPT[$?VF;^_\`
MH*#<S#JV/P%29C.[`C#`D+TQVH+J9BIV%>N??`IVG_.PT[$?VF;^_P#H*/M,
MW]_]!1&55I,[3Z9'O4H,*D$%>&]O7_"E'VDOM_B#Y5T(OM,W]_\`04?:9O[_
M`.@H7!F8DH/J`13\1@MC9C=QSU%)>T>O._O&^7L,^TS?W_T%'VF;^_\`H*D`
MBRV2IY]!TQ2.5;>24Y48/'I56J6^/\1>[V&?:9O[_P"@H^TS?W_T%)-_`3]X
MKS4=8RJ5(NW,RE&+Z$OVF;^_^@H^TS?W_P!!45%3[6I_,_O'RQ[$OVF;^_\`
MH*/M,W]_]!45%'M:G\S^\.6/8E^TS?W_`-!1]IF_O_H*BHH]K4_F?WARQ[$O
MVF;^_P#H*/M,W]_]!45%'M:G\S^\.6/8E^TS?W_T%'VF;^_^@J*BCVM3^9_>
M'+'L2_:9O[_Z"C[3-_?_`$%144>UJ?S/[PY8]B7[3-_?_04?:9O[_P"@J*BC
MVM3^9_>'+'L2_:9O[_Z"C[3-_?\`T%,C*B12WW<\U+N.3ND4MCY3GI6D)3DK
M\S):BN@W[3-_?_04?:9O[_Z"GL5=67<NX@9.>">:629-IP<Y+<#O]:OW]W-_
MU\Q:=B/[3-_?_04?:9O[_P"@I[,O.64IQM'I1.R,C;2,E^1^?-#YTF^<%;L,
M^TS?W_T%'VF;^_\`H*>K;"G`VE>O\Z/E/W3E-G(]../UH]_^=A[O89]IF_O_
M`*"C[3-_?_04L(4HVXKWX/7I3\Q'^YD8Q^7?\:4?:-)\_P"(/E3V(S<S#JWZ
M"C[3-_?_`$%.+#[3&<K@`9(Z4X/&Z`8"@-N(]>#3]]W]\-.Q']IF_O\`Z"C[
M3-_?_05(9!O+J^-RG/;FF[@5#EA]PJ>><\T/G_G?]?,-.PW[3-_?_04?:9O[
M_P"@J<R(9`=X/S]ST^E0F5A%'A^03D9^F*)<T?MO^OF"L^@GVF;^_P#H*/M,
MW]_]!1*P,BA<!1SQ4C%68^8ZD;LC!S@4DYMM<[#3L1_:9O[_`.@H^TS?W_T%
M2&0;RZOC<ISVYI'?,`PV>.?F]_2F^;7WW_7S#3L,^TS?W_T%36LTDDA#MD8S
MTJI5BR_UQ_W:5"I-U$FV.<4HO09Y/^U^E'D_[7Z5'J+.+&413)!*R[8W8X`8
M]/UK`>ZDEALX83>-NDD:9!<@.`GRD!R1D;B#UKO^JTNWYF'M9]SH_)_VOTH\
MG_:_2LF-?.NY;:2\G@6`((U\[YF9AG<2<[N3@=N#4,%\TD-FWVECNDENIOFY
M6,;L*?0<J,>U'U6EV_,/:S[FYY/^U^E'D_[7Z5RL%S>/"0LEW'*ZK'+YDF?G
MD9=I09.`!NYXJY>*\=QJD\=U<_N%5(D\]MOFL/3./XEXH^JTNWYA[2?<WA$1
MT<CZ4>3_`+7Z5C7*+/?)#'>7""U4?:)%G8`X'W0,\D]2?2J<,T[Z4]R[W<<]
MQA4=KG*_O&P-JAOEP#Z#I1]5I=OS%[27<Z7R?]K]*/)_VOTJAILHCFOE%RTM
MI"5VR2ONVG&6&X]0./UK(DN;A(7MS-<2W3SHK&.?"NIRVY#GY<JI&,C%'U6C
MV_,?M9]SIO)_VOTH$94Y5R#[5CK@W$=K+<W%M#Y)F;?<9=B3C&_)X&.Q[BD,
M3QW][,+B[F6SA5@GG-AY,$X(''0+QCO1]5I=OS%[27<V3$2<ELGZ4>3_`+7Z
M5S[W<UJADBO'N7>T:27+Y42':$VC^'))XJWH!F=YR6N?)0",K<R;W\P9W'J<
M#D=Z/JM+M^8_:3[FKY/^U^E'D_[7Z5+11]5I=OS%[6?<B\G_`&OTH\G_`&OT
MJ6BCZK2[?F'M9]R+R?\`:_2CR?\`:_2I:*/JM+M^8>UGW(O)_P!K]*/)_P!K
M]*EHH^JTNWYA[6?<B\G_`&OTH\G_`&OTJ6BCZK2[?F'M9]R+R<]6_2CR?]K]
M*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH
M^JTNWYA[6?<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH^JTN
MWYA[6?<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH^JTNWYA[
M6?<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B
M\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:
M_2CR?]K]*EHH^JTNWYA[67<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:_2CR
M?]K]*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:_2CR?]K]
M*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH^JTNWYA[6?<B\G_:_2CR?]K]*EHH
M^JTNWYA[6?<B\G_:_2IK6/9(3G/%)4D'WS]*J.'IQ=T@=23T;(I(5E0I(BNA
MZJP!!J"33+.9466RMW"#"AHU.T>@]*=J=X;"Q>X6,2,K*H4MM!W,%ZX..M1C
M4TAA5M0,5N[$X"2&08&,G.!@<\]A6Q!.UK$TB2-#&73[K%1E?H>U-%E;J)0+
M:("7_680?/\`7UJ&;5[>.\AM8SYDCRB)L9`3Y2>N,'H./>AM;TY4#FY&TL$'
MRL<D@D8XY!P<'H<4`3FTA,@D,$9<8PQ49&,XY]LG\Z4VL1#`PQD,P=OE'+#&
M"??@<^U5;S6;>VAN2F7FMXRYC963=CK@D8/X9JQ/>K!?6]LRC$R.V\MC&W;Q
M^.[]*`(_[+LO-:7[%;^8V27\I<G/7G'>D&E6*QM&+"V",0641+@D=,C'N:CA
MUNU-NDMPXA+LX`Y;`5BNXD#@<=3QS3VUO3E=T-Q\R%@0(V/*G!QQSCVH`M)"
ML:!$150#`4``"H&TRS:,1M96Y0$L%,2XR>^/6GIJ-I)<+`DZM(P!4#H>,]>F
M<<XZXYI8KOS-0N+79CR41MV>N[=V_P"`_K0`ALH&2-#;Q%(_N*4&%^GI4BPJ
MC.RHJESEB`!N.,9/X"H!JUDQE"S;C&"6"HQ)`.#CCYN>.,TQ]:T]$1VN,*ZE
MA\C<`'!SQQ@GG/2@"9;*!4*+;Q!"P8J$&"0<@_7-2+"J,[)&JLYRQ``W'IDU
M6U'4X[![3>NZ.XDV%P?N#!.?I4%IK]K<02SR9BC6<Q)P6,@`!W``9Q@Y^E`&
MEM/I1M/I5"\UVQM89'\PRLD8EVQJ3E3T(.,8J9M6LDDCC:4J\A4*IC;.6.%!
MXX)]#0!9VGTHVGTJLNK6125O.*B+&X,C*>3@8!&3D\#%)_;%@(EE-P`C,R@E
M2/NG#9XX`[GI0!:VGTHVGTJ"]O&MVBB@A\Z>8G8F[:,`9))[#I^=-;4H(6BC
MNF$,[@$Q_>VY.!DC@#/<XH`L[3Z4;3Z53;6M/4N#/RDODL`C'Y^?EZ=?E/\`
MDBKD,T=Q"LL+AXW&0P[T`&T^E&T^E9\NKE2K16S/"URMOYA<#DMM)`]`>/?!
MJ34KZYLFC,5K'-&[*F3-M;<3C`&TY]>OK0!<VGTHVGTK/L]7:[D$<=O\^1D!
M\[5YSNXX88Y7U(YJW9W8N1*I0QR0N4D0G.#@'KW!!!_&@"7:?2C:?2I**`(]
MI]*-I]*DHH`CVGTHVGTJ2B@"/:?2C:?2I**`(]I]*-I]*DHH`CVGTHVGTJ2B
M@"/:?2C:?2I**`(]I]*-I]*65G6)VC4.X!*JS;03]>U9MIJ[SZ3<W\ENB)"'
M*A)=X<*.H.!Z'M0!H[3Z4;3Z5E_VVZV*W+V\3AI-@$$_F#H3R<#!XP!W)`K2
MMI_M$9D5<1EB$;/WAZ_S_#F@!VT^E&T^E5;^_ELY(S]F+P%D5I-X!!9MH`7O
MVST_&H[75A/-$&@,<-QN\B4N#OV^H[9`)'7CTH`O;3Z4;3Z5E?V\'BGEAMB\
M44Z1;M^-P;;ANG3YA6S0!'M/I1M/I4E%`$>T^E&T^E244`1[3Z4;3Z5)10!'
MM/I1M/I4E%`$>T^E&T^E244`1[3Z4;3Z5)10!'M/I4D`(<Y]**='][\*`*>I
M62ZA9M;,P569&.5W`A6#8Q[XQ5.^T"VN?*$.+=$5D,<8*JRMC(PI'I]/8U<N
MKJ*SMVGG<K&I`)`)ZG`X'/4T6UU'=1>9$7VYQ\Z,A_(@&@"E_8A$R;;HBV2<
MSB(IDY(((W9Z?-4=IX=2UD@<7#.8'4J6W$E55@%Y8@?>SP`/:M*6X2%HED<J
M97V)P3EL$X_(&I,GU-`&+-X;\UYV^U*#*DJ[O*^<[R#\QSSC&![5HWFF07UY
M;S7"1RI"KKY<D88$MMYY]-OZU+<7"6T#SS.5CC&YFP3@?A39+N&*XAMY)=LL
MV[RU.?FQU_G0!070!';&"*Y\M71XI-L8Y1F9L#G@C<1G]*E@T40RJRS\*9\#
M9_ST(/KVQ^/M5R"X2YB\R%RR9*YP1R"0?U!I%NXG951RQ+LGR@D!AG()[=.]
M`&?8^'H[.X@E\]I!$%.T[@-X0)N`W8Z#T)]ZM-8W"ZH]W!=(B2JBR1M%N)"D
M]#N&.I[5;R?4T9/J:`,F7P_YD21FZ^2%2L*F,$!2RL0W/S#Y0.W%$?A\1Q3(
M+A0)(9XOEBP%\Q@<@9[8Z5>-_;BS>[,I\A-VY\'C:2#QUZ@TJWL#W*VR3!IF
MC\T*,_<SC/ZT`-N=-2Z^RB5@T<&X,A7AP4*X]NM0#1S'.\]O<".0RLZ_N\A5
M954KC//W0<UH9/J:9%,DR;XG#KDC(/<'!_44`9ZZ#&EK<VR3,(YK9(`2N2NW
M=S[YW>W2H+O2[R6_4(Q\N26*::4!0"R8Z<Y'`'&#]:VLGU-&3ZF@##_X1][6
M"1X9!),%CV".(*2R/N#-EL,3WR1GVHC\/R7-LK7<ICF9Y2Z@G!5VR0=I'/XD
M?6MS)]345M=Q7<1DMY=Z!BI(SU!P:`&W=DTWD/;S>1-!D(Q7<,$8(([CIW[5
M6FTAIV<O=L?.C6.X^0?.%)(Q_=ZD=_ZUH9/J:,GU-`&5<Z7<*ENMM("POFN6
M<J/D#!STSSRP%7[&S>S18A-OB5>A3!+EB2V?QZ5-D^IJJNIVK7"0+.&DD9E4
M`$Y(SGGIV/Y4`1)I;B#[,9%$4=T+B,XR<;]Y4_CGFI_L4DEQ;2W$XD\@NP`3
M;ECP#U[*2/QS1)J%O%<I;R38E?``P<9/09Z`T0W]O.JF*;>&)`P#S@9_+&#G
MW'J*`(+S2&NY#(]Q\Y8\[,[5XQMYX88X;U)XYJS8VKP/<S3%3+<2;V"]%``4
M#\A3X9TGB62)]Z-T(-/R?4T`2T5%D^IHR?4T`2T5%D^IHR?4T`2T5%D^IHR?
M4T`2T5%D^IHR?4T`2T5%D^IHR?4T`2T5%D^IHR?4T`2T5%D^IHR?4T`.E5GB
M94<QL1@,!G!]<50M]-F@$I6Z7=.Y:7$(`/R[1@9XZ`]\U;EE$4;2.6VJ,G`)
M/Y#DU7@U.VN+>:>.5O+AR)"R,NW`R>",T`,@TMD2Y,EP#)<[1(T<>P;1Q@#/
M!P3SG^5);Z=+9SLUM,-DLNYU9>B?,<#WR0,^B@=J<NK6C0^:975-VW+QLN3C
M/<>@)S[5:299"X1B=C;3]:`*MW87%QJ,-RETBQPCY8GAW`'NP.1SCCVJ)-$3
M"Q33M);1*ZQ1`;2@;@_,.N`2!TX-6)]0MK>=()9MLCXP,$XR<#)Z#)]:(=0M
MI[AH(IPTBYXYYP<'!Z'!ZXH`JKH"1QW21W$FV>2)QO+/M"%3CD\YV]?\*V*S
MWU6S0N&N!F.01-P3AST'ZU;R?4T`2T5%D^IHR?4T`2T5%D^IHR?4T`2T5%D^
MIHR?4T`2T5%D^IHR?4T`2T5%D^IHR?4T`2T5%D^IHR?4T`2TZ/[WX5!D^IJ2
M`G>>>U`&;K-M+=Z<\,.=[/&1@@$`.I)YXX`-9^K:7>S"!()WG55=2TF"RL2,
M,,%1D8.#V]#70[![T;![T`<V=-N_[0CD,&Z1;DR&ZWCE-K`#;G/&0/\`]9JO
M;Z)>L8%NUW1K,AE53@-A7!?.XDDD@'H3Z5UFP>]&P>]`')7.E:A)+>.L&&GC
MF5MK(%?)&S'<\9^]WS6KJVFO?WMJPRJQ1R8E!YC<[=I'Y&MC8/>C8/>@#D)=
M*U1M.BC:'_2(UD96C9.)#(QZGH,$8QSZU:32;E)B(8%A(N9W$RD=&1PIQUX+
M`5TNP>]&P>]`',C2;AD"BV$4)>#?#Y@.XJ^7?KW'XG%0G2M0S!^X.8&'E,K)
ME5\TD@D\_<Q@#W!]*ZS8/>C8/>@##:QN3X:N;01_OW\W:FX<[G8CGIT(JO)H
M4D%Q(;/)#P.NYFQ_&A$8[@;0172;![T;![T`<['I,K7$&^W\NU%P9!!O!\I?
M+QV/=NP]:H36:Z;"B7%M&(\SA4\P+N8L"CCZ#Y?4=A78[![T;![T`<G9:9?K
M/93&$QM&D:%UV`!/*P0?XB=W;ITJ"RMI[J.=+1%#K!"DC;MRRLKDOSGOZ$CK
MSC-=GL'O1L'O0!D6UO>6VAO"GS7)#;%.`$R3@=3P,^O050CTB[MK.YM#&LL+
MB-D$.%&Y<`@ACSD*"<\'FNFV#WHV#WH`YI].U!V8QQ)%-);;&DW#"-LP`ASN
M'/U'?K0VF7&,K9XM?,#-9>8/G&T@GKCJ0<9[9ZUTNP>]&P>]`%2'S&B>(PF`
M*H5#N#9^7^AXY]*S+6VG6WTD"!@UGN653@<B-ER,]021R/6M[8/>C8/>@#&G
M^V7-_;"6PD^RIM<XD3A_]KGHOMU-1QV%S:7B26D:QPEBK)G.U`5]?4`]/1!T
M%;NP>]&P>]`&=I2.(IY61HUGF:1$88*J<=1VSC/XU>I^P>]&P>]`#**?L'O1
ML'O0`RBG[![T;![T`,HI^P>]&P>]`#**?L'O1L'O0`RBG[![T;![T`,HI^P>
M]&P>]`#**?L'O1L'O0!#*76)C&F]P.%SC)],UD6EI<165Q:O:.T$Y<+&TJ[D
M4KSN;OEL^IYK=V#WHV#WH`P8K"XEM9XYH7V%E\B.>7>T9P0S$@].>F>F1WQ4
MUE]LLF\F:,R1-+LC*D9`^8EC^&W.><D]L5L;![T;![T`9&I+=3WL$(M'DLP5
M=V1U&Y@<@')S@=>.M5H-/O@MM``(?LBR!+C<&WD@@''7ODY[BN@V#WHV#WH`
MYF+2;V&VO(2L;AYH&0H,;@I3<>6/H>O).?6NCI^P>]&P>]`#**?L'O1L'O0`
MRBG[![T;![T`,HI^P>]&P>]`#**?L'O1L'O0`RBG[![T;![T`,HI^P>]&P>]
M`#*D@^^?I2;![T^)0&/TH`HZO/);Z9-+$VU@`-^/N`D`M^`)/X5DO,S)/9VT
M\ZM%*A/G70S,IW<(X)*YVY_PKH25((/(/:H!9V0A:$6L`B8Y9/+&TGW&*`.=
MO-:*K9/;RW`2!?.F#*S%ANV[6*C'0.<GC@5:US57M[^W\F5Q%`HFE"*S!P3C
M!(&!\NX\^@K;6*!`P6*-0P"L`H&0.`#0L-NJLJQ1A6`5@%&",8P?PXH`S]1N
MIX=5L/L\<DZO%*3'&X4-]S!Y('&?UK/M]8NX=/W83=$DT\GGL2S`2,-BD'J,
M8SSVKH1'"&1A&FZ,%4.WE0>P].@_*F_9[7"#R(L(Q91L'RDG)(]#F@#'?5[X
MW3QQ);A3,\2;U;((C$F3SSW%+#K\L]W;(EN=DBQ%E$;L1O4'.X<`#/?W]*U_
M(MMV[R8]VXMG8,Y(P3]<<?2@6]JK1L((@T2[4(090>@]!0!CZDSOK_DG[6T7
MV=#MAN?*"DNP)/S#/3]*@O?$-Y!'YL:VNUGF58VR77RPW7GN5_6MRXLK&Z</
M<VL$S@8#21!B!Z<BF3:?:374=PT:B1&+$A1\^5*_-QSP:`,V^U.9YWC@9`([
MH1HZD]X2W.#SSV_KS38]6O(--L6D,4TEU;CRVVGF4E<`\^C<X]#TK8CM+.(`
M1VT*`,&`6,#!`P#]<<4QK"V:2W8+L2W8ND2`!-QSSC'7DT`5=>B+1VSK//&Q
MN(HSY4K("&<`]#Z5!::G<I/%%-Y(MS<R6ZL2Q;:@;!))ZG:/U]:V76*0`2*K
M@$,`PS@CD'ZTQK>U=-C01,F_?M*`C=G.?KGO0!C1:Q=SPVQ;R(OM%ON5@I;,
MFUCCKQC&>>O//%3QWMTOA>&Z:57N'B3]X%Z;L#)'J,Y/TK12VM8V1DMXE9%V
MH0@!5?0>@I1!;BW:W$48A8$&,*`I!Z\4`8E]--!)>$74JRV@B%O&9/\`6Y`Z
MC^+<<K^%6M9C%Q+;1P7$Z32R>7^YF90JCER0#UQQ]2*T%MK9?*_=JS0C;&[C
M<RCZGFG)#;QOO2&-7Y.X(`>3D_F>M`&+-=36%](+JX=X3)O.S)('S,%]OE'(
M'9/5JTK*63[?>VS.SI&5=&;J-P)*_AC\B*LM%`X(>-&!8,05SDCH?KP*;!##
M;[_*7!D<NQ))+$]R30!/13=P]:-P]:`'44W</6C</6@!U%-W#UHW#UH`=13=
MP]:-P]:`'44W</6C</6@!U%-W#UHW#UH`=13=P]:-P]:`'44W</6C</6@!U%
M-W#UHW#UH`=13=P]:-P]:`*VJS2V^EW4T`S+'$S+QGG%4]/F$-_/`MT\]N(H
MW#N^XAV+9`/N`#BM7<M0I;6B($2WA5`^\*(P!NZY^OO0!AVFH/>ZE>+<23PQ
MO;J4C;?%Y?S,!S@8)XY]\<XIMJ;Q+*)TN96DAG9)4>5FWN2I`4\Y7&1STR3U
M%="\4#LS/&C%UV,2H.5]#[<FDCB@B1$CBC18_N!5`"_3TH`K:3>175FA65F8
M]2_!8D!L@9Z88''8'%4=2FE347:QN)9)XD:22(O^[`V':FW^\6P?7K[5JK;6
MRS)*L:JT>[;M&,;L9_/%)]CL_M/VG[-!Y^<^;Y8W?GC-`&+&Y;,*7TDT<MH)
M2[7!3$F1M^8<J&YX'ITJJEU<?9;6#SIW"1S-,S7.QF=&`.'YR!DX'?C-=*+:
MU$;QBWB"2'+KL&&/N.]#6UJ\21/!$T:'*(4!"_0=J`'VTJS6T4J[@KH&&[K@
MCO[U+3=P]:-P]:`'44W</6C</6@!U%-W#UHW#UH`=13=P]:-P]:`'44W</6C
M</6@!U%-W#UHW#UH`=3H_O?A4>X>M/B(+''I0!1OKH6=G).5+;!PH.-Q)P!^
M)(K/_M2=/,C+VDUQO6)8XF/R.<Y#9[``G\#Q6G<V\=U;O!*"4<<X.#[$&JG]
MDPF-@\T[R,XD\XL-X8#`Q@8_3O0!5.K7-M>+;W8@`60"21`0NTHS#J>"-O/7
MBHI-9N1-;1-):VKSHTH\]6.%W`(N,CYB,DU>DT6TEA$<N^3]\)F9FR78#'/M
MCC%/DTX/?F[2ZN(G955E0KM(!)`Y!/<]Z`*":S.=1,'F6KA9Q"8ESYAX&Y^O
M`!SV[=:9#X@DD@#M$B$.[-D'_4A"P8<]_E'YUH)H]O&0R/*KXD!<$9;><G/'
MKT^E,ET.SD(.'4BW%O\`*1]P$''3VQ]*`,^'Q%.XMP]NJ,J2M=$@@)L'1>?I
MZ]12_P!N72Z:MT)+2Z=F5?+@1LJ<;F'WN2%!K3O=*@O?,WLZ;XC$=A`P"021
MQU.!3H].57B>6XFN&B+%3+M[C'8#MG\S0!1N-3O71I++[/Y9N5@CWJS;\[<G
M@CH2?RJSJ%Y<V-K`SF$,[[9)BI\N/@\D9SC.!U[T^WTBVMH;6&+>([:0R("<
MY)SU_P"^C4E[8)>KMDEF12I5E1L!U/4$?Y-`&>VJSMJ;6@N+*)HU3<CAF9V(
MRVWD<`8[58M[J_N;872BVCADC+QA]Q91U!/KD=N,>M26^EI;W,DL=S/LD8L\
M)*["2,>F>@'?M2QZ7'%:2VRSW'E/'Y:@OGRUQCY>/YYH`HVFHZE<16RXM?/N
MH_.4[&"QH,<D9Y)R/2HI=?F!2,R6D$BB4R&4DABC;0%Y!YP?7I6K-IT4IA9'
MEA>%"BO$V#M../T%0?V'9A6"^8N0@4@Y*;6+`@GODDG/6@"];2-+;12.AC9T
M#%#U4D=*EHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"I(/OGZ5'4D'WS]*`%J&UNH+R(R6\@D0,5)'J#@TV^\_[%,+5<
MSE2$YQ@GC/X=:P$T2\@A-F4CDMFE@DS%\@7:0&X)SG:`<_6@#IZ*Y"*W=M3C
MM[<+]JBDN"TX?=@%6"$CJ,9`Y].*L6VC792!+F)3$+E6>(```!'#-]XYR2/?
MVZT`=#+=0Q%U=_F1-[*H+,%Z9P.>QJ:N4?1KUK0[[023OIXAWEURL@SD9SW!
M`S[5/)I5Y&6FMH$\]Y[DL688*,&VYYZ9V\4`='5&76+&(INF)W@E2L;,"`<$
MY`Z9[U1TO3KF#3]0MMKP++GR-Y3*Y0`G"<#YL]*BFLKV[6WDLP]H8[-X2I"C
MYLK\G/8X/S#TZT`=`K*Z!D(96&01T(IU<U<:9>"[CEC416\<:;.`S1*JX,>=
MW?GH#^@JM8Z==/8VEQ;6FQ4BMY"OF#_2&4JV1SQP".<=?:@#J3/$+E;<M^]9
M"X7!^Z"`3^9%,6\@:X:W5B9%;8P"'@[=W)QCI7/-I5V\K23:?YH;[00GFJ-I
M>0,ISG\?_KU-_96H?;-^?FWY\_<.OV?9NQU^]0!T=0W5S#:0F6=MJ9`X!)))
MP``.2:HV%K)'IDT,=M]BF92`=X;+8QOX]_QK,.B32JJM9JD(D@+0LX8$JQ\Q
M_P`5./4T`='%-',&,;AMK%6QV([&HY+ZVC@GF>4".#(D89(4CK]:KV$;&^O9
M]C1Q.510PQN*@@MC]/\`@-9XL[R;2[?3TC56BF_?O,N58*=P.`1N#'!X]\T`
M;R,KHKH<JPR#ZBG5S4.E7BB-9PJ&UM9HHI@W`.1L.,YZ?R^E5+:"2]%R-/B6
M/;#"KC?O5RKDL,@\Y';(Z\XS0!V%0_:H2VT/N(D\H[03AL9P<=./6N;_`+$O
M/)G9H]\PM@+<Y"['WNP4#<<8!&.:GDTF=;V9XK10'O/.\Q2HRAB8?7[Q/_?5
M`'1U'YT9G,&\>:%W;>^/6N;BTB\BL3;BW_=O%;B1`R$[@K!\!CC.=O7BK6FV
MMTDFGPS1R*]J)6=VP1M8D*N1P>,'CI@4`:MS?VMKYGGS!?+7>_!.T=B<475]
M;VD"SS,XC;H5C9NV>P.*SI;6<Q:U;B(M)=*SQ-V8&,*%ST!!'?UJ:\CFGT][
M1[*22/"H=DRJ6&,DCGUXP:`)X]5LI5+)."`GF?=(XP#Z=?F7CKR/4596>)YG
MA5QYB`%E[@'H:Q)-,NS'#-L!NXXT,CJ1^\;(!V@_+D!>XP2%["K<,=S+J=K+
M,@#P6S+.ZC"L[;3@>H&TF@#4HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`:[*B,[L%51DDG@"H;2]M[P,;>3=M.""I!'IP>WO3=3MFO=-N;9&"M+&R@GU
M(JI;I>?;9+Q[3RV=(X!'O4X`+$N><8^;IUXH`MRZA:PR2QM(2\*JSJB,Q`)P
M.`#44&L6-PP6.9B2VWYHV7!SC!R..>!GJ:S[/3]1L+VZN/W5R6M^&5=IDDW,
M<'+>_P!,8`Z5)+I#+9P0Q1AYPA+S,Q`+<MR`><L?PR3P<4`:\$T=Q$LL3;D;
MH<$9J$:A:F[-KYP\X9X(...3STR/2H-.ENED^SW44GW2ZNVW('``;;QG.<8[
M"JMS;W=_?SQSVLD<(C>."573"EE(+D9SD]!QQ0!;.MZ<L$DQN0(X\%CM/0]"
M!CD'!Y'%3K?VK7AM!+^^&?EP<''4`]"?:L:ZL+Z[M)]UL(I%LC;H@D!\QB0<
M^PXXSZFKJ"ZFUO?<63B"'(@<.FT9'+$9SD]!QQGWH`U:***`"BBB@`HHHH`*
M***`"BBB@`HHHH`*='][\*;3H_O?A0!%O/I1O/I5>ZG6UM99W^[&A8_A7/V&
MJW<=D\1?S;H3Q#,RLHQ(0#UP<`[@/H*`.HWGTHWGTKGAK=RKQ-(L!C=YE,:`
M^8/+5O?N5_6DAUJ\G6)4CC#R3*@=XG5,,C-QG!)!7KW]J`.BWGTHWGTKE9M5
MNYH)IQ(B(=/681#(.XENA!![5:?6KB`O).(1!YL\2E5;<-FX@GGG[M`'0;SZ
M4;SZ5C6>IW,EE?/<0@3VN?E48W?(&'&3Z^IK/U&>6`VQ>:\E'V1Y6:"3;\V5
M^8\@;1GWH`ZG>?2C>?2N??6+J"Y2V:,2M&J+*RQ,=S,N2P8<!1_CZ4R+7+K9
M:F7[,WGK"Y*9P@9@K`\]>>/H?2@#H]Y]*-Y]*YEM4NI+XO'+`@1+@`.3L8)(
M`#UZX'7W-"ZG*+]IB)"ADW"(L>!]FW[0,XZ_K[T`=-O/I1O/I6=;7<QTZ2YF
M:&4JAD"P9Z8SCD]:R;S4+ZXA6W66%'=H&\V'=C;(Q&W@YSQU!Y'I0!T^\^E&
M\^E9]E)(+V\MW<NL95E8]MP.5_#'Y$5FSWLO]A)*T\B3WLFT%`28@3S@#GA0
M?QH`Z+>?2C>?2N>M]:N'AMRJ(^VVDDG!!#;HR`0/J?44CZW<PA_,%O)^ZB=3
M$&(!=B.><G`].OXT`=%O/I1O/I7-_P!N7NR:3R8E6WA\UPZ,I?YV7@'ID+GG
MI[TK7UVEU*))4=5OS&BC*D+Y1;G!Y'3@]\^V`#H]Y]*-Y]*YZ'6KM[7YTA^T
M.D+Q!%)#&0$XP6']T]Q4UEJ$US)8S'(%SYD<D8Y"E"?F'ITQ^(H`V]Y]*-Y]
M*PKR:::VUF03R1&V5DC5#C&$#9^I)_(58OYHAIJ&6XE4_*-L,FUY&(X7/7GK
MV_*@#5WGTHWGTKFF:_M#']INFE\V-5<1-R"=B\=`#NR`<\[_`/9K1BNR^I6Q
MAD9[>[MS*%;^'&W!'ID-^E`&IO/I1O/I3:*`';SZ4;SZ4VB@!V\^E&\^E-HH
M`=O/I1O/I3:*`';SZ4;SZ4VB@!V\^E&\^E-HH`=O/I1O/I3:*`';SZ4;SZ5'
M(@DC9"6`8$$J2"/H1TKGXY'AL)IH[J;RY[A%0R2EV2+<%+`DG&>3GW%`'2;S
MZ4;SZ5SGGR>=]C^TR_9/M?E>?YAW;?*W;=_7[W&>M,%S>I"ETMT6C1I8USD[
ME4O\Q'0\8.?]G'\5`'3;SZ4;SZ54L;B*>V3RV;(!7$AR^5.TY_$=:R=2GFBN
M;J6QN9'>")VE5FR@.WY5"^HZ_P`^M`'0[SZ4;SZ5S-U))"9H[>]GDBC^SR!_
M,R=S2;2,^A&#BK%F\D.L%+AWD,\DOEE+DNH`)."G1<#CZT`;V\^E&\^E-HH`
M=O/I1O/I3:*`';SZ4;SZ4VB@!V\^E&\^E-HH`=O/I1O/I3:*`';SZ4;SZ4VB
M@!V\^E/A;+GZ5%4D'WS]*`(GA612LB*ZGLPR*:]K%(X>2&-G&,,R@D8.1^O-
M0ZQ=R6.FR7$1C#JR#,@^498`D\CL:KZ?J_G2+#,8Y6>8Q1S6_P#JWPF\GD_4
M=^:`)(](A2_-X2SR9)`(7"D\9X&3QQR35A+*",`);Q*`V\80##>OUY/-5H=;
MMI@C)'-M:#SR2H^5>>O/7@],TB:PCR*WENL1MWFPP7)`*C.=V.__`-<4`638
M6S*JFUA*JI0`H,!3V^GM3C9PGK!$?F+?='4YR?J<G/UJO%K-M-I<]_'N,<`;
M>O!.0,XX)'<=^]4[C5;N'48K26>QMF:%)")%9MS%F&U3N'H.U`&I#:0VZE8(
M(XE/4(H4'MVIL-A!`@2.%0`I49YPI.2HSV]NE5VURT5I`?,`0-M;;Q(58*0O
MJ<D#\:CBUO\`>W"S6\BE95CBB"CS"3&&.><>O?&*`+C6,#;?W$8*IL1@HRH]
M!Z5';Z7:V]H+98(V38J-N0$N`,#=QR:A37[619WBCF>.!%=I,!5(8`C!)'.#
MWQT-5W\1*^6MX':/[-+,9"`=A0X((W<_@>X^H`-$Z;:$`&T@(&<`QKQDY/Z\
MU)]EB\WS?)C\S.[=M&<XQG/TX^E5TU>!IUA*R'++&TH7Y%<@$+G/7D?GUI=-
MU:#4N(HY8SY:R`2*!E3G!&">X-`$\-M'`I6&*.,,<D(H&3Z\4BV<"KM6WB"[
M@^`@QN'.?K[U2N==ABAN'CBE?RTD,;$821DSN`/M@_D<9J2QO[AYH(;R)4>>
M$R(5&.1C<",GU!'-`%F"U2WW^4F"[%V).22?4FDBLH879XXE#%B_K@GKCTSW
MQ5'4-6FAAO9(!"J6TD<6^7)!9BN3P1P`WKU^G+M/U?SI%AF,<K/,8HYK?_5O
MA-Y/)^H[\T`7?LD0=G6)%D8$%U4!N<9Y_`?E56ST:WM/-(!D,HVMO"XQDG&`
M`.I--AUZUGB:58Y@B0^<Q*CY1C.,9ST_#WI9-86-D=XW6,V[3%2%W<,H^]NV
M]_\`Z_J`6OL-OL*?9H=I781L&"OI].3Q2M9P-(9&MXBY()8H,D@8Z_0D?C56
M#5TN&M)(US;W+-$"?O)(,G!QP1\IZ?KFGW.H^3<SH$!BM8/.F8]><X`_[Y/Z
M4`2FPMBA0VT)0A5*[!@@=!]!VHBL((9O-BA5&"[1C@`$Y.!T&3R?6H+&]N7N
MEM[Q(@TD/G)Y>>!D`J<]QD<]_2JEMK4]U'))#Y+;EW11"-RVW<`6]'P#DA?I
M0!IM9Q-)([1J3*FR0'HX]QT--ETZUF!$MI!("03NC!R0,`_EQ4%IJ$]Y;R-&
MD2SJ@(A9N=W\73MGY0<=0:N6=REY9PW,8(65`X!ZC(H`8+*`1&(6\0C*A"FP
M8*CH,>G)I4M8TF:94`D90N<]`.P]!5FB@"/::-IJ2B@"/::-IJ2B@"/::-IJ
M2B@"/::-IJ2B@"/::-IJ2B@"/::-IJ2B@"/::-IJ2B@",H2""`0:B%G"``((
M@%3RQ\HX7^[].!Q4\F\QL(RH?!VEAD`]LBL8:CJ"V-[,P@E:&98HVCB;!Y`8
M[=Q)QD]/0T`:7V.#[/\`9_L\7D8QY>P;?RZ4X6Z`*!&@VKM'`X'I].!69#J5
MU<>5!;26TL[J[LYC954*0-NTG(/S=^E,36[ATBG$"K!*@9=X('*9R7Z8SP1U
MP,]*`--+*&.994B561/+7:,!5SG`'X"FKI]JMQ]H6U@$Q)/F",;LGKSUJQ`_
MF0(^]),J#O3[K>X]JRI]4N[2:Y26.&0(@9/+)^5F8*JL3ZYSG':@"^ME`D1B
M6WB6,MN*!``3G.<>N:5+2&.5I4AC61_O.J@%OJ:S;K4K^""[7$!N+7:YVQ,P
M=6!Q@9R#D$=?>FG6+D023@6TD5JB&=DS\Y8!CL]@"#SG/M0!L[31M-244`1[
M31M-244`1[31M-244`1[31M-244`1[31M-244`1[31M-244`1[34D((<Y]**
M='][\*`*UY:QWMN8)2P0LK?+U^5@P_455;1X"04EFBVS&9-C`;"1A@..AR?S
M-6W<(C.[!549))X`JF-7LC#)-YYV1D!OD;/)P,#&3D^E`"1Z);QBV`FGQ;)L
MC&X<<$9SC.<$^WM3!H%H`V9)BSJP+9`R2RMG@8SE![?6G-K5B%1O.=M^0%6)
MV;C&<@#(ZCKZT_\`M6S%PL!F*R-MX9&`RW0$D8!/IUH`='I4"VEU;.\DBW3%
MI"Y&<E0#C`&.E26UGY4_VB25I)S$L3-C`(!)!QZ\U7GUFRMVVR3/G>4^6)V^
M8=1P*EGU"WMHHY)I"JR#*_*Q)_#&?\*`(/\`A'[#?.PC(,V2<``J2=V0<9Z\
M\FDD\/VDR.)Y)9G>02%Y-K'<%V],8Z=B*E&J6INOLZR.TF0#MC8J"0",L!@<
M$=Z0:O9$2%9RWEC<=J,<C.,C`Y_#-`!_8EJ(98D:1!(Z.-N!L9``I`QC^$=<
MTPZ#;%&7SKC+K*CMN&6$ARW;UY%"ZY8/`)EG?8QPO[I\MWX&,G\*?+JUG#'"
M[3DK,I9"BLV0,9/`.!R.M`#UTFW6<2AI,;Q(8]WRLX``8CUP![<4MCID-BR-
M$TA*0+`-Q'W5)([=>35A)!(BNC;E89!!ZBER?6@"D^B6KK*A:78ZR`)NXC+Y
MW%>.IR>N>M3I9!;U+AG+>5'Y42X^Z#C)/J3@?E4V3ZT9/K0!4ETJ.5[@&1A#
M<.DCH!_&I4Y!]#M&12-H\!(*2S1;9C,FQ@-A(PP''0Y/YFKF3ZT9/K0!0AT.
MWA\G;-<?N8_+CRP^7C&>G_UO:FGP_:;(P))@8P=K`C.2X?=C&,Y`[8]JT<GU
MHR?6@"G!I*0RQ'SG>.*1Y@K8R9&SDDCZG`]ZF>R5KU[@-Q+'Y4J$9#@9Q]#R
M?SJ;)]:,GUH`J0:5';L&2XN"R[55F<$A`<[.G3U[^]$.D00.626;A&2(%AB$
M-C.WCV'7-6\GUHR?6@"I_944<CRVK&&5H_+4]0@PH)`]<*OY?7-NUMX[2UBM
MX@1'$H1<^@HR?6C)]:`):*BR?6C)]:`):*BR?6C)]:`):*BR?6C)]:`):*BR
M?6C)]:`):*BR?6C)]:`):*BR?6C)]:`):*BR?6C)]:`):*BR?6C)]:`)",@C
M./<52CTU8K=(8KFXC5$V_*P!)SG<>/O9_#D\59R?6C)]:`*7]BP!05FG2;+%
MIU8;WW8SGC'.!V[#&*DDTNW>-(P71(T"1JIX3!!!'OP.N>GN<V<GUHR?6@"&
MRLS:-(!,[QMC:K=CDEC^)/Z57AT6*-+B-[FYFCGR721EZDYW9`!SQQS5[)]:
M,GUH`JKI:JC;;JZ$KL&:8.-[8&`#QC&/:F#1+10BH94B555HU?Y9`OW=W^>>
M]7<GUHR?6@"6BHLGUHR?6@"6BHLGUHR?6@"6BHLGUHR?6@"6BHLGUHR?6@"6
MBHLGUHR?6@"6BHLGUHR?6@"6G1_>_"H,GUJ2`_.?I0!GZK;R76G30Q8+L!PQ
MP&P02#]0,?C56^AO=0BMD$1M,3!V;<K%0H)4XZ?>QZUL[![T;![T`<K:Z?J$
M=_'/+%=!V0"22.2+YG)^<G/;A>@Z"K(L[VX>XBDMO*26[$S2LZG**1M``/4A
M1UQC)KH=@]Z-@]Z`,.TL+@?V=YT>W8\EQ-\P.)&S@>_WCS[5+J\%U/+";6$^
M;'S'.)`-A/4,#U4C'2M?8/>C8/>@#G;.ROC)?"1;F`W!E8,7C,8)X4X&6SC'
MY5<07BZ1+"EF(9HX-D2B12"V,<>@Z=:UM@]Z-@]Z`,7[)<6-S`]M;B=([40*
MN\+L(/7GL>,_2J3:3J,>#%(5,<2H?+V_O-[EI0">G;'3I73[![T;![T`0PQ)
M!"D48VHBA5'H!P*?3]@]Z-@]Z`&44_8/>C8/>@!E%/V#WHV#WH`913]@]Z-@
M]Z`&44_8/>C8/>@!E%/V#WHV#WH`913]@]Z-@]Z`&44_8/>C8/>@!E%/V#WH
MV#WH`913]@]Z-@]Z`&44_8/>C8/>@!E%/V#WHV#WH`913]@]Z-@]Z`&44_8/
M>C8/>@!E%/V#WHV#WH`913]@]Z-@]Z`&44_8/>C8/>@!E%/V#WHV#WH`913]
M@]Z-@]Z`&44_8/>C8/>@!E%/V#WHV#WH`913]@]Z-@]Z`&44_8/>C8/>@!E%
M/V#WHV#WH`913]@]Z-@]Z`&5)!]\_2DV#WI\2@,?I0!F>(9'CT>5HVD5M\8S
M$VUL&100#QU'%4-.U":*6-&9Q;RW3Q`7+;I(PL9)!.?[P[YX-;LBQ2ILD577
M(.&&1D'(_6HWMK63=O@B;<P=MR`Y8="?>@#)M]:NI([5Y$@43V^\=<-)M8[<
MY^4<=^O//%1+K,OG;Y&4.EN^Y0K`!]Z``KNP?O=?U%;:VMHI4K;P@HNQ2(QP
MOH/;VI%M+-5VK;0A=I7`C&,'DCIT-`&&=?OQ$P\F!985G,H8'GRU1N,,<9#8
MZFK^MWACTM`DCQ273+&K1@LR`\L0!SPH-7%L[)5*K:P`$$$",<@@`CIW``_`
M5-MBW(VQ<I]T[?N_3TH`Y\Z]<#3(7C\GSEMI9)3,"`6CP"H'!R2<U+-J5Y)<
MLI6)8([FWC!4L&)?83G!Z<GZ_P`[]_I=I?J$DRB[BS!%4;R1@YR.N.XP?>K/
MD6W/[F/EE8_(.2,8/U&!S[4`9::O<&UCN6-L$EGC0)SNC5GVG=SU_K5"^U6\
MD^U2P3",Q07&W;DJ=DJ@'&>N,\^]=$;6T(E!MX2)O]9F,?/]?6A;6T0$+;PJ
M""IQ&.A.2/Q/6@#+.L7"-Y;&W:1;KR#M!&5\K?N`SZ_I5>;7KV&PM[AHH7=H
M%N)413@(>G)88[^M;8L[(.'%K`&4``^6,@`8';T)HDM+.5$22V@=47:@:,$*
M.F!QP*`,F:XF'AW591-()$EG"/N.5`<XP>V*@AU"XMFGA@,OFLZ+%#<,)F'R
ML6.[?C''][C'N*Z`PVYB>(Q1F-R2Z;!AB>N1WS4:V5DL(A6U@$0;=L$0VY]<
M8ZT`8\>O7<L:SI%"(@ENSJ<[OWC%3@Y[?2IO#]_/<O-!*>(6<YDR6?,C8(/]
MT`8_PQSJ+:VBIL6WA"D*,",8PIROY'IZ4Y(;>-@T<4:LH(!5`",G)_,\T`87
MVJ7ROM?VN3[7]L\K[/O^7;YFW;M_W><]:=>S3SWMTMM=@1X@POG[`^=Y*JPZ
M$\'CTK;\FW\_S_*C\[&/,V#=CZTS[)9^4T7V:'RW.63RQACZD8H`QK:Y2\EB
M@DN[FWA2)V^:8!V<.006'4+CUYSSFKVJSFSAM;T2N887`EP<AD88R?7!(-7'
MM;22)(GMX6C3[J&,$+]!VJ218I8S'(BO&PP59<@CTQ0!SWV^ZLA;F5F,\]NT
M@5RS8=I$PN,@<;L=L8ZBK$^H7%QX7O+ALPW$:R(3&<8*DC(P3CIZGZUK2P6T
M^?.ACDRNSYT!^7KCZ<#\J!;VP@:`0Q"%L[HP@VG/7(H`P$>YD@N$AGFAC6=$
M$-S<;93P2R[\DC.01SV/K26VI3FXE%M#=W"+:X*O,I,;!Y`3DG!Z8R,]!702
M6]M+O\V")_,P'W(#NQTSZTJ0V\?W(8U^79\J`?+Z?3D\>]`'(V]Y<A//::Z)
MC%L3(9\HJF.,ME"<L3D]`>370:BY?4K:UDG>"!XW<LC["[`KA<_0D_A5D6%@
MLJRBSMQ(H`5Q$,C`P,''8<5+/%!<)LGB25,YVNH89_&@#)FU:2WO8((2+BWW
MQQ/(<$Y?&#NSSU!X'XU436[JXL(WE$.Z5(I`82PV9E52#SGO_,'-;[6MH\BR
M-;PLZXVL8P2,<C!]JBL].L[.T6VCB1D`4$N@);;T)XY(H`R%U6^AAF`DBFF^
MTS!$V=$1CG/S#V_^O5S1[Q[PWL[.55O*=`QR(PT2M_,U?>TLY"Q>VA8LV\DQ
M@Y;UZ=:?%%!""(8HXP<`A%`S@8'Z`"@#GXM0DL].NUDFDDO!$A5O-\U'9B5#
M+CD9/.WVXK0T*\:73'5W>66V9HV9U(9\<J2#SR"*O);6L?\`J[>)?FW_`"H!
M\WK]?>I%6-79U50SXW,!R<=,T`8,,TMS'8"ZO9(H[FW>Y>1'V?/\I"@]@`3Q
M[<YJ9[FYN="LY"S"5A&UPL;A'*D=B2,$\'J.]:0L[/RO*,$;1[]X1UW`'V!Z
M4^2WM9=_F01/Y@`?<@.X#IGUQF@#GQ=WRV5K?M<$(8VRI)8[1O\`F('!^7:V
M?]D`?>K1@NC]JL?)>4QS!X7CE.2K)GDGUR"#V.16ELBX^1>%VCY>@]/IP*BC
MM;:*82QQ*K*GEK@8"KUP!T'X>@]*`+-%-W#UHW#UH`=13=P]:-P]:`*NKSR6
MNDW<\/\`K(XF93Z''6JNDSX%Q;L[^<A7#23^:I+`XP?PY':M0E2,'D&H4MK2
M-55+>)51MZ@(``WJ/?D\T`<[;3S>1=B\ENRL,$<K%)^6E.X':RGHW&!].*GF
M2_TRWM9'O&;9$?,#LSD'#%CCN!D')_N`#[U;:VUJB%%MXE0MO*A``6SG/USW
MJ0B-FW,JEL%<D<X/4?I0!#87$4ULGEL^5!4K(<N"I*G///(/-8]U<3Q3W\UC
M<RS""&3S`[[E\SJH5?\`9&<_AG)K:BMK:&7S(HU1M@C&T8`4$D`#\:2*SLH9
MFFBM8$E;.76,!CGKSB@#"NI9(3-';7L\D49MY`_F9.YY-K#/H1@XJ;2[V634
M@UP9"TTDL:`395=C'@IVX'7N?PK86VM4B,26\2QEMQ0(`"<YSCUS3EB@29IE
MBC65QAG"@,?J:`)J*;N'K1N'K0`ZBF[AZT;AZT`.HINX>M&X>M`#J*;N'K1N
M'K0`ZBF[AZT;AZT`.HINX>M&X>M`#J='][\*CW#UI\1!8X]*`*%_<_8[.2<+
MO9<!5SC+$@`9^I%5$U00V]P]S-;S/`VUQ;D#;['<>.0>_:K]Q!'<P/#*,HXP
M<'%4O['B.YFGN&F+*WFLP+#;G';'\1[=Z`$36H96M?*MYY$N3M1U"X!&<Y^;
M/&#GBF+X@M3:?:##<*NQ752@RZE@N1SV)%/M]%CMIXI8KJY'EY`4E2""Q8C[
MN>2>WH*ALM!2*PBAN99'E5$4E6R%VL&PO'0D#K0!:75H6G6(QS+E@C.5^5'(
M!"GGKR/:H(O$%K*J-Y-PBN$;+(,!6.`3STSQ5EM-@-T9\R#,@E,>[Y2X&`V/
M7@5"NAVRQ+&'FPL<<8Y'1'W#MZ]:`'WVH&PN5\X*+=H7<-WW+SC\1G\JKC6'
MMD?[<@WQQQ%UC`7#/NSRS>W_`.OM>OK""_CC2<'$<@D&#W']#TJ*XTF&>\-T
M9)4F^7!4CC:&'<=PQ_\`K4`$^HJ--BN[8>9YY18@W`)8@#/YU"-66"SDFN)8
M9VCD\MOLY"@'T.YN#^-64TZ!=-CL3O:*-0%)/S#'(.1WS4(T:'(<SSF82>89
MBPW$[=OICIQTH`=%J\4T]M''!.RW*[XY,+MQC))YR,=.G6E:YNIKZ6&U$(C@
M*B0R9RQ(S@8Z<8YYJ.ST:.RG22*ZN<)&L81BI!4=ONY]^#4\VGI)<_:%FFA9
M@`XC?`<#IG_ZV*`*\VO6D,US$ZR;[=&<@;3N`QG&#QU'7%))K`W(L<4@<.Z/
M$Z#=D1EQWP,C'K^':*\T!)+>=;>5][)(L:NPV*7()Z#/4>]6DTB!9%D:2:20
M2-(6=@2Q*;.>.@'\J`((]>A$-DUS"\372*PY4@9X'?)'/8?7%2)J%PVC27BP
MB297=0B`]`Y7..IX&::-!MPB*)[C:JHI&Y?F"-E0>.W3BK<=BD5D;6.255+,
MV]6PP)8MU^IH`S[C5YH=,CGB\FZF=R/W0."J@EN"<@X!X]<5HW5XEO8M=*-Z
MX!0`XW$X`'XDBJHT&Q9P\ZM<M\Q/G8.6.,MTZ\`?A4_]G1#3!8!W\M5VJQ.6
M7'3\N/RH`SKS5[JUO'A9K7=''&WE8.^9FSD)S[>AZU<DUFVBCWNLNWS)8^%!
MYC#$]^GRG%*^E1S,TL\C&X=8\R(`NUDR05ZXZGUIK:-";CSEGN%P[R!58;59
M@0Q''N30!)'J<<DT$(AE#RIOP=ORC.,GGG\,U6M]=@9;-)LB2Y52K8`&3T^7
M<3U^OUJ6/1K>/R`))2L+^8%)&"V2<]..3VQ3(]!MHEB6.:<+&8VP2"&*8VD\
M>W;%`%B"_!M)Y;@!&MBRRA3D#:,Y'U&#^-0&]O)#;PQ1PI<2Q-,0^2JJ",#C
MJ?F'-6;>R6.TDAF;S6F+-*V,;BW7CL,<?05%_9F^"%)+F7S8046:/"L4/8]>
MP&?IVH`AN=1G;1HM1M3$@:,.4E0L23C"C!'.>*;)J=Y;S&*YAC3Y!B0@A-V%
M).2<;>7XZC9_M"K8TR$")-\GE1.K)%D;5VC`'3IW^M/NK&*Z):1G#8`4C'R$
M,&R./4#KGH*`$%VRZ@MLX4I+&9(G4]<8W`_F"*MU2@T](+B*0,2D$/DPI_=7
MC.3W)P/RJ[0`4444`%%%%`!1110`4444`%%%%`!1110!7OIVM;*>X2,R-&A8
M(.^!572]1:]:XC\RWF>':0\).QMP.!WZ8K0D7?&R;F7<",J<$?2J<>F+%&P2
MYN!([;GEW#<W!`!XQCGL*`*$VJ7\0D0K"6298S+'$[H,JQ(V@Y)&`/QJ5M5G
MC,+[(YX'C!\V,$*S'/`R>.0HP?[V>QJ:WTC[-;>1'?784'*G<N5ZY_AYSGG.
M:D.E6IM5MB&,2HZ[2>N[JV?7D\^YH`M0/YD"/O1]R@[D^Z?I[5E7>J75G<R)
M)'!(NPLBH3E"6"IN/^T3Z<8/6KUK9FVD^69VBVXV-W8L6+?4YJ!=&B#W)>XN
M)$N22Z,PQGM@@9X[<\4`03ZG>6ZS(ZP--!)$&(#!61VP"!ZYSW[4ZQU=[C4C
M;2"(;O,PBD[X]C`?-]0<C^M6/[*A,$D;RS.TKH[R,P+$J00.F,<>E2Q6*1WC
MW)DDDD((7>00@)R0./8?E0!:HHHH`****`"BBB@`HHHH`****`"BBB@`J2#[
MY^E1U)!]\_2@!DTT5O$99Y$BC7J[L%`_$T0SQ7$8D@E25#T9&#`_B*I:_%+-
MI3I`F^0R1$#:6Z2*>0.U9L"7EI<K-+%+N-VWGK;QL$9?+VJ0.X^Z3Z'/I0!T
M=,\Q!*(MZ^806"YY(]<>G(KG;4Z@$L_,-Z7:UVOD-^[;:WS'/#'..#STQWIL
M3:BH)$-VP6WD4$E_F.]/FYY!QN('7@XH`Z>FR2)%&TDCJB*,LS'``]S7*;=5
M:%U\R]/E)<&-E5U+D+&4R#DGG=C))ZCUK7UA+FYL+>VC@,IG9?-!)0;1R03@
MXS@#\:`-4$$`@Y![TUY$C`,CJ@)"@L<9)X`^M<K=37UMI21W!N8?(MYH\Q,<
MF1<;&)&,KM[],^^*MM%?-=23;[LK]IM@B9;;LPA<@?GG\?>@#HJ8TT:/L:1%
M?:6VE@#@=_IR*P`;Q;4R,+\W*3QM./F*E0_S!!W&.P[53NK:]O8[LM#=$M!<
MA-P8'_6J57\AT]*`.NHKF]]ZL@AC2^V_:0ZLP<_NO)P`2?\`:'(/>H+H:I%I
MMIY37IG6V$I8AW+28Y0@'C'^UG\Z`.F-Q"(GE,T8C0D.^X84CKD]L407,%RF
M^WFCF3.-T;!A^E8LUO,?#NJQ"&0R/+.43:<L"YQ@=\U4V7K^<ZQSJ)Y44SQP
MR1$`*W_+,'=UXSGOZ"@#JJ9'(DJ;XW5UR1E3D9!P?UKFH1JDD(GD:\$R1VI"
M_,`Q+$/E>_'6K7A^.[AN)4NDF6,F0PC!"@>8Q.X?WCD$>W3O0!L_:(//\CSH
M_.QGR]PW8^E))<P1;_,GC3RP"^YP-H/0GTZ&L+[-+Y7V7[))]K^V>=]HV?+M
M\S=NW?[O&.M%S$;NXN;MH+R-,P^65ARZLH?)V'[P^;'?^M`&XUY:I$LKW,*Q
MN<*Y<`-]#4AEC#HA=0SYVC/+8ZX]:P+<31RQ7-]8-(AB>-5B@Z'>3DI_#N&/
MRYJ]K"2BRANK6`M/:N)$B`Y(QAEP/]DF@"^EQ!(^Q)HV?GY58$\'!_(\4Z21
M(HVDE=411EF8X`'N:YVXM[VSBMXH5F?_`$4B5XPV`[2(6;Y>2>6.!SUJ4I>2
M^%+R&99I)L2H@9&WLN3MX/)X^M`&PM[:-;FX6ZA,*]9!(-H_'I3TN8)/]7/&
M_P`N_P"5P?E]?IP>?:L![.7-T]W',)UF1E>TARF%4[6"G.[J01R>GL:9;6^I
MRW,LBJEKFUVDFV.)/GDQQD;2002.>M`&\NH63RK$EY;M(P!5!*I)!&1@9[@U
M+-/%;IOGE2),XW.P4?K7'06UXJ>2;>;)%LX0VK?,5CCR/,Z+RN#QZUT.HJ8]
M2MKJ2![BW2-T*HF\HQ*X;'T!&?>@#34AE#*00>01WILDB1)OD=47(&6.!DG`
M_6L&Z:]&IVS6T5Q#"KQ+Y81BI0D;LX.T8R1C&>,U2L7U"?2XGC:]D#1PF1G+
M'+>8OW?;;G./QH`ZT,&S@@X..*:LB.[HKJS(<,`<E3C//IQ7,-!=PQ3PPI>1
MLUU*YD'F,,9)7`!'7/7IGK6AHBW#)>27<4BR3")F!7:6/DINQGWR/K0!JQW$
M$V_RIHWV'#;6!VGW]*?'(DL:R1NKHPRK*<@CV-<U''=II]Q9VMM,4=$ABDDB
M\MUSD$,0.0J_Q8[]ZT]!CGM[:6TN(/)\F0^6`VY=AY`#8&<9(_"@#4HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"G1_>_"FTZ/[WX4`5[JX2TMGGDSM09P!DGT`]ZSKC69K>:4/9#RX
M(TDF;S?F7=G@#'.,>M7M0M?MEG)`&VLV"K$9PP((/Y@50GT07=R;V=HTN]L1
M0A=PC922<9QD'/MTH`N?VI9!%<S@*PD8$@@80X;MV-*FHVKR1(KMOE&54QL#
MC..>..0>N*I)HCI+G[4K1*)@B-"#CS""<\\\TZ'1GC>U8W9)@.20F&(R3M!S
MPO.,'/`H`FMM7MIH[<LVV2X4%``Q4YZ#<0!^>#4UO=FXMGD2(^;&2C1$@$,.
MV?Z^]947AOR_LQ^TJY@,1!:+YOD(X!S\H..G/-:FG6SV\4C3%3--(99-G0$X
M&!]``/PH`SKG5;233[&[GLTEDG*M'&V&*9(!;..,9'YBKL^II%JMM8+&7:;.
MYP>(\*6'U)QTJF_AN%[&&`SRB6)$3S%9E#!6!^Z#C_#K4TVAQ->QW<,TL<B2
M-(079@S%2.F<#M]0,4`36&IQWMW=0*A4P-@,3]\9(R/^!*P_"B?5(X3=$1LZ
M6VU68$?,YQA![\C\Q4-AHB6$\$L-Q,Q2,QR"1BP?.#D9/R\\\>II[Z87-[$7
MQ!=,)01]Y)``,CM_"#0!-9WK3O-#/$(9X<;UW[A@C((/X'\JHGQ`AAN)H[=G
M2*41J0WWP5W9''?H/4D>M3KI<C&4W%SYIN!MGPFW<H4@*,'*XR3WZFDMM&6U
M^UB&XEVW)7[S,Q50`",D]<`\]N/2@":341'9R7GE,UNC<L#SL'5\>@Y^H&:N
M@@@$<@UDOH[+!>0P2@+=C801@1ISG'J<-@=.`OI6JJA$"CH!@4`.HHHH`***
M*`"BBB@`HHHH`****`"BBB@`ID<:11K'$BHBC"JHP`/84^B@`HHHH`****`"
MBBB@`HHHH`****`"BBB@""]N4LK.:YD!*1(7(7J<56M]3#+=?:HUA>U4/(%<
M.`I!(.>/0U=F0R0N@(!92,D9Q^'>LRUT1;>"6(21`3G$P2$(K)@C:`#QUSGF
M@!/[;,8Q<6C1RNJM#'O!,@9@H'L<D9^O>DEUPP@K+;!9HV*R)YG&0`0%./F)
M##`XS@^E+_8K2+FXNVDEC55ADV`&/:P8'W.0,_2IXM.=8Y!)<;Y)Y`\[A,;P
M`!M`SP,`#OW]:`+5M,T\9D,>Q2QV<Y++V/MG^55[N^DM;J%#;%H9'6/S-XSN
M/3"]QZU#9:;/8SKY4ZM$Q_>C9@L`#@]>6)(R>^*?-87,FJI>"[3RT`"Q-#NV
MC^+!W#!/KB@"%=:9@KK:$QS*QMV\P?O-O//ID9(Z\"EDUM$M].?R2TE[Y9V!
MO]6'P,DX[$_C3H='\ID4W!:&$.((]@'E[ACD]\`D#IQ4+>'86AME\^5981"&
M=78!Q'C^$'`Z?AF@#:HHHH`****`"BBB@`HHHH`****`"BBB@`IT?WOPIM.C
M^]^%`$F!Z48'I110`8'I1@>E%%`!@>E&!Z444`&!Z48'I110`8'I1@>E%%`!
M@>E&!Z444`&!Z48'I110`8'I1@>E%%`!@>E&!Z444`&!Z48'I110`8'I1@>E
M%%`!@>E&!Z444`&!Z48'I110`8'I1@>E%%`!@>E&!Z444`&!Z48'I110`8'I
M1@>E%%`!@>E&!Z444`&!Z48'I110`8'I1@>E%%`!@>E&!Z444`&!Z48'I110
M`8'I1@>E%%`!@>E&!Z444`&!Z48'I110`8'I1@>E%%`!@>E&!Z444`&!Z48'
=I110`8'I1@>E%%`!@>E&!Z444`&!Z48HHH`__]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>14
<FILENAME>masterintinctrstx9x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx9x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@`
MV0'W`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`ZC,__/:3_OHT9G_Y[2?]]&M#[/1]GH`S\S_\]I/^^C1F?_GM
M)_WT:T/L]'V>@#/S/_SVD_[Z-&9_^>TG_?1K0^ST?9Z`,_,__/:3_OHT9G_Y
M[2?]]&M#[/1]GH`S\S_\]I/^^C1F?_GM)_WT:T/L]'V>@#/S/_SVD_[Z-&9_
M^>TG_?1K0^ST?9Z`,_,__/:3_OHT9G_Y[2?]]&M#[/1]GH`S\S_\]I/^^C1F
M?_GM)_WT:T/L]'V>@#/S/_SVD_[Z-&9_^>TG_?1K0^ST?9Z`,_,__/:3_OHT
M9G_Y[2?]]&M#[/1]GH`S\S_\]I/^^C1F?_GM)_WT:T/L]'V>@#/S/_SVD_[Z
M-&9_^>TG_?1K0^ST?9Z`,_,__/:3_OHT9G_Y[2?]]&M#[/1]GH`S\S_\]I/^
M^C1F?_GM)_WT:T/L]'V>@#/S/_SVD_[Z-&9_^>TG_?1K0^ST?9Z`,_,__/:3
M_OHT9G_Y[2?]]&M#[/1]GH`S\S_\]I/^^C1F?_GM)_WT:T/L]'V>@#/S/_SV
MD_[Z-&9_^>TG_?1K0^ST?9Z`,_,__/:3_OHT9G_Y[2?]]&M#[/1]GH`S\S_\
M]I/^^C1F?_GM)_WT:T/L]'V>@#/S/_SVD_[Z-&9_^>TG_?1K0^ST?9Z`,_,_
M_/:3_OHT9G_Y[2?]]&M#[/1]GH`S\S_\]I/^^C1F?_GM)_WT:T/L]'V>@#/S
M/_SVD_[Z-&9_^>TG_?1K0^ST?9Z`,_,__/:3_OHT9G_Y[2?]]&M#[/1]GH`S
M\S_\]I/^^C1F?_GM)_WT:T/L]'V>@#/S/_SVD_[Z-&9_^>TG_?1K0^ST?9Z`
M,_,__/:3_OHT9G_Y[2?]]&M#[/1]GH`S\S_\]I/^^C1F?_GM)_WT:T/L]'V>
M@#/S/_SVD_[Z-&9_^>TG_?1K0^ST?9Z`,_,__/:3_OHT9G_Y[2?]]&M#[/1]
MGH`S\S_\]I/^^C16A]GHH`E>1(_OMBE1U<94@BH<JETQD(&0-I-$DBX4(VU"
MV&85A[6UV_NZE\I8HJKO($JK(74+D-GH?K2('9U3S7PR!CS1[?HD'(6Z*I>8
MQ2'=(5SD$YIZR%4E^9F5>C9YI+$1?]>5QNFRU36=5QN.,G`JJ&=?,7>3\F?O
M9Q^-.^=4A)=B689YH]O=:(.0M455WD3\L2"V!M;CZ8IOF-LW^8?,SC9^/I0Z
MZ70.1ERBJC[RTQWL-F"`#4DDC"W5@<$XR?2J59:Z;"Y"8G`R>E-1UD&5.159
MS]Y$E9U*DGG.*FA7_1@-S<C\J4:KE*R0.-D2@AAD$$>HI:I1L4MEVN>6PW/W
M13MY7S%20NH3.<YP?K25=65T-TRW151'(,164N6X92:=<,0XPV`!D@-@T_;+
MEYK"Y-;%FBJDDC%P`6"[<C!`I2[-Y:R/L!7)(/7\:/;J[5@Y&620"`2`3T'K
M2U4D"EX3YK8Y&[-*S;GDWRE"IX`.*7MM7=?U:X^0M4544R22("Y7*9./K4EP
M[1LK@G&""/Y52K+E<K:"Y-;$]%5(VDWB,DDIDGGKZ4D<DC,A!))/(+#'Y5*K
MKL/D+2NK9VG.#@TI(`)/055+OLDP3Q)@GT%(6RSA79E\L]:7M[(.0M@A@".0
M::9$";]PV^HYJN@8>2-[8=2"/3CM34.VS<JYW<<9Z<TO;OMT?Y)AR%REJHVY
MGF^=AM4$`'VI6=CY>]F5"N21W-7[==OZO87(6J*IJ[F)\2'._')P2/Z5/`VZ
M/J3@XY.:<*JF[`X6):***V("BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`1E###`$>XHVC&,#'I2T4K(
M!H50NT*,>F*`J@@@#(&.E.HHL@N1F)"5.,;<X`Z4X*H&``!Z8IU%)12V0[L:
M$0=$7ICI1M7`&!QTXZ4ZBG9!<;M7=NVC/KBC:N[=M&?7%.HHLA7&[5Y^4<]>
M.M+@8QCCTI:*+(!H10"`H`/48I0`!@#`I:*+)`-"J`0%`SUXI#&I0H!@'TI]
M%'*AW8Q(U0#`&0,9QS2E5;[R@_44ZBCE5K!=C2JM]Y0?J*"JL,$`CT(IU%%D
M*XTJI`!4$#H,4%%8Y*@GW%.HHL@N)@9S@9Z9H(##!`/UI:*+(!,#.<#/K2!5
M!R%&?7%.HHL@&%`00/ER<DKQ2+$JDDDL2,$MSQ4E%+DC>]AW8W:O'RCCIQTH
MV)@C:,'KQUIU%.R%<;M7GY1SUXZTC1AL89EQ_=.*?10XICNQBQ(J;<9'4YYS
M3@`!@``>U+10HI;!=L****8@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@"C>_ZX?[M4C<P+*8FGC$@7<4+C('KCTJ[>_ZX?[M8EY9W
M=S<G<8I+89(C9MN<H5P?E)ZGKGIV]0"\+B`P>>)H_)QGS-PVX^O2HVOH!<P0
M*ZL\ZEDVL/NCOUY_#^AJ,07/V2,.R//&Y<`M\IY.`3CL#UQU&:6VM9(I8Y'*
M9"R;@O8LX;CZ>M`$L=U#),T2L2ZY'*D`XZX.,''M4;:A`C8828+^6&6-F4G.
M.H!QSQSCD&JSV=RMPTL9"JA8PJ'W#<QY8C`X&2<9/MBIKBT<K;QPJN(B"LC2
M$,AQC.`/F.">N*`+"744DS1*Q+KG^$@''7!Z''M35O(3*(\G+.44XR&('/(^
MA'/<&JS6]S'D($PCNT3`DG<Y/4>@W'OSBGSV\Z?95M4C9(6W'S)""?E(_NG/
M7.:`+$=U#+,T2,2ZYS\I`..#@]#@\''2IJI6]K+'=;G*>6GF;""<MO8-R,<8
MQCOGVJ[0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`444
M4`%%%%`!1110`4444`%%%%`!1110`5;L/^6GX?UJI5NP_P"6GX?UH`MU!<W<
M5L4$GF%GSM$<3.>/90<#FIZH:I:37(0V^%E4$"0S.FS..<+][H.#P:`)TO('
MN3`K-O'^PP4GN`V,$^P-1/JMI'+)&YF1D5F.Z!P"%(!(./FY(Z9ZBJT5A=17
MLMR!&S9=D)F?#YZ`IC"8X&X9)Q[U9DM'E-V[[&:5`D8).`H'&??<2>/;TH`L
MPS1SJ6B8,H.,CI4E4=)LY+"U:W=]R*Y\OYB3M[9XZ]:O4`%%%%`!56/4+61I
M0LPQ#G>Q!"C!P>3P<&K58-QHUW-]H$4T=NCL'5$)*LP<-N(8$+TYQD'.2#TH
M`V/M5N3$/M$69?\`5_./G^GK3&O[-55FNX`K*&4F08(.<$<].#^1K.T[2;BQ
MG23,,F]<2[SDH=[.2N%`Y+^@Z"JEOX>N5N;,SM;O#:B-,9)+*@DYP1U^<?D:
M`-1]<TZ.1XWN55T61RI'.$)#8'?H?K@^E6$U"RDD>-+N!I$!9T$@W*!UR.U8
M\NAW3"X*/`3-'=1\DC'FMN4]/P/U/6G2:1?7'VQ93;IYJJD4J.2RJI!"E2N.
M<'/7KWQ0!IW&IV5O:_:7N8C&49U*N#O`&3M]>G:K2,'0,.A&17-GP_?"&Z/F
M0RRW<+1OYS9$9.<%=J#\>!ZUT<2E(D4]54"@!]%%%`!1110`4444`4;W_7#_
M`':I&>$2M$98_,4;BNX9`]<5=O?]</\`=K`O-.NKJ^\QFA:W&X;"<9!0K@X&
M>N._X<5Y%5WJR3=CJC\*T-,31-#YPD0Q8SO##;CZU']MM]\*K*',^?+V?,"!
MU.1V]ZKM93OIBP22*TJN'!/(.&W!2>_IG%16^ENM]%=2K#N!D9E49VEMN-O'
ML>>.M9I[WD5;R+GVV#[9]DW.)B"0#&P!`Z\XQ^M1W&IVULSB8R`(=I81LPSQ
MQP#ZCKZU'-;W*WYO$52$0@*C'=*,<*0>!SSFF7&GSO81P1M'YF=[R%F4B3KN
M&.N#G@^U--:7?XA;R+T=U#+.\"/F2,`LN#P#_P#JJ-]0MX]WF.5`D\H$CAFX
MZ8]SBJTD5_'?3W*1PN&A$:#>=Q()()&,=6YY[4MY8SG3H[6U$3;65F:5BN2&
M#9X!Y)'ZT7U6OXA\BY'=0R7$D"/F6,`LN#QG_P#4:FK/AAO!JC7,J0"-HEC.
MV0DC!)S]WWK0J)2:>C&DNP4445//+N.R"BBBCGEW"R"BBBCGEW"R"BBBCGEW
M"R"BBBCGEW"R"BBBCGEW"R"BBBCGEW"R"BBBCGEW"R"BBBCGEW"R"I+=0\RJ
MPR#4=2VO_'POX_RK2E*7M(Z]43)+E9;^S0_W/U-'V:'^Y^IJ:BO;.,A^S0_W
M/U-'V:'^Y^IJ:B@"'[-#_<_4T?9H?[GZFIJ*`(?LT/\`<_4T?9H?[GZFIJ*`
M(?LT/]S]31]FA_N?J:FHH`A^S0_W/U-/CB2/.P8SUYI]%`!4%Y=P6-L]S=2"
M.%/O,03_`"J>LG7],N-4MO+@GB3".-DB$AB1@'(/&`3V/7I0!=COK:6Z:V23
M,J@DK@C..#@]#C/..E,?4[..9XFF_>)U`4G)XX'')Y'`YYJK';ZF+V:XF2TD
M<(4@/F,`HXZC;QG&2<GH!4<FCS/,<M&T22R3Q99@Q=\\''0`DG(.>G2@#6AF
MCN(Q)"X=#T8=#4E4=)LGT^U:W>7S$#DQ_P"RG8?SJ]0`4444`,,8)SEO^^C1
MY:^K?]]FGT5/)'L.[&>6OJW_`'V:/+7U;_OLT^BCDCV"[&>6OJW_`'V:/+7U
M;_OLT^BCDCV"[&>6OJW_`'V:/+7U;_OLT^BCDCV"[&>6OJW_`'V:/+7U;_OL
MT^BCDCV"[&>6OJW_`'V:/+7U;_OLT^BCDCV"[&>6OJW_`'V:/+7U;_OLT^BC
MDCV"[(F@C8Y8$GW8TGV:'^Y^IIEQ</%(%4*1C/-1?;)/[J_E4^R@_LH?-+N6
M/LT/]S]31]FA_N?J:K_;)/[J_E1]LD_NK^5'L:?\J^X.>7<L?9H?[GZFC[-#
M_<_4U7^V2?W5_*C[9)_=7\J/8T_Y5]P<\NY8^S0_W/U-'V:'^Y^IJO\`;)/[
MJ_E1]LD_NK^5'L:?\J^X.>7<L?9H?[GZFC[-#_<_4U7^V2?W5_*C[9)_=7\J
M/8T_Y5]P<\NY8^S0_P!S]31]FA_N?J:K_;)/[J_E1]LD_NK^5'L:?\J^X.>7
M<L?9H?[GZFC[-#_<_4U7^V2?W5_*C[9)_=7\J/8T_P"5?<'/+N6/LT/]S]31
M]FA_N?J:K_;)/[J_E1]LD_NK^5'L:?\`*ON#GEW+'V:'^Y^IH^S0_P!S]35?
M[9)_=7\J/MDG]U?RH]C3_E7W!SR[EC[-#_<_4T?9H?[GZFJ_VR3^ZOY4?;)/
M[J_E1[&G_*ON#GEW+'V:'^Y^IH^S0_W/U-5_MDG]U?RH^V2?W5_*CV-/^5?<
M'/+N6/LT/]S]31]FA_N?J:FHH]E3_E7W!S2[D/V:'^Y^IH^S0_W/U-344>RI
M_P`J^X.:7<A^S0_W/U-'V:'^Y^IJ:BCV5/\`E7W!S2[D/V:'^Y^II1;Q*<A2
M#Z@FI:*/94_Y5]P<TNXSRU]6_P"^S1Y:^K?]]FGT57)'L*[&>6OJW_?9H\M?
M5O\`OLT^BCDCV"[&>6OJW_?9H\M?5O\`OLT^BCDCV"[&>6OJW_?9H\M?5O\`
MOLT^BCDCV"[&>6OJW_?9H\M?5O\`OLT^BCDCV"[&>6OJW_?9H\M?5O\`OLT^
MBCDCV"[&>6OJW_?9H\M?5O\`OLT^BCDCV"[&>6OJW_?9H\M?5O\`OLT^BCDC
MV"[&>6OJW_?9H"`'(+?BQ-/HHY8]@NPHHHJA!1110`4444`%%%%`!1110`44
M44`%%%%`!1110!1O?]</]VJ]6+W_`%P_W:KUSRQ-.+Y6:*G)JX4445/URD'L
MI!1111]<I![*04444?7*0>RD%%%%'URD'LI!1111]<I![*04444?7*0>RD%%
M%%'URD'LI!1111]<I![*04444?7*0>RD%%%%'URD'LI&M14<+F2)6.,GTJ2N
MF+4DFB&K.P4444Q!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%9
M.OM&D$3-,R.&X5;EX6<=PNT_,W0`'U[5K44`9"7(CU!VDG*NK.9D:0[8X@/E
M;;T';GOD^E5KN69KZXACG;<J.9F6<X1,94;0<J>V<`GJ,]N@HH`SM#N);BS8
MW&?/20I)\V<,,<#TQT_7O6C110`4444`%<U<WTD-G?SO=RIJ,0E*PYRJJ,[3
MMZ8Q@Y]:Z(F3/"KC_>_^M1F3^ZO_`'U_]:IYD.QSLNIZI!J4MLH,[Q*V$*HH
MD`CW!ASNSNP.!C'O5,7,T^H8BOY)C(85\Q`!R8Y\C`&."!V[#/2NNS)_=7_O
MK_ZU&9/[J_\`?7_UJ.9!8HZ`[/H=DSS-,YB7<S8SG'(/T/'KQS6C3,R?W5_[
MZ_\`K49D_NK_`-]?_6HYD%A]%,S)_=7_`+Z_^M1F3^ZO_?7_`-:CF06'T4S,
MG]U?^^O_`*U&9/[J_P#?7_UJ.9!8?13,R?W5_P"^O_K49D_NK_WU_P#6HYD%
MA]%,S)_=7_OK_P"M1F3^ZO\`WU_]:CF06*E[_KA_NU7JY/!),X;Y1@8Z_P#U
MJC^QR?WE_.O+K4:DIMI'3"<5%)LKT58^QR?WE_.C[')_>7\ZR^KU?Y2O:1[E
M>BK'V.3^\OYT?8Y/[R_G1]7J_P`H>TCW*]%6/L<G]Y?SH^QR?WE_.CZO5_E#
MVD>Y7HJQ]CD_O+^='V.3^\OYT?5ZO\H>TCW*]%6/L<G]Y?SH^QR?WE_.CZO5
M_E#VD>Y7HJQ]CD_O+^='V.3^\OYT?5ZO\H>TCW*]%6/L<G]Y?SH^QR?WE_.C
MZO5_E#VD>Y7HJQ]CD_O+^='V.3^\OYT?5ZO\H>TCW*]%6/L<G]Y?SH^QR?WE
M_.CZO5_E#VD>Y7HJQ]CD_O+^='V.3^\OYT?5ZO\`*'M(]RQ:_P#'NOX_SJ:H
M8EDCC"84X[[O_K4_,G]U?^^O_K5ZU-V@D^QRRU;8^BF9D_NK_P!]?_6HS)_=
M7_OK_P"M5\R%8?13,R?W5_[Z_P#K49D_NK_WU_\`6HYD%A]%,S)_=7_OK_ZU
M&9/[J_\`?7_UJ.9!8?13,R?W5_[Z_P#K49D_NK_WU_\`6HYD%A]%,S)_=7_O
MK_ZU&9/[J_\`?7_UJ.9!8?13,R?W5_[Z_P#K49D_NK_WU_\`6HYD%A]%,S)_
M=7_OK_ZU&9/[J_\`?7_UJ.9!8?13,R?W5_[Z_P#K49D_NK_WU_\`6HYD%A]%
M,S)_=7_OK_ZU&9/[J_\`?7_UJ.9!8?6+XF8):QLL\L<H.56.=XRXXRJ[>"QZ
M`'UK7S)_=7_OK_ZU&9/[J_\`?7_UJ.9!8Q8M3MH->NTEO_W:VZ,4DDSL8%MP
MQVP,9J*2ZCGU&\2VU%L0HWFHTQY(8$A0.5``*Y`S\W<BM_,G]U?^^O\`ZU&9
M/[J_]]?_`%J.9!8HZ'//-8D70?SXI#'(6_B(QR/:M&F9D_NK_P!]?_6H!?/*
MJ![-_P#6HYD%A]%%%4(****`"BBB@`HHHH`****`"BBB@`HHHH`****`(WFC
MC.';!Z]*;]IA_O\`Z&J][_KA_NU7H`T/M,/]_P#0T?:8?[_Z&L^B@#0^TP_W
M_P!#1]IA_O\`Z&L^B@#41@ZAE.0:=4-K_P`>Z_C_`#J:@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HK,@U"675&@^7R\LH_=,/N]P^=K<]AR.?2EO+F
M]AED6'R9/D+*@0DIC^(G/.?3COSQ0!I452TJ^_M"S%Q@+D_=`.5^OOW_`!J[
M0`4444`%%%9/]N1"1FD$4=N/,P[R@.VS.XA,9(R#0!K45EG7+9"5GCF@8`DK
M(`,`*6]>X!Q]#TILFOVL4<DCQ3JB*QSM'S,HRRCGJ/RX/-`&M165_;L`D97M
M[E`DBQLS(`%9@"N><\Y%-@\06LWE_N;B,2>6<NH``?[A//<\4`:]%9*Z_;,8
MPD-PS2LHC4*,N&#%6'/0[#[^M.L=86^OS!%;R"/R1)O;`P=S*5(SZJ1^!_$`
MU****`"BBB@`HHHH`HWO^N'^[5>K%[_KA_NU7KSJN+G";BDCHC235PHHHJ/K
MM3LA^QB%`!)P.313H?\`7)_O"G'&5&TK('1C8OVP*P*""#SP?K4M%%>F<P44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110!4_LZU#R,%<>9NR!*P`W=2HSA2<
MGD8/-']G6_G32XE+3`B0&9RIR,?=SCI[5'%>W+:JUG);1J@0R"1)MQ"YPN5V
MC&>>YZ&H)]5N;>\E@DM(MJ)O#B?HNX*I8;?E!Y/?&TT`:,%O%;AQ$NT.Y=N2
M>3]>GTJ6JVGWBW]HEPB[5?H">1]:LT`%%%%`##)&#@NH/UK,FTBPG8^9(QB+
M,_D[QL#,"&([\[CWQS6M14VEW'H9,FDV4T+)/<23,SHYD=QN.WH.!C&"1T[F
MHYM!TN::YE)56N`P8J$R"W4@XSDY/?'M6U11:7<-#-GTZSG,Y>9AYTT<S8<<
M,@4#'M\HJ-=(L5C1/.<A5@7EUY$1RO;OGG^E:U%%I=PT,>TT/3;-XV@<+Y<@
MD7&P=%90"0,D?,>N3[U/9Z?:6=QYT4[;BK*07&""[/Z=BQK1HHM+N&@SS8_^
M>B_G1YL?_/1?SI]%%I=PT&>;'_ST7\Z/-C_YZ+^=/HHM+N&@SS8_^>B_G1YL
M?_/1?SI]%%I=PT*%XRM*"I!&WL:@K6HKCG@^>3ES?A_P36-6RM8R:*UJ*GZC
M_>_#_@E>V\C)IT1`E0G@;A6I10L%9WYOP_X(G6\AGFQ_\]%_.CS8_P#GHOYT
M^BNZTNYCH,\V/_GHOYT>;'_ST7\Z?11:7<-!GFQ_\]%_.CS8_P#GHOYT^BBT
MNX:#/-C_`.>B_G1YL?\`ST7\Z?11:7<-!GFQ_P#/1?SH\V/_`)Z+^=/HHM+N
M&@SS8_\`GHOYT>;'_P`]%_.GT46EW#09YL?_`#T7\Z/-C_YZ+^=/HHM+N&@S
MS8_^>B_G1YL?_/1?SI]%%I=PT&>;'_ST7\Z/-C_YZ+^=/HHM+N&@SS8_^>B_
MG1YL?_/1?SI]%%I=PT&>;'_ST7\Z/-C_`.>B_G3Z*+2[AH,\V/\`YZ+^='FQ
M_P#/1?SI]%%I=PT&>;'_`,]%_.CS8_\`GHOYT^BBTNX:#/-C_P">B_G1YL?_
M`#T7\Z?11:7<-!GFQ_\`/1?SH\V/_GHOYT^BBTNX:#/-C_YZ+^='FQ_\]%_.
MGT46EW#09YL?_/1?SH\V/_GHOYT^BBTNX:#/-C_YZ+^='FQ_\]%_.GT46EW#
M09YL?_/1?SH\V/\`YZ+^=/HHM+N&A2-O!FZ9;EDDN,;I%8;EP,`+QVY_,TH@
M@#7+B<A[C&YPPRH`P`/3'/XDU<HHM+N&A4L[>ULDD2!E59)#(1N'!/I[<58$
MB,<!U)]`:?11[W<-`HHHJA!117/&^6%+F:[O+B*\1Y`8DY"IN(4A3\N,8.X\
M>IH`Z&BN<M=6N9([%WG)5IWB<!5WR8?:IP,C&.NWZC@4[PQ<W'DQ032F5/L4
M4RY7E22P(]_NCK0!T-%<K;:Q=7=RD$-U($>>,>8Z1[MK)*2,#(&"@Z\CH:AG
MU.[GB2*XN2FV2-54(!YY%P58Y[8"KP/[WN*`.PHK"U2^N[?4V$,VV*-+=C'L
M!#%Y2AYZ]/Y5F2:GJ%W:7`=YH-C1M(1Y8,)\U05`!)QM)/S#MZ'%`'844U.4
M4[MW'7UIU`!1110`4444`4;W_7#_`':KU8O?]</]VJ]`&M1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`$"W<+7)MPS>8/5"%/L&Q@GV
M!J.74;:%W61W!09)\MB#[`XP3[#FHVCOC>R2F*W9$4B#,S#!QW&WOZY.!T[Y
M9/;7=Q<3>=%;M#L98296X)'4KMZY[YX'3OD`O0S1SJ6B8,H.,CI4E4=)LY+"
MU:W=]R*Y\OYB3M[9XZ]:O4`%%%%`!5.XU2QMHY'ENH@(F5'PX)4DX&1VJY7.
M/H%T\,<>^`?9U"QMSF7]XCY?C@_)VSU)]J`-F#4+6XGEA25?,B;:5)&3P#D>
MHPPYIRWUHPC*W4!$APF)!\QR!QZ\D#\:Q[O09[IIB)8HS+-(^Y<DA6AV8Z?W
MN<>E/T_1)H+^&ZN6CD93(S9(/S$(%(PJ@<)Z?G0!L?:(!<"W,T?G$;A'N&['
MKCK35O+5MNVYA.YMBX<<MZ#W]JS[O3[V?5X+@20_9HI`X7HWW&4Y^7)Y/KC'
M;C-0V^CW<)MRKPIY,GR88G9%\N4Y'S9V]^G'/'(!HW.JV%JI::[A4+((F^<?
M*QZ`^GK]*L1S12LZQRH[(<,%8$J??TKGH_#MW&!FX64PLAB#D`.!('^;"`@\
M=<MU-:VGV<UK<73,4$,K;DC4DX)))/(XSGISW]:`+]%%%`!1110`4444`4;W
M_7#_`':KU8O?]</]VJ]>-7E)5'J=<$N5#O-D_P">C?G1YLG_`#T;\Z;16//+
MN79#O-D_YZ-^='FR?\]&_.FT4<\NX60[S9/^>C?G1YLG_/1OSIM%'/+N%D.\
MV3_GHWYT>;)_ST;\Z;11SR[A9#O-D_YZ-^='FR?\]&_.FT4<\NX60[S9/^>C
M?G4MM([3J"[$<\$^U05+:_\`'POX_P`JTI2E[2.O5$R2Y6:-%%%>V<84444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%5[F\M[1HEGDV-,X1!@G))`'3W(JQ6=K%O>74<"6BP'9,DK&60K]U@P`
MPIZXH`L)?VTETULLF95SQM.,CJ`>A(]!36U&T66:(RY>$`NH4DC)P.W)R,8%
M9_\`95VE_P#:8GC"QL\L<1D)4R,"#GY<@<D]_P`*DFLKV74[F9H[8PR0K$O[
MU@P*EF4\+QRW8\8H`TX9H[B,20N'0]&'0U)5'2;)]/M6MWE\Q`Y,?^RG8?SJ
M]0`4444`,,8)SEO^^C1Y:^K?]]FGT5/)'L.[&>6OJW_?9H\M?5O^^S3Z*.2/
M8+L9Y:^K?]]FCRU]6_[[-/HHY(]@NQGEKZM_WV:/+7U;_OLT^BCDCV"[&>6O
MJW_?9H\M?5O^^S3Z*.2/8+L9Y:^K?]]FCRU]6_[[-/HHY(]@NQGEKZM_WV:/
M+7U;_OLT^BCDCV"[(F@C8Y8$GW8TGV:'^Y^IJ:BI]E!_97W#YI=R'[-#_<_4
MT?9H?[GZFIJ*/94_Y5]P<TNY#]FA_N?J:/LT/]S]34U%'LJ?\J^X.:7<A^S0
M_P!S]31]FA_N?J:FHH]E3_E7W!S2[D/V:'^Y^IH^S0_W/U-344>RI_RK[@YI
M=R'[-#_<_4T?9H?[GZFIJ*/94_Y5]P<TNY#]FA_N?J:46\2G(4@^H)J6BCV5
M/^5?<'-+N,\M?5O^^S1Y:^K?]]FGT57)'L*[&>6OJW_?9H\M?5O^^S3Z*.2/
M8+L9Y:^K?]]FCRU]6_[[-/HHY(]@NQGEKZM_WV:/+7U;_OLT^BCDCV"[&>6O
MJW_?9H\M?5O^^S3Z*.2/8+L9Y:^K?]]FCRU]6_[[-/HHY(]@NQGEKZM_WV:/
M+7U;_OLT^BCDCV"[&>6OJW_?9H\M?5O^^S3Z*.2/8+L9Y:^K?]]FCRU]6_[[
M-/HHY(]@NQGEKZM_WV:/+7U;_OLT^BCDCV"[&>6OJW_?9H\M?5O^^S3Z*.2/
M8+L9Y:^K?]]FCRU]6_[[-/HHY(]@NQGEKZM_WV:/+7U;_OLT^BCDCV"[&>6O
MJW_?9H\M?5O^^S3Z*.2/8+L9Y:^K?]]FCRU]6_[[-/HHY(]@NQGEKZM_WV:/
H+7U;_OLT^BCDCV"[&>6OJW_?9H"`'(+?BQ-/HHY8]@NPHHHJA'__V3\_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>15
<FILENAME>masterintinctrstx11x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintinctrstx11x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@`
M4@!"`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A
M""-"L<$54M'P)#-B<H()"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U15
M5E=865IC9&5F9VAI:G-T=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H
MJ:JRL[2UMK>XN;K"P\3%QL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V
M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!
M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P
M%6)RT0H6)#3A)?$7&!D:)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E
M9F=H:6IS='5V=WAY>H*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V
MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#
M`0`"$0,1`#\`TO\`A*+[_GE;_P#?+?XTO_"47O\`SRM_^^6_QK$Q0Q"(6/0#
M-,#:;Q3>*,M';@>ZM_C4#>-+A3CRH#_P$_\`Q5<J&>4;F<L3V-.\EP,D$@]J
M0'51^,;EVV^5`I]U/^-3_P#"3WO_`#RM_P#OEO\`&N1CMKEP6C@8X'IT-2"2
M>UE3ST9%?L?6@#J?^$GOO^>5O_WRW^-'_"3WW_/*W_[Y;_&L8890P.0>E+BF
M!W]I*T]G!,X`:2-6('3)&:*9IW_(-M?^N*?R%%(#@L56U+(LR%_B(%6P*KZ@
MNZT;`Y!!_6F!I:=IEJJHIB4GN3W-=-!IMD5&;="?I7.1WD5JN)%)(`]JV]+U
M9;H^6D3!O<8H`TS;0"(HD:J/85S'B6R3["WR#,9W#BM2[UUK:98OLKL3U/:J
M5_-]OTVY;:,>6>E(#G;'FT09SC(JQBH[*)H[2,.I!(SS4Q%,#N-._P"0;:_]
M<4_D**-._P"0=:_]<D_D**0'"T]8UD.QNC<&D`IZ9!!'44P-&U@MYL,Z`L!U
M-3V@5KT"-@``3UK/@+$LHSW.!UJ2#[+),JR1N'48'R'-`'10&(MLE"%U.`32
M:B(Q`T:HO(YP.M4TDC0F&.%G+=<)@?7-%VWEQ@@Y(&<4@,F]&9ON[3CD>GM5
M4K5J4M)(SMU8Y-1D4P.OT_\`Y!]M_P!<E_D**+'_`(\+?_KDO\A12`XA14JK
M3-RHNYV"CU)JK-J]M"<)NE/^ST_.F!=DWQCS8R05Z^XK0T^03,'$NTXY]ZYR
M#5I[NZCA1$C1VVGN<5>CM]TVW>R'/.#B@#K/.BA@$AEW'%94IDN#N`Y8@**@
MAMR'$:!G8]`>36SY2Z;8RW<V"\:%@/3C@?6@#$@<3QDX`=25=?[I'44K1USU
MM=36TYF1LLWW@>C5MVVJ6UUPQ\I_[K=/P-`'7V7%E!_US7^5%+:?\>D/_7-?
MY44@/('>20[I'9C[G--49J1N,`4W@"@#0T&`RZDC#I&"Q_+']:ZB1H+B[2*/
M`(.UI%YY^GMZUF^'+4BQDF&<R/MW`XV@#D_J:DB9+:*;R5/R'"+W.1Q^=,#L
MK:UBMHP(QSCECU-<YXTO]OE6*,1GYY`.X[#^M:VD73QZ0@NV+2P1C>>YXX_P
MK@]0NWOKR6YD^\YR!Z#L*0$)-1TXMQS3<^U`'J&D?\@BR_ZX1_\`H(HHTC_D
C#V7_`%[Q_P#H(HH`N4444`%%%%`!1110`4444`%%%%`'_]D_
`
end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
